We thank an anonymous referee for helpful comments and suggestions. Any opinion expressed is of the authors, and not of BancoPosta Fondi sgr, or the Bank of Finland.
Option-Adjusted Delta Credit Spreads: a Cross-Country Analysis
Article first published online: 28 JAN 2010
© 2010 Blackwell Publishing Ltd
European Financial Management
Volume 18, Issue 2, pages 183–217, March 2012
How to Cite
Becchetti, L., Carpentieri, A. and Hasan, I. (2012), Option-Adjusted Delta Credit Spreads: a Cross-Country Analysis. European Financial Management, 18: 183–217. doi: 10.1111/j.1468-036X.2009.00527.x
- Issue published online: 28 JAN 2010
- Article first published online: 28 JAN 2010
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