Modelling the evolution of credit spreads in the United States
By: by Stuart M. Turnbull and Jun Yang.
Contributors: Bank of Canada.
Series: Bank of Canada working paper -- 2004-45; Working paper (Bank of Canada) -- 2004-45.
Publisher: Bank of Canada
Published: 2004
Place of publication: Ottawa
Language: eng
Number of pages: 51
Notes: Distributed by the Government of Canada Depository Services Program.

Available also on the Internet.

Includes abstract in French.