Anthony Miloudi

affiliation not provided to SSRN

SCHOLARLY PAPERS

2

DOWNLOADS

271

SSRN CITATIONS

0

CROSSREF CITATIONS

0

Scholarly Papers (2)

1.

Relations between Corporate Bonds, Treasuries and the Equity Market: Evidences from Daily Options Adjusted Credit Spreads

Number of pages: 29 Posted: 01 May 2006
Anthony Miloudi and Franck Moraux
affiliation not provided to SSRN and Université de Rennes I and CREM
Downloads 186 (165,085)

Abstract:

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Credit spreads, equity market, long run relation, short term dynamics

2.

Are European Financial Markets Integrated? An Approximate Factor Model Investigation

Number of pages: 31 Posted: 07 Feb 2004
Anthony Miloudi
affiliation not provided to SSRN
Downloads 85 (299,227)

Abstract:

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Approximate Factor Models, Heteroskedastic Factor Analysis, European stock markets integration