A yen is not a yen : TIBOR/LIBOR and the determinants of the Japan premium
Year of publication: |
2004
|
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Authors: | Covrig, Vicentiu ; Sin, Low B. ; Melvin, Michael |
Published in: |
Journal of financial and quantitative analysis : JFQA. - New York, NY [u.a.] : Cambridge University Press, ISSN 0022-1090, ZDB-ID 219406-5. - Vol. 39.2004, 1, p. 193-208
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Subject: | Euromarkt | Euromarkets | Yen | Kreditrisiko | Credit risk | Risikoprämie | Risk premium | Japan |
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