Decomposing Japanese municipal bond spreads : default and liquidity premiums in times of crisis
Year of publication: |
2018
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Authors: | Hattori, Takahiro |
Published in: |
Journal of Asian economics. - Amsterdam [u.a.] : Elsevier Science, ISSN 1049-0078, ZDB-ID 1061920-3. - Vol. 59.2018, p. 16-28
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Subject: | Default risk | Liquidity premium | Municipal bonds | Public finance | Yūbari crisis | Risikoprämie | Risk premium | Kreditrisiko | Credit risk | Kommunalobligation | Municipal bond | Liquidität | Liquidity | Öffentliche Anleihe | Public bond | Zinsstruktur | Yield curve | Japan | Finanzkrise | Financial crisis | Kommunalverschuldung | Municipal debt |
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