Report on “The Committee on Yen Risk-free-rate Model Estimationâ€Â
Year of publication: |
2007-01
|
---|---|
Authors: | KARIYA, Takeaki ; DUFFIE, Darrell ; FUJII, Mariko ; KIJIMA, Masaaki ; KOBAYASHI, Takao ; KOGURE, Atsuyuki ; MERTON, Robert ; TAKAHASHI, Akihiko ; TANAKA, Keiichi ; YAMASHITA, Satoshi |
Institutions: | East Asian Bureau of Economic Research (EABER) |
Subject: | Japanese Government Bond | interest rate estimation model |
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