What drives the term and risk structure of Japanese bonds?
Year of publication: |
2003
|
---|---|
Authors: | In, Francis Haeuck ; Batten, Jonathan A. ; Kim, Sangbae |
Published in: |
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association. - Amsterdam [u.a.] : Elsevier, ISSN 1062-9769, ZDB-ID 1114217-0. - Vol. 43.2003, 3, p. 518-541
|
Subject: | Eurobond | Yen | Staatspapier | Government securities | Zinsstruktur | Yield curve | Kointegration | Cointegration | Erwartungsbildung | Expectation formation | Japan | 1993-1998 |
-
Does the expectations hypothesis explain the term structure of treasury bond yields in Tunisia?
Boukhatem, Jamel, (2016)
-
Modelling credit spreads on yen Eurobonds within an equilibrium correction framework
Pynnönen, Seppo, (2006)
-
Coupon effects and the pricing of Japanese government bonds : an empirical analysis
Eom, Young Ho, (1998)
- More ...
-
What Drives the Japanese Yen Eurobond Term Structure of Japanese Bonds
Batten, Jonathan A., (2003)
-
Kim, Sangbae, (2003)
-
In, Francis Haeuck, (2006)
- More ...