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An empirical analysis of Japanese interest rate swap spread
Shimada, Junji; Takahashi, Toyoharu; Miyakoshi, Tatsuyoshi - In: Recent advances in financial engineering 2011: …, (pp. 111-131). 2012
Persistent link: https://www.econbiz.de/10009573458
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Determinants of Japanese yen interest rate swap spreads : evidence from a smooth transition vector autoregressive model
Huang, Ying; Chen, Carl R.; Camacho, Maximo - In: The journal of futures markets 28 (2008) 1, pp. 82-107
Persistent link: https://www.econbiz.de/10003746341
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Volatility transmission of swap spreads among the US, Japan and the UK : a cross-correlation function approach
Toyoshima, Yuki; Hamori, Shigeyuki - In: Applied financial economics 22 (2012) 10/12, pp. 849-862
Persistent link: https://www.econbiz.de/10009625006
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Do bonds span the fixed income markets? : Theory and evidence for unspanned stochastic volatility
Collin-Dufresne, Pierre; Goldstein, Robert S. - In: The journal of finance : the journal of the American … 57 (2002) 4, pp. 1685-1730
Persistent link: https://www.econbiz.de/10001696255
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Links among interest rate swap markets : US, UK, and Japan
In, Francis Haeuck; Brown, Rob; Fang, Victor - In: The journal of fixed income 13 (2003) 3, pp. 84-95
Persistent link: https://www.econbiz.de/10001968467
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An empirical investigation of the forward interest rate term structure
Matacz, Andrew; Bouchaud, Jean-Philippe - In: International journal of theoretical and applied finance 3 (2000) 4, pp. 703-729
Persistent link: https://www.econbiz.de/10001526865
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Non-wasteful government spending in an estimated open economy DSGE model : two fiscal policy puzzles revisited
Iwata, Yasuharu - 2012
Persistent link: https://www.econbiz.de/10009568796
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By a silken thread : regional banking integration and pathways to financial development in Japan’s Great Recession
Hoffmann, Mathias; Okubo, Toshihiro - 2013
Persistent link: https://www.econbiz.de/10009773727
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Regime switches in Japanese fiscal policy : Markov-Switching VAR approach
Ko, Jun-Hyung; Morita, Hiroshi - 2013
Persistent link: https://www.econbiz.de/10009682257
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Did Takahashi Korekiyo rescue Japan from the Great Depression?
Cha, Myung Soo - In: The journal of economic history 63 (2003) 1, pp. 127-144
Persistent link: https://www.econbiz.de/10001767608