What drives the term and risk structure of Japanese bonds?
Year of publication: |
2003
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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
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Subject: | Eurobond | Yen | Staatspapier | Government securities | Zinsstruktur | Yield curve | Kointegration | Cointegration | Erwartungsbildung | Expectation formation | Japan | 1993-1998 |
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