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~person:"Okimoto, Tatsuyoshi"
~subject:"Credit risk"
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Okimoto, Tatsuyoshi
Krishnamurthy, Arvind
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The credit spread curve distribution and economic fluctuations in Japan
Okimoto, Tatsuyoshi
;
Takaoka, Sumiko
-
2020
-
Revised: April 2021
Persistent link: https://www.econbiz.de/10014366814
Saved in:
2
No-arbitrage determinants of Japanese government bond yield and credit spread curves
Okimoto, Tatsuyoshi
;
Takaoka, Sumiko
-
2017
Persistent link: https://www.econbiz.de/10012132477
Saved in:
3
No-arbitrage determinants of credit spread curves under the unconventional monetary policy regime in Japan
Okimoto, Tatsuyoshi
;
Takaoka, Sumiko
- In:
Journal of international financial markets, …
64
(
2020
),
pp. 1-21
Persistent link: https://www.econbiz.de/10012495666
Saved in:
4
The term structure of credit spreads and business cycle in Japan
Okimoto, Tatsuyoshi
;
Takaoka, Sumiko
- In:
Journal of the Japanese and international economies : …
45
(
2017
),
pp. 27-36
Persistent link: https://www.econbiz.de/10011911793
Saved in:
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