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Coupon effects and the pricing of Japanese government bonds : an empirical analysis
Eom, Young Ho
- In:
The journal of fixed income
8
(
1998
)
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pp. 69-86
Persistent link: https://www.econbiz.de/10001252726
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Transmission of swap spreads and volatilities in the Japenese swap market
Eom, Young Ho
;
Subrahmanyam, Marti G.
;
Uno, Jun
- In:
The journal of fixed income
12
(
2002
)
1
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pp. 6-28
Persistent link: https://www.econbiz.de/10001725689
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