Pages that link to "Item:Q2575430"
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The following pages link to Forecasting credit spread volatility: evidence from the Japanese Eurobond market (Q2575430):
Displaying 6 items.
- Quality options and hedging in Japanese government bond futures markets (Q1000408) (← links)
- The impact of stock market volatility on corporate bond credit spreads. (Q1427748) (← links)
- Modelling credit spreads with time volatility, skewness, and kurtosis (Q1615804) (← links)
- The matching of lead underwriters and issuing firms in the Japanese corporate bond market (Q2227417) (← links)
- Forecasting government bond spreads with heuristic models: evidence from the eurozone periphery (Q2288926) (← links)
- Credit rating matters in contrarian return -- evidence from the Japanese equity market (Q2869482) (← links)