The time-varying behaviour of credit spreads on Yen Eurobonds
UTSePress Research/Manakin Repository
JavaScript is disabled for your browser. Some features of this site may not work without it.
- UTSePress Research Home
- >
- 01 Mathematical Sciences
- >
- Book Chapters
- >
- Closed
- >
- View Item
| dc.contributor.author | Batten Jonathan | en_US |
| dc.contributor.author | Hogan Warren | en_US |
| dc.contributor.author | Pynnonen Seppo | en_US |
| dc.contributor.editor | Choi,JJ; Hiraki, T | en_US |
| dc.date.accessioned | 2010-07-13T08:46:07Z | |
| dc.date.available | 2010-07-13T08:46:07Z | |
| dc.date.issued | 2003 | en_US |
| dc.identifier | 2003000684 | en_US |
| dc.identifier.citation | Batten Jonathan, Hogan Warren, and Pynnonen Seppo 2003, 'The time-varying behaviour of credit spreads on Yen Eurobonds', Elsevier, Amsterdam, pp. 379-404. | en_US |
| dc.identifier.issn | 0 7623 1068 5 | en_US |
| dc.identifier.other | B1 | en_US |
| dc.identifier.uri | http://hdl.handle.net/10453/12403 | |
| dc.description.abstract | en_US | |
| dc.language | en_US | |
| dc.publisher | Elsevier | en_US |
| dc.relation.isbasedon | en_US | |
| dc.title | The time-varying behaviour of credit spreads on Yen Eurobonds | en_US |
| dc.parent | The Japanese Finance: Corporate Finance and Capital Markets in Changing Japan | en_US |
| dc.journal.volume | en_US | |
| dc.journal.number | en_US | |
| dc.publocation | Amsterdam | en_US |
| dc.identifier.startpage | 379 | en_US |
| dc.identifier.endpage | 404 | en_US |
| dc.cauo.name | BUS.School of Finance and Economics | en_US |
| dc.conference | Verified OK | en_US |
| dc.for | 010200 | en_US |
| dc.personcode | 0000017798;0000018251;998277 | en_US |
| dc.percentage | 000050 | en_US |
| dc.classification.name | Applied Mathematics | en_US |
| dc.classification.type | FOR-08 | en_US |
| dc.edition | 1 | en_US |
| dc.custom | en_US | |
| dc.date.activity | en_US | |
| dc.location.activity | en_US | |
| dc.description.keywords | en_US | |
| dc.staffid | Macquarie University;Vaasa University | en_US |
