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Analysis of credit spread in Japan's corporate bond market

In: The changing shape of fixed income markets: a collection of studies by central bank economists

Author

Listed:
  • Masazumi Hattori

    (Bank of Japan)

  • Koji Koyama

    (Bank of Japan)

  • Tatsuya Yonetani

    (Bank of Japan)

Abstract

No abstract is available for this item.

Suggested Citation

  • Masazumi Hattori & Koji Koyama & Tatsuya Yonetani, 2001. "Analysis of credit spread in Japan's corporate bond market," BIS Papers chapters, in: Bank for International Settlements (ed.), The changing shape of fixed income markets: a collection of studies by central bank economists, volume 5, pages 113-146, Bank for International Settlements.
    • Handle: RePEc:bis:bisbpc:05-04
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    References listed on IDEAS

    as
    1. Atsushi Miyanoya, 1999. "Price Discovery Functions in Japan's corporate bond market: An Event Study of the Recent Fall 1997 Financial Crisis," CGFS Papers chapters, in: Bank for International Settlements (ed.), Market Liquidity: Research Findings and Selected Policy Implications, volume 11, pages 1-29, Bank for International Settlements.
    2. Gregory R. Duffee, "undated". "Treasury Yields and Corporate Bond Yield Spreads: An Empirical Analysis," Finance and Economics Discussion Series 1996-20, Board of Governors of the Federal Reserve System (U.S.), revised 10 Dec 2019.
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    Cited by:

    1. Azad, A.S.M. Sohel & Chazi, Abdelaziz & Cooper, Peter & Ahsan, Amirul, 2018. "What determines the Japanese corporate credit spread? A new evidence," Research in International Business and Finance, Elsevier, vol. 45(C), pages 349-356.
    2. Maslov, Sergei & Roehner, Bertrand M, 2004. "The conundrum of stock versus bond prices," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 335(1), pages 164-182.
    3. Gabe de Bondt, 2004. "The balance sheet channel of monetary policy: first empirical evidence for the euro area corporate bond market," International Journal of Finance & Economics, John Wiley & Sons, Ltd., vol. 9(3), pages 219-228.

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