IDEAS home Printed from https://ideas.repec.org/h/spr/sprchp/978-981-96-1104-1_1.html
   My bibliography  Save this book chapter

An Overview Over the Content of This Book

In: Empirically Effective Government and Corporate Bond Pricing Models

Author

Listed:
  • Takeaki Kariya

    (Hitotsubashi University)

  • Yoshiro Yamamura

    (Meiji University)

Abstract

This book aims to develop an innovative, comprehensive, integrated and empirically effective system for cross-sectionally analyzing price data of government bonds (GBs) and/or corporate bonds (CBs) with associated attribute data to timely obtain practically useful information on yield curves and default curves. The system is called K SystemK System in the sequel. And to verify the empirical effectiveness of the modeling concept, formulated models, and estimation procedures in the System from a viewpoint of data scienceData science, the models are applied to various practically important analyses on prices of Japanese GBs and CBs (JGBsGovernment Bond (GB)Japanese government bond (JGB) and JCBs), USGBsGovernment Bond (GB)US government bond (USGB) and USCBs and European GBs (EUGBs)Government Bond (GB)European government bond (EUGB) of Germany, France, Italy, Spain and Greece. All the GBs and CBs treated in this book are fixed coupon bonds of maturities longer than one year since there exists no long-term discount bond (zero-coupon bond).

Suggested Citation

  • Takeaki Kariya & Yoshiro Yamamura, 2025. "An Overview Over the Content of This Book," Springer Books, in: Empirically Effective Government and Corporate Bond Pricing Models, chapter 0, pages 1-25, Springer.
    • Handle: RePEc:spr:sprchp:978-981-96-1104-1_1
    DOI: 10.1007/978-981-96-1104-1_1
    as

    Download full text from publisher

    To our knowledge, this item is not available for download. To find whether it is available, there are three options:
    1. Check below whether another version of this item is available online.
    2. Check on the provider's web page whether it is in fact available.
    3. Perform a search for a similarly titled item that would be available.

    More about this item

    Statistics

    Access and download statistics

    Corrections

    All material on this site has been provided by the respective publishers and authors. You can help correct errors and omissions. When requesting a correction, please mention this item's handle: RePEc:spr:sprchp:978-981-96-1104-1_1. See general information about how to correct material in RePEc.

    If you have authored this item and are not yet registered with RePEc, we encourage you to do it here. This allows to link your profile to this item. It also allows you to accept potential citations to this item that we are uncertain about.

    We have no bibliographic references for this item. You can help adding them by using this form .

    If you know of missing items citing this one, you can help us creating those links by adding the relevant references in the same way as above, for each refering item. If you are a registered author of this item, you may also want to check the "citations" tab in your RePEc Author Service profile, as there may be some citations waiting for confirmation.

    For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: Sonal Shukla or Springer Nature Abstracting and Indexing (email available below). General contact details of provider: http://www.springer.com .

    Please note that corrections may take a couple of weeks to filter through the various RePEc services.

    IDEAS is a RePEc service. RePEc uses bibliographic data supplied by the respective publishers.