Dynamic equilibrium correction modelling of yen Eurobond credit spreads
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- Shinsuke Ohyama & Takuya Sugimoto, 2007. "The determinants of credit spread changes in Japan," Bank of Japan Working Paper Series 07-E-4, Bank of Japan.
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NEP fieldsThis paper has been announced in the following NEP Reports:
- NEP-FMK-2006-04-22 (Financial Markets)
- NEP-MON-2006-04-22 (Monetary Economics)
- NEP-SEA-2006-04-22 (South East Asia)
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