Forecasting credit spread volatility: evidence from the Japanese Eurobond market (Q2575430)
From MaRDI portal
 | This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use this page instead for the normal view: Forecasting credit spread volatility: evidence from the Japanese Eurobond market |
scientific article; zbMATH DE number 2237091
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
||
| English | Forecasting credit spread volatility: evidence from the Japanese Eurobond market |
scientific article; zbMATH DE number 2237091 |
Statements
Forecasting credit spread volatility: evidence from the Japanese Eurobond market (English)
0 references
9 December 2005
0 references
credit spreads
0 references
forecasting volatility
0 references
Yen Eurobonds
0 references
0 references
0.7361831665039062
0 references
0.7359771132469177
0 references
0.726412296295166
0 references
0.7166204452514648
0 references
