Forecasting credit spread volatility: evidence from the Japanese Eurobond market (Q2575430)
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scientific article; zbMATH DE number 2237091
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| English | Forecasting credit spread volatility: evidence from the Japanese Eurobond market |
scientific article; zbMATH DE number 2237091 |
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Forecasting credit spread volatility: evidence from the Japanese Eurobond market (English)
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9 December 2005
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credit spreads
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forecasting volatility
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Yen Eurobonds
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0.7361831665039062
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0.7359771132469177
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0.726412296295166
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0.7166204452514648
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