What drives the term and risk structure of Japanese bonds?

Quarterly Review of Economics and Finance

Volumn 43, Issue 3, 2003, Pages 518-541

  In, Francis ^a   Batten, Jonathan ^b   Kim, Sangbae ^a  

^a MONASH UNIVERSITY   (Australia)

^b Seoul National University   (South Korea)

Author keywords

Canonical cointegrating regression; Expectations hypothesis; GARCH; Japanese yen Eurobonds; Long run relationship

Indexed keywords

EID: 0037412049     PISSN: 10629769     EISSN: None     Source Type: Journal    
DOI: 10.1016/S1062-9769(02)00193-X     Document Type: Article

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