A Note on the Equilibrium Relationships between Issuers in the Asia Pacific Region

Contemporary Studies in Economic and Financial Analysis

Volumn 86, Issue , 2005, Pages 167-176

  Batten, Jonathan A ^a   Fetherston, Thomas A ^a   Hoontrakul, Pongsak ^a  

^a NONE

Author keywords

[No Author keywords available]

Indexed keywords

EID: 33645954587     PISSN: 15693759     EISSN: None     Source Type: Book Series    
DOI: 10.1016/S1569-3759(05)86008-5     Document Type: Review

References (6)

1. Batten J., Hogan W., and Pynnönen S. The dynamics of Australian dollar bonds with different credit qualities. International Review of Financial Analysis 9 (2000) 389-404
2. Batten J., and Kim Y.-H. Expanding long-term financing through bond market development: A post crisis policy task. In: Kim Y.-H. (Ed). Government Bond Markets in Asia (2001), Asian Development Bank Manila, Philippines
3. De Almeida C., Duarte A., and Fernandes C. Decomposing and simulating the movements of term structures of interest rates in emerging Eurobond markets. Journal of Fixed Income 8 3 (1998) 21-31
4. Hiraki T., Shiraishi N., and Takezawa N. Cointegration, common factors, and the term structure of Yen offshore interest rates. Journal of Fixed Income 6 3 (1996) 69-75
5. In F., Batten J., and Kim S. What drives the Japanese yen eurobond term structure. Quarterly Review of Economics and Finance 43 3 (2003) 518-541
6. Kim B.-C., Moon N.-S., and Lee S.-B. Fitting the term structure of interest rates with a modified cubic smoothing spline. The Journal of Financial Engineering 5 2 (1998) 147-159