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Volumn 36, Issue 5, 2004, Pages 965-968

Credit derivatives premium as a new japan premium

Author keywords

Credit derivative; Japan premium; Japanese bank

Indexed keywords


EID: 7444234293     PISSN: 00222879     EISSN: None     Source Type: Journal    
DOI: 10.1353/mcb.2004.0074     Document Type: Letter
Times cited : (8)

References (6)
  • 1
    • 85008184083 scopus 로고    scopus 로고
    • Bank of Japan (2003). "Results of Regular Derivatives Market Statistics in Japan."
  • 2
    • 85008184084 scopus 로고    scopus 로고
    • Hanajiri, Tetsurou (1999). "Three Japan Premiums in Autumn 1997 and Autumn 1998: Why Did Premiums Differ Between Markets?" Financial Markets Department Working Paper E-Series 99-E-1.
  • 3
    • 85008165184 scopus 로고    scopus 로고
    • Ito, Takatoshi. and Kimie Harada (2000). "Japan Premium and Stock Prices: Two Mirrors of Japanese Banking Crises." NBER Working Papers Series No.7997.
  • 4
    • 85008194629 scopus 로고    scopus 로고
    • Ito, Takatoshi, and Kimie Harada (2004). "Bank Fragility in Japan: 1995-2003". In Economic Stagnation in Japan, edited by Michael Hutchison and Frank Westermann. Cambridge, MA: MIT Press, forthcoming.
  • 5
    • 0035132699 scopus 로고    scopus 로고
    • Determinants of the japan premium: Actions speak louder than words
    • Peek, Joseph, and Eric S. Rosengren (2001). "Determinants of the Japan Premium: Actions Speak Louder than Words." Journal of International Economics 53, 283-305.
    • (2001) Journal of International Economics , vol.53 , pp. 283-305
    • Peek, J.A.1    Eric, S.R.2
  • 6
    • 7444243007 scopus 로고    scopus 로고
    • Financial crises as the failure of arbitrage: Implications for monetary policy
    • Saito, Makoto, and Shigenori Shiratsuka (2001). "Financial Crises as the Failure of Arbitrage: Implications for Monetary Policy." Monetary and Economic Studies 19:S1, 239-276.
    • (2001) Monetary and Economic Studies , vol.19 , Issue.S1 , pp. 239-276
    • Saito, M.A.1    Shigenori, S.2


* 이 정보는 Elsevier사의 SCOPUS DB에서 KISTI가 분석하여 추출한 것입니다.