The distribution of Yen denominated credit spreads

Research output: Chapter in Book / Conference Paper › Chapter

Abstract

2006

Original language	English
Title of host publication	Japanese Fixed Income Markets: Money, Bond and Interest Rate Derivatives
Place of Publication	The Netherlands
Publisher	Elsevier
Pages	207-232
Number of pages	26
ISBN (Print)	9780444520203
Publication status	Published - 2006

@inbook{16557fd1a41e457597bb3b175cf42df0,

title = "The distribution of Yen denominated credit spreads",

abstract = "2006",

author = "Craig Ellis and Hogan, \{Warren P.\}",

year = "2006",

language = "English",

isbn = "9780444520203",

pages = "207--232",

booktitle = "Japanese Fixed Income Markets: Money, Bond and Interest Rate Derivatives",

publisher = "Elsevier",

}