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Title Japanese fixed income markets : money, bond and interest rate derivatives / edited by J.A. Batten, T.A. Fetherston, P.G. Szilagyi
Edition First edition
Published Amsterdam ; Oxford : Elsevier, 2006
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Description 1 online resource (viii, 449 pages) : illustrations, charts
Contents Cover -- Front cover -- Contents -- Chapter 1. Japanese Fixed Income Markets: Money, Bond and Interest Rate Derivatives -- 1. Overview -- 2. Japanese Fixed Income Market Activity -- 3. Structure of the Volume -- References -- Macroeconomic Environmental Developments -- Chapter 2. Recent Developments in Japan's Corporate Bond Market -- 1. Introduction -- 2. The On-Going Weaknesses of Japan's Bank-Based Financial System -- 3. The Theory of the Financial System -- 4. Recent Trends in Japan's Corporate Bond Market -- 5. Concluding Remarks and Future Direction -- References -- Chapter 3. The Past, Present and Future of the Securitization Market in Japan -- Introduction -- 1. What is Securitization? -- 2. Creation of the Securitization Market -- 3. Distinctive Trends and Issues for the Future -- Conclusion -- Acknowledgements -- References -- Chapter 4. Risk management and derivative usage in Japan and neighbouring asian and pacific countries -- 1. Introduction -- 2. What is risk management? -- 3. Financial Derivative Use in Asia-Pacific Markets -- 4. Yen-based financial derivative products and their trading -- 5. Singapore Exchange Derivatives Trading Limited-A case study -- 6. Future trends in the Asia-Pacific derivative markets -- Appendix -- Further reading -- Chapter 5. Macroeconomic Causes of a Decade of Deflation -- 1. Introduction -- 2. Where did it all go wrong? -- 3. Structural explanations of deflation -- 4. Financial system explanations of deflation -- 5. Deflation as a result of weak demand -- 6. Explaining the recovery -- 7. Can it happen again in Japan? -- 8. Can deflation happen somewhere else? -- 9. Conclusion -- References -- Chapter 6. The relationship between interest rates and economic activity: how the conventional literature has dealt with the Japanese experience -- 1. Introduction -- 2. The special case: The debate since late 1998 -- 3. The general case of interest rate ineffectiveness -- 4. Conclusion and outlook for further research -- Acknowledgements -- References -- Credit Risk Measures and Management -- Chapter 7. Dynamic equilibrium correction modelling of Yen Eurobond credit spreads -- 1. Introduction -- 2. Methodology -- 3. Empirical results -- 4. Summary and Conclusions -- References -- Chapter 8. Hedging Market-Wide Credit Risk Using CDS Indexes: The Case of Japan -- 1. Introduction -- 2. The iTraxx CJ CDS Index Market -- 3. Empirical Study: The iTraxx CJ CDS Index and Equity Prices in Japan -- 4. Conclusions -- Acknowledgement -- References -- Chapter 9. The Distribution of Yen Denominated Credit Spreads -- 1. Introduction -- 2. Credit Spreads Defined -- 3. Japanese Bond Yields and the Distribution of Yen Denominated Credit Spreads -- 4. Explaining Non-Normality in the Distribution of Credit Spreads -- 5. Concluding Remarks -- References -- Chapter 10. The Japanese Credit Rating Environment: Insights fro
Summary Provides an improved understanding of the Japanese Fixed Income Market
Bibliography Includes bibliographical references and indexes
Notes Print version record
Subject Derivative securities -- Japan.
Investments -- Japan.
Securities -- Japan.
Form Electronic book
Author Batten, Jonathan.
Fetherston, Thomas A.
Szilagyi, Peter G., 1976-
ISBN 0080464831 (electronic bk.)
9780080464831 (electronic bk.)
(Cloth)
(hd. bd.)