| Edition |
1st ed. |
| Description |
1 online resource (viii, 449 pages) : illustrations, charts |
| Physical Medium |
polychrome |
| Description |
text file |
| Bibliography |
Includes bibliographical references and indexes. |
| 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. |
| Access |
Use copy Restrictions unspecified MiAaHDL |
| Reproduction |
Electronic reproduction. [S.l.] : HathiTrust Digital Library, 2010. MiAaHDL |
| System Details |
Master and use copy. Digital master created according to Benchmark for Faithful Digital Reproductions of Monographs and Serials, Version 1. Digital Library Federation, December 2002. http://purl.oclc.org/DLF/benchrepro0212 MiAaHDL |
| Processing Action |
digitized 2010 HathiTrust Digital Library committed to preserve MiAaHDL |
| Local Note |
eBooks on EBSCOhost EBSCO eBook Subscription Academic Collection - North America |
| Subject |
Investments -- Japan.
|
|
Investments. |
|
Japan. |
|
Securities -- Japan.
|
|
Securities. |
|
Derivative securities -- Japan.
|
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Derivative securities. |
| Genre/Form |
Electronic books.
|
| Added Author |
Batten, Jonathan.
|
|
Fetherston, Thomas A.
|
|
Szilagyi, Peter G., 1976-
|
| Other Form: |
Print version: Japanese fixed income markets. 1st ed. Amsterdam ; Oxford : Elsevier, 2006 9780444520203 0444520201 (OCoLC)76873936 |
| ISBN |
9780080464831 (electronic book) |
|
0080464831 (electronic book) |
|
0444520201 (Cloth) |
|
9780444520203 (hardbound) |
|
