Japanese fixed income markets : money, bond and interest rate derivatives /

Provides an improved understanding of the Japanese Fixed Income Market.

Detalles Bibliográficos
Clasificación:Libro Electrónico
Otros Autores: Batten, Jonathan, Fetherston, Thomas A., Szilagyi, Peter G., 1976-
Formato: Electrónico eBook
Idioma:Inglés
Publicado: Amsterdam ; Oxford : Elsevier, 2006.
Edición:1st ed.
Temas:
Investments > Japan.
Securities > Japan.
Derivative securities > Japan.
Investissements > Japon.
Instruments dérivés (Finances) > Japon.
BUSINESS & ECONOMICS > Investments & Securities > General.
Derivative securities
Investments
Securities
Derivaten (financiën)
Obligaties.
Japan
Japan.
Acceso en línea:Texto completo
Tabla de Contenidos:
  • 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.

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