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Japanese fixed income markets : money, bond and interest rate derivatives / edited by J.A. Batten, T.A. Fetherston, P.G. Szilagyi.

Contributor(s): Material type: TextTextPublication details: Amsterdam ; Oxford : Elsevier, 2006.Edition: 1st edDescription: 1 online resource (viii, 449 pages) : illustrations, chartsContent type:
  • text
Media type:
  • computer
Carrier type:
  • online resource
ISBN:
  • 9780080464831
  • 0080464831
Subject(s): Genre/Form: Additional physical formats: Print version:: Japanese fixed income markets.DDC classification:
  • 332.67/30952 22
LOC classification:
  • HG5772 .J34 2006eb
Other classification:
  • 85.30
Online resources:
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.
Action note:
  • digitized 2010 HathiTrust Digital Library committed to preserve
Summary: Provides an improved understanding of the Japanese Fixed Income Market.
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Includes bibliographical references and indexes.

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.

Provides an improved understanding of the Japanese Fixed Income Market.

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