Eom, Young Ho; Subrahmanyam, Marti G.; Uno, Jun - 2000
measures of the spreads of the swap rates over comparable Japanese Government Bonds (JGBs) for different maturities and analyze … Government Bonds #28JGBs#29 for di#0Berent maturities and analyze the relationship
between the swap spreads and credit risk … the credit
spreads on Japanese corporate bonds in the early nineties. In contrast to Japanese corporate
bonds, we #0Cnd …