Price discovery of credit spreads for Japanese mega-banks : subordinated bond and CDS

Author(s)

• 馬場, 直彦 ババ, ナオヒコ
• Inada, Masakazu
• 日本銀行金融研究所 ニホン ギンコウ キンユウ ケンキュウジョ

Bibliographic Information

Price discovery of credit spreads for Japanese mega-banks : subordinated bond and CDS

Naohiko Baba and Masakazu Inada

（IMES discussion paper series, no. 2007-E-6）

Institute for Monetary and Economic Studies, Bank of Japan, 2007

Other Title

IMES

Note

Cover title

Bibliography: p. 20-21

• NCID: BA82080785
• Country Code: ja
• Title Language Code: eng
• Text Language Code: eng
• Place of Publication: Tokyo
• Pages/Volumes: 30 p.
• Size: 30 cm
• Parent Bibliography ID:
  • BN15051361