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Price Discovery Functions in Japan's corporate bond market: An Event Study of the Recent Fall 1997 Financial Crisis

In: Market Liquidity: Research Findings and Selected Policy Implications

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  • Atsushi Miyanoya

    (Bank of Japan)

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Suggested Citation

  • Atsushi Miyanoya, 1999. "Price Discovery Functions in Japan's corporate bond market: An Event Study of the Recent Fall 1997 Financial Crisis," CGFS Papers chapters, in: Bank for International Settlements (ed.), Market Liquidity: Research Findings and Selected Policy Implications, volume 11, pages 1-29, Bank for International Settlements.
    • Handle: RePEc:bis:biscgc:11-17
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    File URL: http://www.bis.org/publ/cgfs11miyan.pdf
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    Cited by:

    1. Marco Sorge, 2004. "Stress-testing financial systems: an overview of current methodologies," BIS Working Papers 165, Bank for International Settlements.
    2. Masazumi Hattori & Koji Koyama & Tatsuya Yonetani, 2001. "Analysis of credit spread in Japan's corporate bond market," BIS Papers chapters, in: Bank for International Settlements (ed.), The changing shape of fixed income markets: a collection of studies by central bank economists, volume 5, pages 113-146, Bank for International Settlements.
    3. Bank for International Settlements, 2000. "Stress Testing by Large Financial Institutions: Current Practice and Aggregation Issues," CGFS Papers, Bank for International Settlements, number 14.
    4. Seppo Pynnönen & Warren Hogan & Jonathan Batten, 2002. "Expectations and Liquidity in Yen Bond Markets," Journal of the Asia Pacific Economy, Taylor & Francis Journals, vol. 7(3), pages 335-354.
    5. In, Francis & Batten, Jonathan & Kim, Sangbae, 2003. "What drives the term and risk structure of Japanese bonds?," The Quarterly Review of Economics and Finance, Elsevier, vol. 43(3), pages 518-541.

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