Journal article

Empirically Effective Bond Pricing Model and Analysis on Term Structures of Implied Interest Rates in Financial Crisis

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APA Style

Kariya, T., Wang, J., Wang, Z., Doi, E., & Yamamura, Y. (2011). Empirically Effective Bond Pricing Model and Analysis on Term Structures of Implied Interest Rates in Financial Crisis. Asia-Pacific Financial Markets, 1–34.

MLA Style

Kariya, T., et al. “Empirically Effective Bond Pricing Model and Analysis on Term Structures of Implied Interest Rates in Financial Crisis.” Asia-Pacific Financial Markets, 2011, pp. 1–34.

Chicago Style

Kariya, T, J Wang, Z Wang, E Doi, and Y Yamamura. 2011. “Empirically Effective Bond Pricing Model and Analysis on Term Structures of Implied Interest Rates in Financial Crisis.” Asia-Pacific Financial Markets, 1–34.
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Authors

+ Kariya, T More by this author

Role:: Author

+ Wang, J More by this author

Role:: Author

+ Wang, Z More by this author

Role:: Author

+ Doi, E More by this author

Role:: Author

+ Yamamura, Y More by this author

Role:: Author

Journal:: Asia-Pacific Financial Markets More from this journal
Pages:: 1-34
Publication date:: 2011-01-01
EISSN:: 1573-6946
ISSN:: 1387-2834

Pubs id:: pubs:306401
UUID:: uuid:6b65337c-9443-4fe9-b3a9-44b5169c3bdd
Local pid:: pubs:306401
Source identifiers:: 306401
Deposit date:: 2013-11-17

Terms of use

Copyright date:: 2011

Licence:: Terms and Conditions of Use for Oxford University Research Archive

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