Market Evaluations of Banking Fragility in Japan: Japan Premium, Stock Prices, and Credit Derivatives
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This paper investigates movements of market indicators of banking fragility, namely, Japan premium, stock prices, and credit derivative spreads of Japanese banks. Although the Japan premium in the euro-dollar market seemed to have virtually disappeared since April 1999, credit and default risks of
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美国国家经济研究局创建时间:
2003-03-01



