Primary Article
Transmission of Swap Spreads and Volatilities in the Japanese Swap Market
Young Ho Eom, Marti G. Subrahmanyam and Jun Uno
The Journal of Fixed Income Summer 2002, 12 (1) 6-28; DOI: https://doi.org/10.3905/jfi.2002.319315
Young Ho Eom
An assistant professor of finance at the College of Business and Economics at Yonsei University in Seoul, Korea.
Marti G. Subrahmanyam
The Charles E. Merrill professor of finance, economics and international business, at the Leonard Stern School of Business at New York University in New York.
Jun Uno
A professor in the department of commerce at Chuo University in Tokyo, Japan. When this article was written, he was with Nikkei Quick Information Technologies, Co., Ltd., in Tokyo, Japan.
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In this issue
Transmission of Swap Spreads and Volatilities in the Japanese Swap Market
Young Ho Eom, Marti G. Subrahmanyam, Jun Uno
The Journal of Fixed Income Jun 2002, 12 (1) 6-28; DOI: 10.3905/jfi.2002.319315