Impact of news announcements and credit rating changes on the Japan premium

We examine how news announcements and credit rating changes affect the 90-day Euroyen TIBOR and Euroyen LIBOR.

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Bibliographic Details
Main Authors: Heng, Candie Shee Ni, Yong, Eva, Ang, Janice Hsu Feng
Other Authors: Low, Buen Sin
Format: Final Year Project
Published: 2008
Subjects:
Online Access:http://hdl.handle.net/10356/11352
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Institution: Nanyang Technological University
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