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Uno, Jun's
Scholarly Papers
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Aggregate Statistics |
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Total
Downloads
3,081 |
Total
Citations
23 |
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1.
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Credit Risk and the Yen Interest Rate Swap Market
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Eom, Young Ho
Yonsei University Subrahmanyam, Marti G.
New York University - Stern School of Business Uno, Jun
Waseda University
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Posted:
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19 May 00
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Last Revised:
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17 Feb 09
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645
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7
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Eom, Young Ho
Yonsei University Subrahmanyam, Marti G.
New York University - Stern School of Business Uno, Jun
Waseda University
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Credit Risk, Japanese Government Bonds Market, Swap Pricing
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Eom, Young Ho
Yonsei University Subrahmanyam, Marti G.
New York University - Stern School of Business Uno, Jun
Waseda University
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7
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Credit Risk, Japenese Goverment Bonds Market, Swap Pricing
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Eom, Young Ho
Yonsei University Subrahmanyam, Marti G.
New York University - Stern School of Business Uno, Jun
Waseda University
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42
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7
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Credit Risk, Japanase Government Bonds market, Swap Pricing
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Eom, Young Ho
Yonsei University Uno, Jun
Waseda University Subrahmanyam, Marti G.
New York University - Stern School of Business
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536
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2.
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Omura, Keiichi
Waseda University - Graduate School of Commerce Tanigawa, Yasuhiko
Waseda University - Graduate School of Commerce Uno, Jun
Waseda University
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634
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2
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Limit orders, market orders, execution probabilities, probit model, tick-by-tick data, bid-ask spreads
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3.
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Eom, Young Ho
Yonsei University Uno, Jun
Waseda University Subrahmanyam, Marti G.
New York University - Stern School of Business
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475
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1
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interest rate swaps, interest rate swap spreads, relative value, international linkages, credit risk
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4.
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Coupon Effects and the Pricing of Japanese Government Bonds: An Empirical Analysis
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Versions (3)
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Eom, Young Ho
Yonsei University Uno, Jun
Waseda University Subrahmanyam, Marti G.
New York University - Stern School of Business
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Posted:
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13 Oct 98
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Last Revised:
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21 Apr 09
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371
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9
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Eom, Young Ho
Yonsei University Subrahmanyam, Marti G.
New York University - Stern School of Business Uno, Jun
Waseda University
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63
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9
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Japanese Government Bond Market, Accounting and Tax Effects, Term Structure
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Eom, Young Ho
Yonsei University Uno, Jun
Waseda University Subrahmanyam, Marti G.
New York University - Stern School of Business
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Eom, Young Ho
Yonsei University Uno, Jun
Waseda University Subrahmanyam, Marti G.
New York University - Stern School of Business
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308
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5.
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Uno, Jun
Waseda University Kamiyama, Naoki
affiliation not provided to SSRN
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18 Aug 09
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Last Revised:
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18 Aug 11
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363
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1
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ownership structure, liquidity, monitoring, corporate governance, market microstructure
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6.
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Eom, Young Ho
Yonsei University Uno, Jun
Waseda University Subrahmanyam, Marti G.
New York University - Stern School of Business
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354
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Interest Rate Swaps, Interest Rate Swap Spreads, Volatility of Swap Spreads, Credit Risk, Transmission of Swap Spreads
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7.
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Eom, Young Ho
Yonsei University Uno, Jun
Waseda University Subrahmanyam, Marti G.
New York University - Stern School of Business
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92
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1
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interest rate swaps, interest rate swap spreads, relative value, international linkages, credit risk
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8.
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Hoda, Takaaki
Otaru Univesrity of Commerce Uno, Jun
Waseda University
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60
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Share repurchase, liquidity, investment horizon, ownership structure
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9.
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Uno, Jun
Waseda University Shibata, Mai
affiliation not provided to SSRN
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17 Aug 11
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Last Revised:
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02 Jan 12
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51
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Liquidity provision, high-frequency trading, persistency of runs, order imbalance, bid–ask spread
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10.
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Subrahmanyam, Marti G.
New York University - Stern School of Business Eom, Young Ho
Yonsei University Uno, Jun
Waseda University
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36
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2
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Credit Risk, Japanese Government Bonds Market, Swap Pricing
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