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Time series analysis / Cointegration / Liquidity risk / Bond / Vector autoregression / Credit rating agency / Corporate bond / Unit root / Error correction model / Statistics / Econometrics / Economics


This article was translated by the author and reprinted from the November 2013 issue of the Securities Analysts Journal® with the permission of the Securities Analysts Association of Japan (SAAJ). Corporate Credit Sprea
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Document Date: 2014-10-27 04:45:46

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City

AAA / /

Company

Daiwa Securities / DI / S&P / Bloomberg / J.P.Morgan Securities 2003 / Moody's / /

Country

Japan / /

Currency

ADF / JPY / /

Event

Debt Financing / /

Facility

Daiwa Institute of Research Holdings Ltd. / Tokyo University / Hitotsubashi University / /

IndustryTerm

consumer finance sector / real estate investment trust sectors / real estate investment trust / consumer finance / risk management / /

MarketIndex

Nikkei 225 / ADBI / /

Organization

Dealers Association / Graduate School / Tokyo University / Securities Analysts Association of Japan / Japanese government / Daiwa Institute of Research Holdings Ltd. / Japan Securities Dealers Association / Hitotsubashi University / on government / Securities Analysts Association / /

Person

Merton / /

/

Position

author / Credit analyst / Fixed Income Research Department / /

ProgrammingLanguage

R / /

PublishedMedium

the Securities Analysts Journal / /

Technology

t-1 / /

SocialTag