GB Models and Yield Curves in Traditional Finance, Mathematical Finance and K System

Takeaki Kariya and Yoshiro Yamamura ()
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Takeaki Kariya: Hitotsubashi University
Yoshiro Yamamura: Meiji University

Chapter Chapter 2 in Empirically Effective Government and Corporate Bond Pricing Models, 2025, pp 27-53 from Springer

Abstract: Abstract And this book presents various empirical evidences for the effectiveness of the models with price data of JGBsGovernment Bond (GB)Japanese government bond (JGB), JCBs, USGBsGovernment Bond (GB)US government bond (USGB), USCBs and EUGBsGovernment Bond (GB)European government bond (EUGB) of Germany, France, Italy, Spain and Greece.

Date: 2025
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Persistent link: https://EconPapers.repec.org/RePEc:spr:sprchp:978-981-96-1104-1_2

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DOI: 10.1007/978-981-96-1104-1_2

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