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Credit Risk and the Pricing of Japanese Yen Interest Rate Swaps. (2000). Uno, Jun ; Young Ho Eom, ; Subrahmanyam, Marti G..
In: New York University, Leonard N. Stern School Finance Department Working Paper Seires.
RePEc:fth:nystfi:98-069.

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  1. Counterparty credit risk and derivatives pricing. (2019). Zhang, Chu ; Li, Gang.
    In: Journal of Financial Economics.
    RePEc:eee:jfinec:v:134:y:2019:i:3:p:647-668.

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  2. What determines the yen swap spread?. (2015). Batten, Jonathan ; Azad, A.S.M. ; Fang, Victor ; Azad, A. S. M. Sohel, .
    In: International Review of Financial Analysis.
    RePEc:eee:finana:v:40:y:2015:i:c:p:1-13.

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