Impact of news announcements and credit rating changes on the Japan premium
Heng, Candie Shee Ni
Ang, Janice Hsu Feng
Date of Issue2001
College of Business (Nanyang Business School)
We examine how news announcements and credit rating changes affect the 90-day Euroyen TIBOR and Euroyen LIBOR.
Final Year Project (FYP)
Nanyang Technological University