Asia Risk
Hanging in the balance
Index licensing
The intrinsic currency-valuation framework
Cutting Edge: Foreign exchange
Peso power causes problems
Philippines
Data's destiny
Grid computing
Managed succession
CPDOs
Under pressure
Interest rate swaps
Laying the foundations
Property derivatives
Tightening controls
Private Banking - Japan regulation
Quantifying success
Profile
Steepeners:no great catch
Synthetic credit
Back on track
Editor's letter
System overhaul
Profile
Crawling towards reform
Taiwan Special Report
VAR vs expected shortfall
Masterclass
When did the JGB market become efficient?
Focusing on the deviation from the fair-yield curve, Koichi Miyazaki and Satoshi Nomura discuss the transition in efficiency observed in the Japanese government bond market and find out that the turning point was in 1996, when the Japanese repo market…