A dynamic analysis of the bank of Japan’s ETF/REIT purchase program
Year of publication: |
July 2023
|
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Authors: | Mita, Daiya ; Nishimura, Kiyohiko ; Saito, Taiga ; Takahashi, Akihiko |
Publisher: |
[Tokyo] : [CIRJE, Faculty of Economics, University of Tokyo] |
Subject: | Time series analysis | State space model | Trading strategy | Central bank | Monetary policy | Stock market | Geldpolitik | Japan | Zeitreihenanalyse | Zustandsraummodell | Zentralbank | Theorie | Theory | Aktienmarkt |
Extent: | 1 Online-Ressource |
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Series: | CIRJE discussion papers / F series. - Tokyo : [Verlag nicht ermittelbar], ZDB-ID 2841317-9. |
Type of publication: | Book / Working Paper |
Type of publication (narrower categories): | Graue Literatur ; Non-commercial literature ; Arbeitspapier ; Working Paper |
Language: | English |
Notes: | Volltext nicht verfügbar |
Source: | ECONIS - Online Catalogue of the ZBW |
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