Impact of negative interest rate policy on the swap market in Japan : comparative analysis before and after yield curve control
Year of publication: |
2023
|
---|---|
Authors: | Ito, Takayasu |
Published in: |
The journal of corporate accounting & finance. - Chichester [u.a.] : Wiley InterScience, ISSN 1097-0053, ZDB-ID 2054493-5. - Vol. 34.2023, 1, p. 173-178
|
Subject: | cointegration | monetary policy | negative interest rate | swap market | yield curve control | Japan | Swap | Zinsstruktur | Yield curve | Geldpolitik | Monetary policy | Niedrigzinspolitik | Low-interest-rate policy | Zinsderivat | Interest rate derivative | Öffentliche Anleihe | Public bond | Wirkungsanalyse | Impact assessment | Zins | Interest rate |
-
Term structure models with negative interest rates
Ueno, Yoichi, (2017)
-
Ito, Takayasu, (2024)
-
Monetary reforms and inflation expectations in Japan : evidence from inflation-indexed bonds
Christensen, Jens H. E., (2022)
- More ...
-
Ito, Takayasu, (2019)
-
Impact of the coronavirus pandemic crisis on the financial system in the eurozone
Ito, Takayasu, (2020)
-
Ito, Takayasu, (2020)
- More ...