Interest Rate Smoothing and Time-Varying Premium: Another Look at Debt Management in Japan
Year of publication: |
1999
|
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Authors: | Takeda, Yosuke |
Publisher: |
New Haven, CT : Yale University, Economic Growth Center |
Subject: | Staatspapier | Zinspolitik | Schuldenmanagement | Inflationsbekämpfung | Zinsstruktur | ARCH-Modell | Schätzung | Japan | Time-Varying Term Premium | Interest Rate Smoothing | Regime Switching ARCH Model | Debt Maturity | Reputation Equilibrium |
Series: | Center Discussion Paper ; 800 |
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Type of publication: | Book / Working Paper |
Type of publication (narrower categories): | Working Paper |
Language: | English |
Other identifiers: | 880982454 [GVK] hdl:10419/98304 [Handle] RePEc:egc:wpaper:800 [RePEc] |
Classification: | E42 - Monetary Systems; Standards; Regimes; Government and the Monetary System ; E43 - Determination of Interest Rates; Term Structure Interest Rates ; E52 - Monetary Policy (Targets, Instruments, and Effects) |
Source: |
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