Japan's quantitative monetary easing policy : effect on the level and volatility of yield spreads
Year of publication: |
December 2017
|
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Authors: | Hanabusa, Kunihiro |
Published in: |
Journal of Asian economics. - Amsterdam [u.a.] : Elsevier Science, ISSN 1049-0078, ZDB-ID 1061920-3. - Vol. 53.2017, p. 56-66
|
Subject: | EGARCH model | Quantitative monetary easing policy | Yield spread | Geldpolitik | Monetary policy | Zinsstruktur | Yield curve | Japan | Wirkungsanalyse | Impact assessment | Volatilität | Volatility | Schätzung | Estimation | VAR-Modell | VAR model |
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