Similar Search Results

Akram, Tanweer; Li, Huiqing - 2020

This paper analyzes the nominal yields of UK gilt-edged securities ("gilts") based on a Keynesian perspective, which holds that the short-term interest rate is the primary driver of the long-term interest rate. Quarterly data are used to model gilts' nominal yields. These models bring to light...

Persistent link: https://www.econbiz.de/10012291941

An empirical analysis of Swedish government bond yields

Akram, Tanweer; Yadav, Mahima - 2024

This paper econometrically models the dynamics of Swedish government bond (SGB) yields. It examines whether the short … reaffirm John Maynard Keynes's view that the central bank's monetary policy affects long-term government bond yields through … with empirical patterns discerned in previous studies related to government bond yields in both advanced countries and …

Persistent link: https://www.econbiz.de/10014517317

An empirical analysis of long-term Brazilian interest rates

Akram, Tanweer; Uddin, Syed Helal - 2020

This paper empirically models the dynamics of Brazilian government bond (BGB) yields based on monthly macroeconomic …

Persistent link: https://www.econbiz.de/10012222455

The dynamics of Japanese government bonds' nominal yields

Akram, Tanweer; Li, Huiqing - 2018

bond yields. It shows that the low short-term interest rate, induced by the Bank of Japan's (BoJ) accommodative monetary …. These findings are relevant to ongoing policy debates in Japan and other advanced countries about government bond yields …

Persistent link: https://www.econbiz.de/10011844127

Understanding the low yields of the long-term Japanese sovereign debt

Akram, Tanweer; Das, Anupam - In: Journal of economic issues : jei 48 (2014) 2, pp. 331-340

Persistent link: https://www.econbiz.de/10010411956

The determinants of long-term Japanese government bonds' low nominal yields

Akram, Tanweer; Das, Anupam - 2014

During the past two decades of economic stagnation and persistent deflation in Japan, chronic fiscal deficits have led to elevated and rising ratios of government debt to nominal GDP. Nevertheless, long-term Japanese government bonds' (JGBs) nominal yields initially declined and have stayed...

Persistent link: https://www.econbiz.de/10010412384