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From turmoil to crisis: dislocatios in the FX swap market before and after the failure of Lehman Brothers
Baba, Naohiko; Packer, Frank - 2009
Persistent link: https://www.econbiz.de/10003862655
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From turmoil to crisis : dislocations in the FX swap market before and after the failure of Lehman Brothers
Baba, Naohiko; Packer, Frank - In: Journal of international money and finance 28 (2009) 8, pp. 1350-1374
Persistent link: https://www.econbiz.de/10003929180
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From Turmoil to Crisis : Dislocations in the FX Swap Market Before and After the Failure of Lehman Brothers
Baba, Naohiko - 2013
This paper investigates dislocations in the foreign exchange (FX) swap market between the US dollar and three major European currencies. After the failure of Lehman Brothers in September 2008, deviations from covered interest parity (CIP) were negatively associated with the creditworthiness of...
Persistent link: https://www.econbiz.de/10013095699
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Risk taking by Japanese bond investors : testing the "reach for yields" hypothesis in the Japanese bond markets
Nishioka, Shinichi; Baba, Naohiko - In: The quarterly review of economics and finance : journal … 48 (2008) 4, pp. 691-707
Persistent link: https://www.econbiz.de/10003786464
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Japan's deflation, problems in the financial system and monetary policy
Baba, Naohiko; Nishioka, Shinichi; Oda, Nobuyuki; … - 2005
Persistent link: https://www.econbiz.de/10003221999
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Japan's deflation, problems in the financial system, and monetary policy
Baba, Naohiko; Nishioka, Shinichi; Oda, Nobuyuki; … - In: Monetary and economic studies 23 (2005) 1, pp. 47-111
Persistent link: https://www.econbiz.de/10002603886
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Exploring the role of money in asset pricing in Japan : monetary considerations and stochastic discount factors
Baba, Naohiko - In: Monetary and economic studies 18 (2000) 2, pp. 159-198
Persistent link: https://www.econbiz.de/10001539632
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Testing the ex ante relationship between asset and investment returns in Japan : an application of the P-CAM to Japanese asset returns
Baba, Naohiko - In: Monetary and economic studies 18 (2000) 1, pp. 39-72
Persistent link: https://www.econbiz.de/10001474640
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A reexamination of ex ante pricing of currency risk in the Japanese stock market : a pricing kernel approach
Baba, Naohiko - 2000
Persistent link: https://www.econbiz.de/10001452593