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Global financial crisis and US interest rate swap spreads

Ito, Takayasu - In: Applied financial economics 20 (2010) 1/3, pp. 37-43

This article investigates the determinants of US interest rate swap spreads in the period including the financial crisis. The asymmetric impacts of the financial crisis on interest rate swap spreads are focused by dividing the whole sample period into two. Four determinants of swap spreads -...

Persistent link: https://www.econbiz.de/10003935962

Distress in money markets during the global financial crisis : an analysis of co-movement and transmission

Ito, Takayasu - In: The IUP journal of applied finance : IJAF 19 (2013) 1, pp. 72-85

Persistent link: https://www.econbiz.de/10009696956

Interest rates and monetary policy in Japan

Ito, Takayasu - 2005

Persistent link: https://www.econbiz.de/10003137457

The political economy of tax reform

Itō, Takatoshi (contributor); Krueger, Anne O. (contributor) - 1992

Persistent link: https://www.econbiz.de/10000857023

Do bulls and bears move across borders? : international transmission of stock returns and volatility as the world turns

Lin, Wen-ling Tsai; Engle, Robert F.; Itō, Takatoshi - 1991

Persistent link: https://www.econbiz.de/10000827421

Housing finance imperfections and private saving : a comparative simulation analysis of the US and Japan

Hayashi, Fumio; Itō, Takatoshi; Slemrod, Joel - 1987

Persistent link: https://www.econbiz.de/10000724241

News from the US and Japan: which moves the yen dollar exchange rate?

Itō, Takatoshi; Roley, Vernon Vance - 1986

Persistent link: https://www.econbiz.de/10000726796

Bequest taxes and accumulation of household wealth : US - Japan comparison

Barthold, Thomas A.; Itō, Takatoshi - 1991

Persistent link: https://www.econbiz.de/10000814214

Trade and protectionism : NBER-East Asia Seminar on Economics, vol. 2

Itō, Takatoshi (ed.); Krueger, Anne O. (contributor) - 1993

Persistent link: https://www.econbiz.de/10000338344

News from the US and Japan: which moves the yen dollar exchange rate?

Itō, Takatoshi; Roley, Vernon Vance - 1986

Persistent link: https://www.econbiz.de/10000693471

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