Similar Search Results

Endogenous monetary policy shifts and the term structure : evidence from Japanese government bond yields

Koeda, Junko - In: Journal of the Japanese and international economies : … 29 (2013), pp. 170-188

Persistent link: https://www.econbiz.de/10010200527

How does yield curve predict GDP growth? : a macro-finance approach revisited

Koeda, Junko - In: Applied economics letters 19 (2012) 10/12, pp. 929-933

Persistent link: https://www.econbiz.de/10009633142

Maturity structure and supply factors in Japanese government bond markets

Fukunaga, Ichiro; Kato, Naoya; Koeda, Junko - 2015

Persistent link: https://www.econbiz.de/10011375973

Maturity structure and supply factors in Japanese government bond markets

Fukunaga, Ichiro; Kato, Naoya; Koeda, Junko - In: Monetary and economic studies 33 (2015), pp. 45-95

Persistent link: https://www.econbiz.de/10011409670

The role of uncertainty in the term structure of interest rates : a GERCH-ATSM approach

Koeda, Junko; Kato, Ryo - In: Applied economics 47 (2015) 34/36, pp. 3710-3722

Persistent link: https://www.econbiz.de/10011293453

Endogenous Monetary Policy Shifts and the Term Structure : Evidence from Japanese Government Bond Yields

Koeda, Junko - 2017

I construct a no-arbitrage term structure model with endogenous regime shifts and apply it to Japanese government bond (JGB) yields. This application subjects the short-term interest rate to monetary regime shifts, such as a zero interest rate policy (ZIRP) and normal regimes, which depend on...

Persistent link: https://www.econbiz.de/10012974584