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Regime Switches in Exchange Rate Volatility and Uncovered Interest Parity
Ichiue, Hibiki - 2008
Lower-interest-rate currencies tend to depreciate relative to higher-interest-rate currencies. This observation is inconsistent with a popular theory, uncovered interest parity (UIP). According to market participants' views, this is caused by the carry-trade activities in a low-volatility...
Persistent link: https://www.econbiz.de/10012725017
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Development of Japan's credit markets
Ichiue, Hibiki - In: Developing corporate bond markets in Asia : proceedings …, (pp. 88-95). 2006
Persistent link: https://www.econbiz.de/10003288558
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Using survey data to correct the bias in policy expectations extracted from fed funds futures
Ichiue, Hibiki; Yuyama, Tomonori - In: Journal of money, credit and banking : JMCB 41 (2009) 8, pp. 1631-1647
Persistent link: https://www.econbiz.de/10003907146
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Biases in monetary policy expectations extracted from fed funds futures and surveys
Ichiue, Hibiki (contributor); Yuyama, Tomonori (contributor) - 2007
Persistent link: https://www.econbiz.de/10003489305
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Real-time analysis on Japan's labor productivity
Hara, Naoko; Ichiue, Hibiki - 2010
Persistent link: https://www.econbiz.de/10008729149
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Regime switches in exchange rate volatility and uncovered interest parity
Ichiue, Hibiki (contributor); Koyama, Kentaro (contributor) - 2007
Persistent link: https://www.econbiz.de/10003587312
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Equilibrium interest rate and the yield curve in a low interest rate environment
Ichiue, Hibiki (contributor); Ueno, Yoichi (contributor) - 2007
Persistent link: https://www.econbiz.de/10003502989
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Financial markets forecasts revisited : are they rational, herding or bold?
Fujiwara, Ippei; Ichiue, Hibiki; Nakazono, Yoshiyuki; … - 2012
Persistent link: https://www.econbiz.de/10009550670
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Real-time analysis on Japan's labor productivity
Hara, Naoko; Ichiue, Hibiki - In: Journal of the Japanese and international economies : … 25 (2011) 2, pp. 107-130
Persistent link: https://www.econbiz.de/10009247524
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Inflation expectations and consumer spending at the zero bound : micro evidence
Ichiue, Hibiki; Nishiguchi, Shusaku - In: Economic inquiry : journal of the Western Economic … 53 (2015) 2, pp. 1086-1107
Persistent link: https://www.econbiz.de/10011344433