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Policy duration effect under the zero interest rate policy in 1999 - 2000 : evidence from Japan's money market data

Fujiki, Hiroshi; Shiratsuka, Shigenori - 2001

Persistent link: https://www.econbiz.de/10001589575

Policy duration effect under the zero interest rate policy in 1999 - 2000 : evidence from Japan's money market data

Fujiki, Hiroshi; Shiratsuka, Shigenori - In: Monetary and economic studies 20 (2002) 1, pp. 1-31

Persistent link: https://www.econbiz.de/10009935002

Policy Duration Effect under the Zero Interest Rate Policy in 1999-2000: Evidence from Japan's Money Market Data

Fujiki, Hiroshi; Shiratsuka, Shigenori - In: Monetary and Economic Studies 20 (2002) 1, pp. 1-31

This paper quantifies the policy duration effect of the zero interest rate policy implemented in Japan from February 1999 to August 2000. Our empirical analysis shows that the policy duration effect observed in Japanese financial markets emerged via the expectations channel on the future course...

Persistent link: https://www.econbiz.de/10004971249

Empirical tests of ʺbubblesʺ in the foreign exchange market

Okina, Kunio - In: Monetary and economic studies 3 (1985) 1, pp. 1-45

Persistent link: https://www.econbiz.de/10002589414

Rational expectation, bubbles and foreign exchange market

Okina, Kunio - In: Monetary and economic studies 2 (1984) 1, pp. 81-118

Persistent link: https://www.econbiz.de/10002589427

The role of central banks in exchange rate regimes in the 21st century : introductory remarks

Okina, Kunio - In: Monetary and economic studies 20 (2002) S1, pp. 241-248

Persistent link: https://www.econbiz.de/10001720085

Monetary policy under zero inflation : a response to criticism and questions regarding monetary policy

Okina, Kunio - In: Monetary and economic studies 27 (1999) 3, pp. 157-182

Persistent link: https://www.econbiz.de/10001443597

Comments on "Specification and analysis of a monetary policy rule for Japan" : a central banker's view

Okina, Kunio - In: Monetary and economic studies 11 (1993) 2, pp. 47-57

Persistent link: https://www.econbiz.de/10001150889

The policy objectives and the optimal institutional framework of a central bank

Okina, Kunio - 1996

Persistent link: https://www.econbiz.de/10000932381

Relationship between money stock and real output in the Japanese economy : survey on the empirical tests of the LSW proposition

Okina, Kunio - In: Monetary and economic studies 4 (1986) 1, pp. 41-77

Persistent link: https://www.econbiz.de/10001008699

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