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Fisher hypothesis in Japan : analysis of long-term interest rates under different monetary policy regimes

Ito, Takayasu - In: The world economy : the leading journal on … 32 (2009) 7, pp. 1019-1035

Persistent link: https://www.econbiz.de/10003872499

The analysis of co-movement between government bond and interest rate swap markets in Japan

Ito, Takayasu - In: The Asia Pacific journal of economics and business : APJEB 13 (2009) 1, pp. 14-30

Persistent link: https://www.econbiz.de/10003933220

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

The analysis of interest rate swap spreads in Japan

Ito, Takayasu - In: Applied financial economics letters 3 (2007) 1, pp. 1-4

Persistent link: https://www.econbiz.de/10003540107

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

The impact of stock price and interest rate on the REIT market in Japan

Ito, Takayasu - In: International journal of business 18 (2013) 4, pp. 359-369

Persistent link: https://www.econbiz.de/10010197903

Did the Great East Japan Earthquake have an impact on the market for long-term interest rates in Japan?

Ito, Takayasu - In: The IUP journal of applied finance : IJAF 19 (2013) 4, pp. 61-70

Persistent link: https://www.econbiz.de/10010202517

Islamic rates of return and conventional interest rates in the Malaysian deposit market

Ito, Takayasu - In: International journal of Islamic and Middle Eastern … 6 (2013) 4, pp. 290-303

Persistent link: https://www.econbiz.de/10010338228

The behaviour of sovereign CDS and government bond in the Euro zone crisis

Ito, Takayasu - In: International journal of monetary economics and finance 9 (2016) 2, pp. 102-114

Persistent link: https://www.econbiz.de/10011548336

Japanese interest rate swap spreads under different monetary policy regimes

Ito, Takayasu - In: The IUP journal of applied finance : IJAF 16 (2010) 1, pp. 57-70

Persistent link: https://www.econbiz.de/10003920868