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The term structure of Japanese Government Bonds in the super long term under different aspects of yield curve control
Ito, Takayasu - 2025
Persistent link: https://www.econbiz.de/10015371352
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Contagion of credit risk : comparative analysis before and after the pandemic of COVID-19
Ito, Takayasu - In: The journal of corporate accounting & finance 33 (2022) 4, pp. 52-58
Persistent link: https://www.econbiz.de/10013463659
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The Interest Rate Swap Spreads and Monetary Policy in Japan
Ito, Takayasu - 2008
This paper investigates the determinants of interest rate swap spreads in Japan by considering the difference of monetary policy regimes by the Bank of Japan (BOJ). Four determinants of swap spreads - corporate bond spread, TED spread, the slope of yield curve and volatility - are chosen. When...
Persistent link: https://www.econbiz.de/10012723303