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A NOTE ON THE ROBUSTNESS OF THE TOBIN EFFECT IN INCOMPLETE MARKETS

Saito, Makoto; Takeda, Yosuke - In: Macroeconomic dynamics 10 (2006) 1, pp. 131

Persistent link: https://www.econbiz.de/10006010017

Interest Rate Smoothing and Time-Varying Premium: Another Look at Debt Management in Japan

Takeda, Yosuke - Economic Growth Center, Economics Department - 1999

We argue a source of time-varying premium (TVTP) in Japanese government bond market, and show that it is interest rate smoothing that causes empirical failures of expectation theory of term structure of interest rates. We estimate a regime switching ARCH model where an interest rate smoothing...

Persistent link: https://www.econbiz.de/10005738384

The Choice Between Flexible Exchange Rates, Capital Control and the Currency Board in Asian Countries: A Perspective from the "Impossible Trinity"

Hamada, Koichi; Takeda, Yosuke - In: The Japanese Economic Review 52 (2001) 4, pp. 429-451

Persistent link: https://www.econbiz.de/10005290794

A NOTE ON THE ROBUSTNESS OF THE TOBIN EFFECT IN INCOMPLETE MARKETS

SAITO, MAKOTO; TAKEDA, YOSUKE - In: Macroeconomic Dynamics 10 (2006) 01, pp. 131-143

Persistent link: https://www.econbiz.de/10005264855

Articles: - The Choice between Flexible Exchange Rates, Capital Control and the Currency Board in Asian Countries: A Perspective from the "Impossible Trinity"

Hamada, Koichi; Takeda, Yosuke - In: The Japanese economic review : the journal of the … 52 (2001) 4, pp. 429-451

Persistent link: https://www.econbiz.de/10007666487