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Is the effectiveness of government bonds as a diversifier of equity risk weakened after the Covid-19 crisis?
Sakurai, Yuji; Kurosaki, Tetsuo - In: Quantitative finance 22 (2022) 12, pp. 2219-2236
Persistent link: https://www.econbiz.de/10013490939
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The effects of the bank of Japan's corporate and government bond purchases on credit spreads
Suganuma, Kenji; Ueno, Yoichi - 2018
Persistent link: https://www.econbiz.de/10013445664
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A Macro-Finance Analysis of the Term Structure and Monetary Policy in Japan: Using a Model with Time-Variant Equilibrium Rates of Real Interest and Inflation and with the Zero Lower Bound of Nominal Interest Rates
Oda, Nobuyuki; Suzuki, Takashi - Bank of Japan - 2007
We study the term structure of interest rates and monetary policy in Japan empirically, using a macro-finance model. In particular, we investigate whether or not Japan's low long-term interest rates can be explained with economic rationality by taking into account some key features of the...
Persistent link: https://www.econbiz.de/10010894553
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Testing the ex ante relationship between asset and investment returns in Japan : an application of the P-CAM to Japanese asset returns
Baba, Naohiko - In: Monetary and economic studies 18 (2000) 1, pp. 39-72
Persistent link: https://www.econbiz.de/10001474640
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Financial market functioning and monetary policy : Japan's experience
Baba, Naohiko - 2006
Persistent link: https://www.econbiz.de/10003353019
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Financial market functioning and moentary policy : Japan's experience
Baba, Naohiko - In: Monetary and economic studies 24 (2006), pp. 39-71
Persistent link: https://www.econbiz.de/10003398994
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Risk taking by Japanese bond investors : testing the "reach for yields" hypothesis in the Japanese bond markets
Nishioka, Shinichi; Baba, Naohiko - In: The quarterly review of economics and finance : journal … 48 (2008) 4, pp. 691-707
Persistent link: https://www.econbiz.de/10003786464