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Short-term cross-currency basis swap and Japanese government bond markets under non-traditional monetary policy
Ito, Takayasu - In: Asia-Pacific contemporary finance and development, (pp. 27-37). 2019
Persistent link: https://www.econbiz.de/10012249681
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Transmission of Japanese government bond and swap markets under negative interest rate policy
Ito, Takayasu - In: International journal of economic policy in emerging … 13 (2020) 4, pp. 305-311
Persistent link: https://www.econbiz.de/10012507971
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The impact of long-term cross-currency basis swap on Japanese government bonds : analysis of different non-traditional monetary policy regimes
Ito, Takayasu - In: Quantitative analysis of social and financial market …, (pp. 35-46). 2022
Persistent link: https://www.econbiz.de/10013478600
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Impact of negative interest rate policy on the swap market in Japan : comparative analysis before and after yield curve control
Ito, Takayasu - In: The journal of corporate accounting & finance 34 (2023) 1, pp. 173-178
Persistent link: https://www.econbiz.de/10014279423
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Credit default swap and Japanese Government Bond markets under negative interest rate policy
Ito, Takayasu - In: The journal of corporate accounting & finance 33 (2022) 2, pp. 7-12
Persistent link: https://www.econbiz.de/10013186113
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Chapter 2 Short-term Cross-currency Basis Swap and Japanese Government Bond Markets under Non-traditional Monetary Policy
Ito, Takayasu - In: Asia-Pacific contemporary finance and development, (pp. 27-39). 2019
The five-, 10-, and 20-year yields of Japanese government bonds (JGBs) co-move with the six- and 12-month basis swap rates under the quantitative and qualitative easing policy regime introduced by the Bank of Japan (BOJ). The 10- and 20-year JGB yields are in a one-to-one relationship with the...
Persistent link: https://www.econbiz.de/10015090643