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Yield curve of Treasury Bills in Japan under different regimes of non-traditional monetary policy
Ito, Takayasu - In: The journal of corporate accounting & finance 34 (2023) 3, pp. 337-342
Persistent link: https://www.econbiz.de/10014336535
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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
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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
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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
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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
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The impact of monetary policy expectations on interbank interest rates in Malaysia
Ito, Takayasu - In: International journal of financial markets and derivatives 6 (2017) 1, pp. 1-11
Persistent link: https://www.econbiz.de/10011862346
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Do monetary policy expectations influence transmission mechanism of Danish interbank market under the negative interest rate policy?
Ito, Takayasu - In: International journal of bonds and derivatives 3 (2017) 3, pp. 223-234
Persistent link: https://www.econbiz.de/10011875981
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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 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