Long‐term interest rates under negative interest rate policy: Analysis of Japanese government bond a...
Long‐term interest rates under negative interest rate policy: Analysis of Japanese government bond and swap markets
About this item
Full title
Author / Creator
Publisher
Hoboken, USA: John Wiley & Sons, Inc
Journal title
Language
English
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Publication information
Publisher
Hoboken, USA: John Wiley & Sons, Inc
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Scope and Contents
Contents
Market segmentation is observed in the Japanese government bond (JGB) and swap markets of 2‐, 3‐, 4‐, 5‐, 7‐, and 10‐year maturities under negative interest rate policy regime. This also means that the arbitrage between the JGB and swap markets does not work in these maturities. After the Bank of Japan introduces a yield curve control policy under...
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Full title
Long‐term interest rates under negative interest rate policy: Analysis of Japanese government bond and swap markets
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Record Identifier
TN_cdi_proquest_reports_2336188930
Permalink
https://devfeature-collection.sl.nsw.gov.au/record/TN_cdi_proquest_reports_2336188930
Other Identifiers
ISSN
1044-8136
E-ISSN
1097-0053
DOI
10.1002/jcaf.22410
