Outlook for Interest Rates and Japanese Banks' Risk Exposures under Abenomics /

This paper examines how Japan's long-term interest rates and Japanese banks' interest rate risk exposures may evolve under Abenomics. Results from a panel regression analysis for major advanced economies shows that long-term government bond yields in Japan are determined to a large extent...

Disgrifiad llawn

Manylion Llyfryddiaeth
Prif Awdur: Arslanalp, Serkan
Awduron Eraill: Lam, Waikei
Fformat: Cylchgrawn
Iaith:English
Cyhoeddwyd: Washington, D.C. : International Monetary Fund, 2013.
Cyfres:IMF Working Papers; Working Paper ; No. 2013/213
Mynediad Ar-lein:Full text available on IMF