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...

Fuld beskrivelse

Bibliografiske detaljer
Hovedforfatter: Arslanalp, Serkan
Andre forfattere: Lam, Waikei
Format: Tidsskrift
Sprog:English
Udgivet: Washington, D.C. : International Monetary Fund, 2013.
Serier:IMF Working Papers; Working Paper ; No. 2013/213
Online adgang:Full text available on IMF