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...

Ausführliche Beschreibung

Bibliographische Detailangaben
1. Verfasser: Arslanalp, Serkan
Weitere Verfasser: Lam, Waikei
Format: Zeitschrift
Sprache:English
Veröffentlicht: Washington, D.C. : International Monetary Fund, 2013.
Schriftenreihe:IMF Working Papers; Working Paper ; No. 2013/213
Online Zugang:Full text available on IMF