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...
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Format: | Revue |
Langue: | English |
Publié: |
Washington, D.C. :
International Monetary Fund,
2013.
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Collection: | IMF Working Papers; Working Paper ;
No. 2013/213 |
Accès en ligne: | Full text available on IMF |