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...

पूर्ण विवरण

ग्रंथसूची विवरण
मुख्य लेखक: Arslanalp, Serkan
अन्य लेखक: Lam, Waikei
स्वरूप: पत्रिका
भाषा:English
प्रकाशित: Washington, D.C. : International Monetary Fund, 2013.
श्रृंखला:IMF Working Papers; Working Paper ; No. 2013/213
ऑनलाइन पहुंच:Full text available on IMF