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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Dettagli Bibliografici
Autore principale: Arslanalp, Serkan
Altri autori: Lam, Waikei
Natura: Periodico
Lingua:English
Pubblicazione: Washington, D.C. : International Monetary Fund, 2013.
Serie:IMF Working Papers; Working Paper ; No. 2013/213
Accesso online:Full text available on IMF