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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Tác giả chính: Arslanalp, Serkan
Tác giả khác: Lam, Waikei
Định dạng: Tạp chí
Ngôn ngữ:English
Được phát hành: Washington, D.C. : International Monetary Fund, 2013.
Loạt:IMF Working Papers; Working Paper ; No. 2013/213
Truy cập trực tuyến:Full text available on IMF