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...

وصف كامل

التفاصيل البيبلوغرافية
المؤلف الرئيسي: Arslanalp, Serkan
مؤلفون آخرون: Lam, Waikei
التنسيق: دورية
اللغة:English
منشور في: Washington, D.C. : International Monetary Fund, 2013.
سلاسل:IMF Working Papers; Working Paper ; No. 2013/213
الوصول للمادة أونلاين:Full text available on IMF