@article{oai:niigata-u.repo.nii.ac.jp:00027079,
 author = {Ito, Takayasu},
 journal = {新潟大学経済学年報, 新潟大学経済学年報},
 month = {Jan},
 note = {This paper examines the international linkage of interest rates between Japan and US from 1 month through 10 year in the framework of Uncovered Interest Rate Party (UIP). The whole sample from October 2, 1990 through August 11, 2000 is divided into two  sub periods. The first sub period, named Sample A, is from October 2, 1990 through May 17, 1993. In sample A the monetary policy regimes both in Japan and US are easing. We find that UIP holds true in the term structure from 2 year through 10 year. The second sub period , named Sample B, is from May 18, 1993 through August 11, 2000. In Sample B the monetary policy regime in Japan is easing, but in US it's tightening. We find no evidence of UIP in the entire term structure.},
 pages = {1--16},
 title = {<Articles>Financial Market Linkage between Japan and US : Investigation of Short and Long Term Interest Rates},
 volume = {28},
 year = {2004}
}