{"created":"2021-03-01T06:32:44.317009+00:00","id":27079,"links":{},"metadata":{"_buckets":{"deposit":"06f46f68-4a61-4a24-8e3d-92ffb2cdd845"},"_deposit":{"id":"27079","owners":[],"pid":{"revision_id":0,"type":"depid","value":"27079"},"status":"published"},"_oai":{"id":"oai:niigata-u.repo.nii.ac.jp:00027079","sets":["163:164:165:171","453:456"]},"item_7_biblio_info_6":{"attribute_name":"書誌情報","attribute_value_mlt":[{"bibliographicIssueDates":{"bibliographicIssueDate":"2004-01","bibliographicIssueDateType":"Issued"},"bibliographicPageEnd":"16","bibliographicPageStart":"1","bibliographicVolumeNumber":"28","bibliographic_titles":[{"bibliographic_title":"新潟大学経済学年報"},{"bibliographic_title":"新潟大学経済学年報","bibliographic_titleLang":"en"}]}]},"item_7_description_4":{"attribute_name":"抄録","attribute_value_mlt":[{"subitem_description":"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.","subitem_description_type":"Abstract"}]},"item_7_publisher_7":{"attribute_name":"出版者","attribute_value_mlt":[{"subitem_publisher":"新潟大学経済学部"}]},"item_7_select_19":{"attribute_name":"著者版フラグ","attribute_value_mlt":[{"subitem_select_item":"publisher"}]},"item_7_source_id_11":{"attribute_name":"書誌レコードID","attribute_value_mlt":[{"subitem_source_identifier":"AN00183258","subitem_source_identifier_type":"NCID"}]},"item_7_source_id_9":{"attribute_name":"ISSN","attribute_value_mlt":[{"subitem_source_identifier":"03857697","subitem_source_identifier_type":"ISSN"}]},"item_creator":{"attribute_name":"著者","attribute_type":"creator","attribute_value_mlt":[{"creatorNames":[{"creatorName":"Ito, Takayasu"}],"nameIdentifiers":[{"nameIdentifier":"158260","nameIdentifierScheme":"WEKO"}]}]},"item_files":{"attribute_name":"ファイル情報","attribute_type":"file","attribute_value_mlt":[{"accessrole":"open_date","date":[{"dateType":"Available","dateValue":"2019-08-20"}],"displaytype":"detail","filename":"6_0001.pdf","filesize":[{"value":"751.9 kB"}],"format":"application/pdf","licensetype":"license_note","mimetype":"application/pdf","url":{"label":"6_0001.pdf","url":"https://niigata-u.repo.nii.ac.jp/record/27079/files/6_0001.pdf"},"version_id":"2de44b6a-a548-4582-b5b5-1f1fdebfbcf9"}]},"item_keyword":{"attribute_name":"キーワード","attribute_value_mlt":[{"subitem_subject":"Interest Rate Linkage","subitem_subject_scheme":"Other"},{"subitem_subject":"Cointegration","subitem_subject_scheme":"Other"},{"subitem_subject":"Granger Causality","subitem_subject_scheme":"Other"},{"subitem_subject":"Monetary Policy Regime","subitem_subject_scheme":"Other"},{"subitem_subject":"Uncovered Interest Rate Parity(UIP)","subitem_subject_scheme":"Other"}]},"item_language":{"attribute_name":"言語","attribute_value_mlt":[{"subitem_language":"eng"}]},"item_resource_type":{"attribute_name":"資源タイプ","attribute_value_mlt":[{"resourcetype":"departmental bulletin paper","resourceuri":"http://purl.org/coar/resource_type/c_6501"}]},"item_title":"<Articles>Financial Market Linkage between Japan and US : Investigation of Short and Long Term Interest Rates","item_titles":{"attribute_name":"タイトル","attribute_value_mlt":[{"subitem_title":"<Articles>Financial Market Linkage between Japan and US : Investigation of Short and Long Term Interest Rates"},{"subitem_title":"<Articles>Financial Market Linkage between Japan and US : Investigation of Short and Long Term Interest Rates","subitem_title_language":"en"}]},"item_type_id":"7","owner":"1","path":["456","171"],"pubdate":{"attribute_name":"公開日","attribute_value":"2007-04-23"},"publish_date":"2007-04-23","publish_status":"0","recid":"27079","relation_version_is_last":true,"title":["<Articles>Financial Market Linkage between Japan and US : Investigation of Short and Long Term Interest Rates"],"weko_creator_id":"1","weko_shared_id":null},"updated":"2022-12-15T03:56:54.666243+00:00"}