{"created":"2021-03-01T06:32:53.554656+00:00","id":27218,"links":{},"metadata":{"_buckets":{"deposit":"fed9adde-dc08-4c1e-8320-56f5618efe8a"},"_deposit":{"id":"27218","owners":[],"pid":{"revision_id":0,"type":"depid","value":"27218"},"status":"published"},"_oai":{"id":"oai:niigata-u.repo.nii.ac.jp:00027218","sets":["163:164:1432:1447","453:456"]},"item_7_alternative_title_1":{"attribute_name":"その他のタイトル","attribute_value_mlt":[{"subitem_alternative_title":"The Impacts of Global Financial Crisis on Japanese Financial Market: Analysis of Interest Rate Swap Spreads"}]},"item_7_biblio_info_6":{"attribute_name":"書誌情報","attribute_value_mlt":[{"bibliographicIssueDates":{"bibliographicIssueDate":"2011-03","bibliographicIssueDateType":"Issued"},"bibliographicPageEnd":"191","bibliographicPageStart":"175","bibliographicVolumeNumber":"90","bibliographic_titles":[{"bibliographic_title":"新潟大学経済論集"},{"bibliographic_title":"新潟大学経済論集","bibliographic_titleLang":"en"}]}]},"item_7_description_4":{"attribute_name":"抄録","attribute_value_mlt":[{"subitem_description":"This paper investigates the asymmetric impacts of global financial crisis on Japanese interest rate swap spreads by dividing the whole sample period into four. The uncertainty as for the future path of monetary policy is considered to cause volatility in the market after August 9, 2007 when subsidiaries of BNP Paribas announced the suspension of liquidation from asset. Thus volatility is a positive contributor to swap spreads of 2-years and 5-years. Default risk is negatively incorporated in 10-year swap spread after the Lehman shock of September 15, 2008. It is presumed that the functions of price discovery were lost.","subitem_description_type":"Abstract"}]},"item_7_publisher_7":{"attribute_name":"出版者","attribute_value_mlt":[{"subitem_publisher":"新潟大学経済学会"}]},"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":"AN00183269","subitem_source_identifier_type":"NCID"}]},"item_7_source_id_9":{"attribute_name":"ISSN","attribute_value_mlt":[{"subitem_source_identifier":"02861569","subitem_source_identifier_type":"ISSN"}]},"item_creator":{"attribute_name":"著者","attribute_type":"creator","attribute_value_mlt":[{"creatorNames":[{"creatorName":"Ito, Takayasu"}],"nameIdentifiers":[{"nameIdentifier":"158568","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":"90_175-191.pdf","filesize":[{"value":"1.1 MB"}],"format":"application/pdf","licensetype":"license_note","mimetype":"application/pdf","url":{"label":"90_175-191.pdf","url":"https://niigata-u.repo.nii.ac.jp/record/27218/files/90_175-191.pdf"},"version_id":"4ecbe4d6-d73c-4f13-9a2f-d935bb6334d1"}]},"item_keyword":{"attribute_name":"キーワード","attribute_value_mlt":[{"subitem_subject":"Global Financial Crisis","subitem_subject_scheme":"Other"},{"subitem_subject":"Swap Spread","subitem_subject_scheme":"Other"},{"subitem_subject":"Default Risk","subitem_subject_scheme":"Other"},{"subitem_subject":"Liquidity Premium","subitem_subject_scheme":"Other"},{"subitem_subject":"Monetary Policy","subitem_subject_scheme":"Other"}]},"item_language":{"attribute_name":"言語","attribute_value_mlt":[{"subitem_language":"jpn"}]},"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":"The Impacts of Global Financial Crisis on Japanese Financial Market: Analysis of Interest Rate Swap Spreads","item_titles":{"attribute_name":"タイトル","attribute_value_mlt":[{"subitem_title":"The Impacts of Global Financial Crisis on Japanese Financial Market: Analysis of Interest Rate Swap Spreads"},{"subitem_title":"The Impacts of Global Financial Crisis on Japanese Financial Market: Analysis of Interest Rate Swap Spreads","subitem_title_language":"en"}]},"item_type_id":"7","owner":"1","path":["456","1447"],"pubdate":{"attribute_name":"公開日","attribute_value":"2011-06-24"},"publish_date":"2011-06-24","publish_status":"0","recid":"27218","relation_version_is_last":true,"title":["The Impacts of Global Financial Crisis on Japanese Financial Market: Analysis of Interest Rate Swap Spreads"],"weko_creator_id":"1","weko_shared_id":null},"updated":"2022-12-15T03:57:08.191006+00:00"}