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The Comovement of Japanese Long Term Interest Rates
http://hdl.handle.net/10191/6629
http://hdl.handle.net/10191/6629140ea7ac-61f8-4b59-8a0a-0a6648cb28ae
| 名前 / ファイル | ライセンス | アクション |
|---|---|---|
84_73-84.pdf (1.4 MB)
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| Item type | 紀要論文 / Departmental Bulletin Paper(1) | |||||
|---|---|---|---|---|---|---|
| 公開日 | 2008-10-30 | |||||
| タイトル | ||||||
| タイトル | The Comovement of Japanese Long Term Interest Rates | |||||
| タイトル | ||||||
| タイトル | The Comovement of Japanese Long Term Interest Rates | |||||
| 言語 | en | |||||
| 言語 | ||||||
| 言語 | eng | |||||
| キーワード | ||||||
| 主題Scheme | Other | |||||
| 主題 | Long Term Interest Rate | |||||
| キーワード | ||||||
| 主題Scheme | Other | |||||
| 主題 | Linkage of Market | |||||
| キーワード | ||||||
| 主題Scheme | Other | |||||
| 主題 | Cointegration | |||||
| 資源タイプ | ||||||
| 資源 | http://purl.org/coar/resource_type/c_6501 | |||||
| タイプ | departmental bulletin paper | |||||
| 著者 |
Ito, Takayasu
× Ito, Takayasu |
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| 著者別名 | ||||||
| 識別子Scheme | WEKO | |||||
| 識別子 | 158688 | |||||
| 姓名 | 伊藤, 隆康 | |||||
| 抄録 | ||||||
| 内容記述タイプ | Abstract | |||||
| 内容記述 | This paper investigates the linkage of Japanese long term interest rates - Japanese Government Bond, Japanese Interest Rate Swap and Debenture issued by Tokyo Electric Power Company. In Sample A (from July 12, 1995 through February 12, 1999), Japanese Government Bond and Japanese Interest Rate Swap comoved. Three interest rates influenced each other with exception of Japanese Interest Rate Swap and Debenture issued by Tokyo Electric Power Company. On the other hand, in Sample B (February 15, 1999 through January 31, 2005), Japanese Interest Rate Swap and Debenture issued by Tokyo Electric Power Company comoved. The influence from Debenture issued by Tokyo Electric Power Company on Japanese Governmend Bond was only observed. | |||||
| 書誌情報 |
新潟大学経済論集 en : 新潟大学経済論集 巻 84, p. 73-84, 発行日 2008-03 |
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| 出版者 | ||||||
| 出版者 | 新潟大学経済学会 | |||||
| ISSN | ||||||
| 収録物識別子タイプ | ISSN | |||||
| 収録物識別子 | 02861569 | |||||
| 書誌レコードID | ||||||
| 収録物識別子タイプ | NCID | |||||
| 収録物識別子 | AN00183269 | |||||
| 著者版フラグ | ||||||
| 値 | publisher | |||||
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Cite as
Ito, Takayasu, 2008, The Comovement of Japanese Long Term Interest Rates: 新潟大学経済学会, 73–84 p.
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