@article{oai:niigata-u.repo.nii.ac.jp:00027279,
 author = {Ito, Takayasu},
 journal = {新潟大学経済論集, 新潟大学経済論集},
 month = {Sep},
 note = {This paper analyzes the relationship of long term interest rates between Japan and Euro zone in the framework of uncovered interest rate parity relationship (UIP) from June 1, 2000 through May 24, 2004. Engle and Granger cointegration test is conducted. We find no evidence of UIP in the entire term structure. Thus we find little evidence for longrun international linkages of long term interest rates between Japanese Yen and Euro from June 1, 2000 through May 24, 2004. The Granger causalities of Japanese interest rates on Euro interest are confirmed in the entire term structure. The Granger causalities of Euro interest rate on Japanese interest rate are confirmed only in 10 year.},
 pages = {43--54},
 title = {Linkage of Long Term Interest Rates between Japan and Euro Zone: Investigation of Uncovered Interest Rate Parity},
 volume = {83},
 year = {2007}
}