{"created":"2021-03-01T06:32:58.173659+00:00","id":27287,"links":{},"metadata":{"_buckets":{"deposit":"5220d0b7-2bb6-4459-93a2-1025bbc8baa3"},"_deposit":{"id":"27287","owners":[],"pid":{"revision_id":0,"type":"depid","value":"27287"},"status":"published"},"_oai":{"id":"oai:niigata-u.repo.nii.ac.jp:00027287","sets":["163:164:1432:1455","453:456"]},"item_7_alternative_title_1":{"attribute_name":"その他のタイトル","attribute_value_mlt":[{"subitem_alternative_title":"Japanese Swap Spread : Analysis of Determinants and Monetary Policy Effect"}]},"item_7_biblio_info_6":{"attribute_name":"書誌情報","attribute_value_mlt":[{"bibliographicIssueDates":{"bibliographicIssueDate":"2007-03","bibliographicIssueDateType":"Issued"},"bibliographicPageEnd":"97","bibliographicPageStart":"83","bibliographicVolumeNumber":"82","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":"本稿の目的は1995年7月12日から2004年12月30日の日次データを用いて,円金利スワップスプレッドの決定要因と金融政策変更がスワップスプレッドに与えた影響を分析することにある。スワップスプレッドの決定要因に関しては,2年物から4年物のスワップスプレッドは金利の水準やTEDスプレッド,イールドスプレッドが決定要因になっている部分が大きい。一方,5年物から10年物のスワップスプレッドは,倒産リスクをあらわす社債スプレッドが決定要因になっている部分が大きい。金融政策の影響に関しては,金融政策が緩和された時点においてスワップスプレッドは3年物が拡大し,2年物,4年物,5年物,7年物,10年物は変わらなかった。このため金融緩和は,その実施日においては金融市場の倒産リスクを減少させる形で,スワップスプレッドを縮小させる機能を果たさなかったと推測できる。","subitem_description_type":"Abstract"}]},"item_7_full_name_3":{"attribute_name":"著者別名","attribute_value_mlt":[{"nameIdentifiers":[{"nameIdentifier":"158711","nameIdentifierScheme":"WEKO"}],"names":[{"name":"Ito, Takayasu"}]}]},"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":"伊藤, 隆康"}],"nameIdentifiers":[{"nameIdentifier":"158710","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":"4_0016.pdf","filesize":[{"value":"848.3 kB"}],"format":"application/pdf","licensetype":"license_note","mimetype":"application/pdf","url":{"label":"4_0016.pdf","url":"https://niigata-u.repo.nii.ac.jp/record/27287/files/4_0016.pdf"},"version_id":"f6d06fd8-ce57-45cb-ae82-9b6633833d67"}]},"item_keyword":{"attribute_name":"キーワード","attribute_value_mlt":[{"subitem_subject":"スワップスプレッド","subitem_subject_scheme":"Other"},{"subitem_subject":"TEDスプレッド","subitem_subject_scheme":"Other"},{"subitem_subject":"倒産リスク","subitem_subject_scheme":"Other"},{"subitem_subject":"金融政策","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":"日本円金利スワップスプレッドの分析 : 決定要因と金融政策の影響 (小澤健二教授・高津斌彰教授・西澤輝泰教授・林英機教授・平木俊一教授退職記念号)","item_titles":{"attribute_name":"タイトル","attribute_value_mlt":[{"subitem_title":"日本円金利スワップスプレッドの分析 : 決定要因と金融政策の影響 (小澤健二教授・高津斌彰教授・西澤輝泰教授・林英機教授・平木俊一教授退職記念号)"},{"subitem_title":"日本円金利スワップスプレッドの分析 : 決定要因と金融政策の影響 (小澤健二教授・高津斌彰教授・西澤輝泰教授・林英機教授・平木俊一教授退職記念号)","subitem_title_language":"en"}]},"item_type_id":"7","owner":"1","path":["456","1455"],"pubdate":{"attribute_name":"公開日","attribute_value":"2008-04-08"},"publish_date":"2008-04-08","publish_status":"0","recid":"27287","relation_version_is_last":true,"title":["日本円金利スワップスプレッドの分析 : 決定要因と金融政策の影響 (小澤健二教授・高津斌彰教授・西澤輝泰教授・林英機教授・平木俊一教授退職記念号)"],"weko_creator_id":"1","weko_shared_id":null},"updated":"2022-12-15T03:57:11.629285+00:00"}