{"created":"2021-03-01T06:32:59.489584+00:00","id":27307,"links":{},"metadata":{"_buckets":{"deposit":"667ebbe0-12cc-41c7-89c9-acc216392dbe"},"_deposit":{"id":"27307","owners":[],"pid":{"revision_id":0,"type":"depid","value":"27307"},"status":"published"},"_oai":{"id":"oai:niigata-u.repo.nii.ac.jp:00027307","sets":["163:164:1432:1458","453:456"]},"item_7_alternative_title_1":{"attribute_name":"その他のタイトル","attribute_value_mlt":[{"subitem_alternative_title":"Japanese Long Term Interest Rates and Swap Spreads"}]},"item_7_biblio_info_6":{"attribute_name":"書誌情報","attribute_value_mlt":[{"bibliographicIssueDates":{"bibliographicIssueDate":"2005-09","bibliographicIssueDateType":"Issued"},"bibliographicPageEnd":"20","bibliographicPageStart":"1","bibliographicVolumeNumber":"79","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":"Morris/Neal/Rolph (1998) の方法で,1994年1月4日から2003年7月30日における円金利スワップレードと日本国債利回りの動きを分析し,スワップスプレッドの動向を検証することが本稿の目的である。標本A（1994年1月4日から1999年2月12日）の2年物から10年物と標本B（1999年2月15日から2003年7月30日）の2年物から4年物で日本国債利回りと円金利スワップレートは中長期的には均衡状態で推移したが,標本Bの5年物から10年物では日本国債利回りと円金利スワップレートがそれぞれ個別の動きをみせ,２つの市場が分断していた。標本Aの10年物では,スワップスプレッドは金利上昇期には縮小し,金利低下期には拡大したと考えられる。一方,2年物から7年物のスワップスプレッドは一定の幅で推移した。標本Bでは,2年物から10年物のスワップスプレッドは金利上昇期には拡大し,金利低下期には縮小したとみられる。","subitem_description_type":"Abstract"}]},"item_7_full_name_3":{"attribute_name":"著者別名","attribute_value_mlt":[{"nameIdentifiers":[{"nameIdentifier":"158752","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":"158751","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":"5_0010.pdf","filesize":[{"value":"1.1 MB"}],"format":"application/pdf","licensetype":"license_note","mimetype":"application/pdf","url":{"label":"5_0010.pdf","url":"https://niigata-u.repo.nii.ac.jp/record/27307/files/5_0010.pdf"},"version_id":"fc494e02-421c-4b15-a227-431ebffd5471"}]},"item_keyword":{"attribute_name":"キーワード","attribute_value_mlt":[{"subitem_subject":"日本円の中長期金利","subitem_subject_scheme":"Other"},{"subitem_subject":"スワップスプレッド","subitem_subject_scheme":"Other"},{"subitem_subject":"共和分検定","subitem_subject_scheme":"Other"},{"subitem_subject":"Granger 因果性検定","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":"<論説>日本の中長期金利とスワップスプレッド","item_titles":{"attribute_name":"タイトル","attribute_value_mlt":[{"subitem_title":"<論説>日本の中長期金利とスワップスプレッド"},{"subitem_title":"<論説>日本の中長期金利とスワップスプレッド","subitem_title_language":"en"}]},"item_type_id":"7","owner":"1","path":["456","1458"],"pubdate":{"attribute_name":"公開日","attribute_value":"2007-04-23"},"publish_date":"2007-04-23","publish_status":"0","recid":"27307","relation_version_is_last":true,"title":["<論説>日本の中長期金利とスワップスプレッド"],"weko_creator_id":"1","weko_shared_id":null},"updated":"2022-12-15T03:57:14.062306+00:00"}