WEKO3
アイテム
{"_buckets": {"deposit": "5a8bb1c0-0ebe-4bdd-9a1c-a048dfff96ae"}, "_deposit": {"id": "27319", "owners": [], "pid": {"revision_id": 0, "type": "depid", "value": "27319"}, "status": "published"}, "_oai": {"id": "oai:niigata-u.repo.nii.ac.jp:00027319", "sets": ["456", "1461"]}, "item_7_biblio_info_6": {"attribute_name": "書誌情報", "attribute_value_mlt": [{"bibliographicIssueDates": {"bibliographicIssueDate": "2004-03", "bibliographicIssueDateType": "Issued"}, "bibliographicPageEnd": "21", "bibliographicPageStart": "1", "bibliographicVolumeNumber": "76", "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": "The purpose of this paper is to compare the number of common trends that explain the dynamics of the term structure of interest rates by analyzing the interest rate swap yield curves in Japan and US. In Japan, the entire term structure is driven by 3 common trends. The entire term structure is divided into three parts-(1) short term (up to 2 year-single common trend), (2) middle term (from 3 year through 7 year-two common trends), (3) long term (10 year-three common trends). On the other hands, in US the entire term structure is driven by 2 common trends. The entire term structure is divided into two parts-(1) short term (up to 2 year-single common trend), (2) middle and long term (from 3 year through 10 year -2 common trends). The market segmentation is not observed in US dollar yield curve over the structure of 2 year.", "subitem_description_type": "Abstract"}]}, "item_7_full_name_3": {"attribute_name": "著者別名", "attribute_value_mlt": [{"nameIdentifiers": [{"nameIdentifier": "158779", "nameIdentifierScheme": "WEKO"}], "names": [{"name": "伊藤, 隆康"}]}]}, "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": "AN00283269", "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": "158778", "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", "download_preview_message": "", "file_order": 0, "filename": "76_1-21.pdf", "filesize": [{"value": "701.8 kB"}], "format": "application/pdf", "future_date_message": "", "is_thumbnail": false, "licensetype": "license_free", "mimetype": "application/pdf", "size": 701800.0, "url": {"label": "76_1-21.pdf", "url": "https://niigata-u.repo.nii.ac.jp/record/27319/files/76_1-21.pdf"}, "version_id": "4d252a39-2503-4cb9-9e3b-8196dfe33f0a"}]}, "item_keyword": {"attribute_name": "キーワード", "attribute_value_mlt": [{"subitem_subject": "Term Structure of Interest Rate", "subitem_subject_scheme": "Other"}, {"subitem_subject": "Monetary Policy", "subitem_subject_scheme": "Other"}, {"subitem_subject": "Cointegration", "subitem_subject_scheme": "Other"}, {"subitem_subject": "Common Trend", "subitem_subject_scheme": "Other"}, {"subitem_subject": "Market Segmentation", "subitem_subject_scheme": "Other"}]}, "item_language": {"attribute_name": "言語", "attribute_value_mlt": [{"subitem_language": "eng"}]}, "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 Comparison of Yield Curves in Japan and US-Analysis of Common Trends", "item_titles": {"attribute_name": "タイトル", "attribute_value_mlt": [{"subitem_title": "The Comparison of Yield Curves in Japan and US-Analysis of Common Trends"}, {"subitem_title": "The Comparison of Yield Curves in Japan and US-Analysis of Common Trends", "subitem_title_language": "en"}]}, "item_type_id": "7", "owner": "1", "path": ["456", "1461"], "permalink_uri": "http://hdl.handle.net/10191/12752", "pubdate": {"attribute_name": "公開日", "attribute_value": "2010-04-05"}, "publish_date": "2010-04-05", "publish_status": "0", "recid": "27319", "relation": {}, "relation_version_is_last": true, "title": ["The Comparison of Yield Curves in Japan and US-Analysis of Common Trends"], "weko_shared_id": null}
The Comparison of Yield Curves in Japan and US-Analysis of Common Trends
http://hdl.handle.net/10191/12752
http://hdl.handle.net/10191/12752580dfd7b-9ead-4a6c-a390-98bd017e2d6f
名前 / ファイル | ライセンス | アクション |
---|---|---|
![]() |
|
Item type | 紀要論文 / Departmental Bulletin Paper(1) | |||||
---|---|---|---|---|---|---|
公開日 | 2010-04-05 | |||||
タイトル | ||||||
タイトル | The Comparison of Yield Curves in Japan and US-Analysis of Common Trends | |||||
タイトル | ||||||
言語 | en | |||||
タイトル | The Comparison of Yield Curves in Japan and US-Analysis of Common Trends | |||||
言語 | ||||||
言語 | eng | |||||
キーワード | ||||||
主題Scheme | Other | |||||
主題 | Term Structure of Interest Rate | |||||
キーワード | ||||||
主題Scheme | Other | |||||
主題 | Monetary Policy | |||||
キーワード | ||||||
主題Scheme | Other | |||||
主題 | Cointegration | |||||
キーワード | ||||||
主題Scheme | Other | |||||
主題 | Common Trend | |||||
キーワード | ||||||
主題Scheme | Other | |||||
主題 | Market Segmentation | |||||
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 |
|||||
著者別名 | ||||||
識別子 | 158779 | |||||
識別子Scheme | WEKO | |||||
姓名 | 伊藤, 隆康 | |||||
抄録 | ||||||
内容記述タイプ | Abstract | |||||
内容記述 | The purpose of this paper is to compare the number of common trends that explain the dynamics of the term structure of interest rates by analyzing the interest rate swap yield curves in Japan and US. In Japan, the entire term structure is driven by 3 common trends. The entire term structure is divided into three parts-(1) short term (up to 2 year-single common trend), (2) middle term (from 3 year through 7 year-two common trends), (3) long term (10 year-three common trends). On the other hands, in US the entire term structure is driven by 2 common trends. The entire term structure is divided into two parts-(1) short term (up to 2 year-single common trend), (2) middle and long term (from 3 year through 10 year -2 common trends). The market segmentation is not observed in US dollar yield curve over the structure of 2 year. | |||||
書誌情報 |
新潟大学経済論集 en : 新潟大学経済論集 巻 76, p. 1-21, 発行日 2004-03 |
|||||
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 | AN00283269 | |||||
著者版フラグ | ||||||
値 | publisher |