Author: Nicholas SargenPublisher:
ISBN:
Category : Government securities
Languages : en
Pages : 20
Book Description
Trading Patterns in the Japanese Government Bond Market
Author: Nicholas SargenPublisher:
ISBN:
Category : Government securities
Languages : en
Pages : 20
Book Description
Restoring International Balance
Author: Assessing the Risks to the Japanese Government Bond (JGB) Market
Author: Mr.Waikei W. LamPublisher: International Monetary Fund
ISBN: 1463927266
Category : Business & Economics
Languages : en
Pages : 19
Book Description
Despite the rise in public debt, Japanese Government Bond (JGB) yields have remained low and stable, supported by steady inflows from the household and corporate sectors, high domestic ownership of JGBs, and safe-haven flows from heightened sovereign risks in Europe. Over time, however, the market's capacity to absorb new debt will likely shrink as population ages and risk appetite recovers. In the short term, a decline in fund supply from the corporate sector, where financial surpluses are abnormally high, and spillovers from global financial distress could push up JGB yields. Fiscal reforms to reduce public debt more quickly and lengthen the maturity of government bonds will help limit these risks.
International Linkages of Japanese Bond Markets
Author: Hongfang ZhangPublisher:
ISBN:
Category :
Languages : en
Pages : 35
Book Description
This paper examines the dynamic patterns of international linkages of the Japanese government bond yields with government bond yields in the US, the UK and Germany during the period from January 1980 to December 2004. Applying the vector autoregression (VAR) model and the vector error correction (VEC) model to monthly observations of nominal bond yields and exchange rate-adjusted bond yields over the 25-year period, this paper provides consistent empirical evidence that the Japanese bond market is independent of other major national bond markets, but it exerts some influence in determining bond yields in bond markets in other major industrial countries. However, since the early 1990, evidence shows that the independence of the Japanese bond market has increased further, while its leading role in global bond markets has been eroded significantly.
Coupon Effects and the Pricing of Japanese Government Bonds
Author: Young Ho EomThe Japanese Bond Markets
Author: Frank J. FabozziPublisher: Irwin Professional Publishing
ISBN:
Category : Business & Economics
Languages : en
Pages : 560
Book Description
A Note on the Estimation of Japanese Government Bond Yield Curves
Author: Nobuyuki OdaIntraday Price Volatility and Trading Volume
Author: Toshiaki WatanabePublisher:
ISBN:
Category : Bonds
Languages : en
Pages : 42
Book Description
投资分析与组合管理
Author: Frank K. ReillyPublisher: 中信出版社
ISBN: 9787800735042
Category : Business enterprises
Languages : en
Pages : 1284
Book Description
本书向您介绍了投资分析与组合管理。
The Japanese Government Bond Market
Author: Christopher ArgyroplePublisher:
ISBN:
Category :
Languages : en
Pages : 170
Book Description