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Author : Nobuyuki Oda
Publisher :
ISBN 13 :
Total Pages : 23 pages
Book Rating : 4.:/5 (489 download)
Download or read book A Note Om the Estimation of Japanese Government Bond Yield Curves written by Nobuyuki Oda and published by . This book was released on 1996 with total page 23 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Author : Nobuyuki Oda
Publisher :
ISBN 13 :
Total Pages : 28 pages
Book Rating : 4.:/5 (318 download)
Download or read book A Note on the Estimation of Japanese Government Bond Yield Curves written by Nobuyuki Oda and published by . This book was released on 1996 with total page 28 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Author : Oda
Publisher :
ISBN 13 :
Total Pages : 0 pages
Book Rating : 4.:/5 (133 download)
Download or read book A Note on the Estimation of Japanese Government Bond Yield Curves written by Oda and published by . This book was released on 1996 with total page 0 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Author : Kentaro Kikuchi
Publisher :
ISBN 13 :
Total Pages : 59 pages
Book Rating : 4.:/5 (824 download)
Download or read book Comparative Analysis of Zero Coupon Yield Courve Estimation Methods Using JGB Price Data written by Kentaro Kikuchi and published by . This book was released on 2012 with total page 59 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Author : Young Ho Eom
Publisher :
ISBN 13 :
Total Pages : 68 pages
Book Rating : 4.:/5 ( download)
Download or read book Coupon Effects and the Pricing of Japanese Government Bonds written by Young Ho Eom and published by . This book was released on 1998 with total page 68 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Author : Masafumi Nakano
Publisher :
ISBN 13 :
Total Pages : 25 pages
Book Rating : 4.:/5 (13 download)
Download or read book On the Effect of Bank of Japan's Outright Purchase on the JGB Yield Curve written by Masafumi Nakano and published by . This book was released on 2019 with total page 25 pages. Available in PDF, EPUB and Kindle. Book excerpt: This paper examines an impact of Bank of Japan (BOJ)'s outright purchase on the JGB (Japanese government bond) yield curve. Particularly, we develop a simple state space model, which incorporates new factors regarding the BOJ's announcement for its outright purchase and the current market outstanding with standard level and spread factors. Based on the model with a filtering method, we also implement an empirical analysis with time series of the BOJ's announcement records during 2014/10/22-2017/8/3 in the quantitative-qualitative easing(QQE) period to estimate the sensitivities of interest rates against the changes in the market expectation for the net supply with each sector of JGB. We expect the current work provides a basis for considering quantitative effects on the term structure by BOJ's policy changes such as termination or significant reduction of the BOJ's outright purchase. For instance, our scenario analysis shows substantial increase in the 30 year yield with steepening of 20-30 year spread.
Author : International Monetary Fund. Asia and Pacific Dept
Publisher : International Monetary Fund
ISBN 13 :
Total Pages : 63 pages
Book Rating : 4.4/5 (2 download)
Download or read book Japan written by International Monetary Fund. Asia and Pacific Dept and published by International Monetary Fund. This book was released on 2023-03-30 with total page 63 pages. Available in PDF, EPUB and Kindle. Book excerpt: Japan: Selected Issues
Author : International Monetary Fund. Monetary and Capital Markets Department
Publisher : International Monetary Fund
ISBN 13 :
Total Pages : 190 pages
Book Rating : 4.4/5 (2 download)
Download or read book Japan: Financial Sector Assessment Program-Technical Note on Systemic Risk Analysis and Stress Testing; written by International Monetary Fund. Monetary and Capital Markets Department and published by International Monetary Fund. This book was released on 2024-05-13 with total page 190 pages. Available in PDF, EPUB and Kindle. Book excerpt: The Japanese financial system has remained resilient through a series of shocks including the COVID-19 pandemic. Japan’s large and globally well-integrated financial system withstood the pandemic shock, aided by strong capital and liquidity buffers and extensive policy support. Credit provision to the private sector has remained robust since the pandemic, supporting a steady economic recovery.
Author :
Publisher :
ISBN 13 :
Total Pages : 216 pages
Book Rating : 4.:/5 (318 download)
Download or read book Monetary and Economic Studies written by and published by . This book was released on 2015 with total page 216 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Author : Riccardo Rebonato
Publisher :
ISBN 13 : 1107165857
Total Pages : 781 pages
Book Rating : 4.1/5 (71 download)
Download or read book Bond Pricing and Yield Curve Modeling written by Riccardo Rebonato and published by . This book was released on 2018-06-07 with total page 781 pages. Available in PDF, EPUB and Kindle. Book excerpt: Rebonato provides an authoritative, clear, and up-to-date explanation of the cutting-edge innovations in affine modeling for government bonds, and provides readers with the precise tools to develop their own models. This book combines precise theory with up-to-date empirical evidence to build, with the minimum mathematical sophistication required for the task, a critical understanding of what drives the government bond market.
Author : Valerie Cragin
Publisher : Petersen Publishing Company
ISBN 13 : 9780822740452
Total Pages : 164 pages
Book Rating : 4.7/5 (44 download)
Download or read book Method Modeling written by Valerie Cragin and published by Petersen Publishing Company. This book was released on 1980-08 with total page 164 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Author : Shigeyuki Hamori
Publisher : MDPI
ISBN 13 : 3039362240
Total Pages : 230 pages
Book Rating : 4.0/5 (393 download)
Download or read book AI and Financial Markets written by Shigeyuki Hamori and published by MDPI. This book was released on 2020-07-01 with total page 230 pages. Available in PDF, EPUB and Kindle. Book excerpt: Artificial intelligence (AI) is regarded as the science and technology for producing an intelligent machine, particularly, an intelligent computer program. Machine learning is an approach to realizing AI comprising a collection of statistical algorithms, of which deep learning is one such example. Due to the rapid development of computer technology, AI has been actively explored for a variety of academic and practical purposes in the context of financial markets. This book focuses on the broad topic of “AI and Financial Markets”, and includes novel research associated with this topic. The book includes contributions on the application of machine learning, agent-based artificial market simulation, and other related skills to the analysis of various aspects of financial markets.
Author : Mr.Lars E. O. Svensson
Publisher : International Monetary Fund
ISBN 13 : 1451853750
Total Pages : 76 pages
Book Rating : 4.4/5 (518 download)
Download or read book Estimating and Interpreting Forward Interest Rates written by Mr.Lars E. O. Svensson and published by International Monetary Fund. This book was released on 1994-09-01 with total page 76 pages. Available in PDF, EPUB and Kindle. Book excerpt: The use of forward interest rates as a monetary policy indicator is demonstrated, using Sweden 1992-1994 as an example. The forward rates are interpreted as indicating market expectations of the time-path of future interest rates, future inflation rates, and future currency depreciation rates. They separate market expectations for the short-, medium-, and long-term more easily than the standard yield curve. Forward rates are estimated with an extended and more flexible version of Nelson and Siegel’s functional form.
Author : Iris Claus
Publisher : John Wiley & Sons
ISBN 13 : 1119565189
Total Pages : 468 pages
Book Rating : 4.1/5 (195 download)
Download or read book Contemporary Topics in Finance written by Iris Claus and published by John Wiley & Sons. This book was released on 2019-03-07 with total page 468 pages. Available in PDF, EPUB and Kindle. Book excerpt: The literature surveys presented in this edited volume provide readers with up-to-date reviews on eleven contemporary topics in finance. Topics include unconventional monetary policy, implicit bank guarantees, and financial fraud - all linked to the exceptional event of the Global Financial Crisis Explores how recent studies on inflation risk premia and finance and productivity have benefitted from new empirical methods and the availability of relevant data Demonstrates how angel investing, venture capital, relationship lending and microfinance have benefitted from increased research as they have become more seasoned Investigates crowdfunding and crypto-currencies which have both arisen from recent technological developments
Author : Mr.Serkan Arslanalp
Publisher : International Monetary Fund
ISBN 13 : 1513560220
Total Pages : 22 pages
Book Rating : 4.5/5 (135 download)
Download or read book Portfolio Rebalancing in Japan written by Mr.Serkan Arslanalp and published by International Monetary Fund. This book was released on 2015-08-03 with total page 22 pages. Available in PDF, EPUB and Kindle. Book excerpt: Portfolio rebalancing is a key transmission channel of quantitative easing in Japan. We construct a realistic rebalancing scenario, which suggests that the BoJ may need to taper its JGB purchases in 2017 or 2018, given collateral needs of banks, asset-liability management constraints of insurers, and announced asset allocation targets of major pension funds. Nonetheless, the BoJ could deliver continued monetary stimulus by extending the maturity of its JGB purchases or by scaling up private asset purchases. We quantify the impact of rebalancing on capital outflows and discuss JGB market signals that can be indicative of limits being within reach.
Author : International Monetary Fund
Publisher : International Monetary Fund
ISBN 13 : 1475577664
Total Pages : 184 pages
Book Rating : 4.4/5 (755 download)
Download or read book Global Financial Stability Report, April 2014 written by International Monetary Fund and published by International Monetary Fund. This book was released on 2014-04-09 with total page 184 pages. Available in PDF, EPUB and Kindle. Book excerpt: The April 2014 Global Financial Stability Report finds that, despite much progress, the global financial system remains in a transitional period with stability conditions far from normal. Advanced and emerging market economies alike need to make a successful shift from liquidity- to growth-driven markets, which will require a number of elements, including a normalization of U.S. monetary policy; financial rebalancing in emerging markets; further progress in the euro area integration; and continued implementation of “Abenomics” in Japan. This report also examines how changes in the investor base and financial deepening affect emerging market economies as well as looks at the issue of banks considered too important to fail, providing new estimates of the implicit funding subsidy these banks receive.
Author : Obiyathulla Ismath Bacha
Publisher : World Scientific
ISBN 13 : 9811261490
Total Pages : 558 pages
Book Rating : 4.8/5 (112 download)
Download or read book Financial Derivatives: Markets And Applications (Fifth Edition) written by Obiyathulla Ismath Bacha and published by World Scientific. This book was released on 2022-12-14 with total page 558 pages. Available in PDF, EPUB and Kindle. Book excerpt: This book is designed for beginners who possess no previous knowledge or familiarity with derivatives. Written in an easy-to-read style, it guides readers through the challenging and complex world of forwards, futures, options, and swaps. The emphasis on Asian markets and contracts enables easier understanding. Financial derivative contracts from Malaysia and select contracts from Thailand, Singapore, and Hong Kong derivative markets are covered. For each derivative contract, their three common applications hedging, arbitrage, and speculating are shown with fully worked out examples. Extensive use of illustrations, graphics, and vignettes provide for easy comprehension of the underlying logic of derivatives.
