The impact of quantitative and qualitative easing on term structure: Evidence from micro-level data
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DOI: 10.1016/j.econlet.2020.109347
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- Hattori, Takahiro, 2021. "Noise as a liquidity measure: Evidence from the JGB market," Pacific-Basin Finance Journal, Elsevier, vol. 67(C).
- Hosono, Kaoru & Miyakawa, Daisuke & Watanabe, Shuji, 2023. "Pricing implications of intervention and debt management in the primary market of Japanese government bonds," Pacific-Basin Finance Journal, Elsevier, vol. 77(C).
- Takahiro Hattori & Motoki Katano, 2020. "Do fiscal policy news shocks affect JGB yield? Evidence from COVID-19," Discussion papers ron334, Policy Research Institute, Ministry of Finance Japan.
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More about this item
Keywords
Yield curve; Quantitative easing; Central banking; Market segmentation;All these keywords.
JEL classification:
- E43 - Macroeconomics and Monetary Economics - - Money and Interest Rates - - - Interest Rates: Determination, Term Structure, and Effects
- E52 - Macroeconomics and Monetary Economics - - Monetary Policy, Central Banking, and the Supply of Money and Credit - - - Monetary Policy
- E58 - Macroeconomics and Monetary Economics - - Monetary Policy, Central Banking, and the Supply of Money and Credit - - - Central Banks and Their Policies
- E65 - Macroeconomics and Monetary Economics - - Macroeconomic Policy, Macroeconomic Aspects of Public Finance, and General Outlook - - - Studies of Particular Policy Episodes
- G12 - Financial Economics - - General Financial Markets - - - Asset Pricing; Trading Volume; Bond Interest Rates
- G14 - Financial Economics - - General Financial Markets - - - Information and Market Efficiency; Event Studies; Insider Trading
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