Recent Development of the OIS (Overnight Index Swap) Market in Japan
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Cited by:
- Lloyd, S. P., 2017.
"Overnight Indexed Swap Market-Based Measures of Monetary Policy Expectations,"
Cambridge Working Papers in Economics
1733, Faculty of Economics, University of Cambridge.
- Lloyd, Simon, 2018. "Overnight index swap market-based measures of monetary policy expectations," Bank of England working papers 709, Bank of England.
- Yoichi Ueno & Naohiko Baba & Yuji Sakurai, 2006. "The Use of the Black Model of Interest Rates as Options for Monitoring the JGB Market Expectations," Bank of Japan Working Paper Series 06-E-15, Bank of Japan.
- Nagano, Teppei & Baba, Naohiko, 2008. "Extracting market expectations from yield curves augmented by money market interest rates: the case of Japan," Working Paper Series 980, European Central Bank.
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