International Financial Integration and Long Run Trends in Short Term Japanese Interest Rates
This paper utilises long term data series on short-term Japanese interest rates to identify historical changes in interest rate behaviour. Japanese trajectories are then compared to those of key foreign short-term rates and their relationship examined using cointegration analysis to assess the impac...
| Main Authors: | , |
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| Format: | Article |
| Language: | English |
| Published: |
Global Policy Institute
2014
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| Subjects: | |
| Online Access: | https://repository.londonmet.ac.uk/345/1/GPI%20discussion%20paper%2017%20Nov.2014.pdf |