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The Interest Rate Process and the Term Structure of Interest Rates in Japan

In: Japanese Monetary Policy

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  • John Y. Campbell
  • Yasushi Hamao

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This chapter was published in:

  • Kenneth Singleton, 1993. "Japanese Monetary Policy," NBER Books, National Bureau of Economic Research, Inc, number sing93-1, October.
    This item is provided by National Bureau of Economic Research, Inc in its series NBER Chapters with number 7459.

    Handle: RePEc:nbr:nberch:7459

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    Cited by:
    1. Thornton, Daniel-L, 2004. "Testing the Expectations Hypothesis: Some New Evidence for Japan," Monetary and Economic Studies, Institute for Monetary and Economic Studies, Bank of Japan, vol. 22(2), pages 45-69, May.
    2. Engsted, Tom, 2002. " Measures of Fit for Rational Expectations Models," Journal of Economic Surveys, Wiley Blackwell, vol. 16(3), pages 301-55, July.
    3. Nagayasu, Jun, 2002. "On the term structure of interest rates and inflation in Japan," Journal of Economics and Business, Elsevier, vol. 54(5), pages 505-523.
    4. Zhu, Xiaoneng, 2011. "Revisiting the expectations hypothesis: The Japanese term structure and regime shifts," Journal of Economics and Business, Elsevier, vol. 63(3), pages 237-249, May.
    5. Hiraki, Takato & Takezawa, Nobuya, 1997. "How sensitive is short-term Japanese interest rate volatility to the level of the interest rate?," Economics Letters, Elsevier, vol. 56(3), pages 325-332, November.

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