Quantitative Easing and Liquidity in the Japanese Government Bond Market
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- Kentaro Iwatsubo & Tomoki Taishi, 2018. "Quantitative Easing and Liquidity in the Japanese Government Bond Market," International Review of Finance, International Review of Finance Ltd., vol. 18(3), pages 463-475, September.
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CitationsCitations are extracted by the CitEc Project, subscribe to its RSS feed for this item.
- Toshiyuki Sakiyama & Tetsuya Yamada, 2016. "Market Liquidity and Systemic Risk in Government Bond Markets: A Network Analysis and Agent-Based Model Approach," IMES Discussion Paper Series 16-E-13, Institute for Monetary and Economic Studies, Bank of Japan.
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"The Impact of QE on Liquidity: Evidence from the UK Corporate Bond Purchase Scheme,"
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1937, Faculty of Economics, University of Cambridge.
- Boneva, Lena & Elliott, David & Kaminska, Iryna & Linton, Oliver & McLaren, Nick & Morley, Ben, 2019. "The impact of QE on liquidity: evidence from the UK Corporate Bond Purchase Scheme," Bank of England working papers 782, Bank of England.
- Loriana Pelizzon & Marti G. Subrahmanyam & Reiko Tobe & Jun Uno, 2018. "Scarcity and Spotlight Effects on Liquidity and Yield: Quantitative Easing in Japan," IMES Discussion Paper Series 18-E-14, Institute for Monetary and Economic Studies, Bank of Japan.
More about this item
KeywordsMonetary Policy; Quantitative Easing; Liquidity; Government Bond;
- G14 - Financial Economics - - General Financial Markets - - - Information and Market Efficiency; Event Studies; Insider Trading
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