Bidding Behavior in Discriminatory Auctions with Underwriting Commissions: Theory and Evidence from the Japanese Government Bond Market

2015 ◽  
Author(s):  
Masanori Tsuruoka
Keyword(s):  
Bond Market ◽  
Japanese Government ◽  
Government Bond ◽  
Bidding Behavior ◽  
Discriminatory Auctions

The benchmark issue premium in the Japanese government bond market: A re-examination

1995 ◽  
Vol 7 (3) ◽  
pp. 291-307
Author(s):  
Yuichi Fukuta
Keyword(s):  
Bond Market ◽  
Japanese Government ◽  
Government Bond

Liquidity as a Choice Variable: A Lesson from the Japanese Government Bond Market

1993 ◽  
Vol 6 (2) ◽  
pp. 265-292 ◽  
Author(s):  
Jacob Boudoukh ◽  
Robert F. Whitelaw
Keyword(s):  
Bond Market ◽  
Japanese Government ◽  
Government Bond ◽  
Choice Variable

scholarly journals Scarcity Effects of Quantitative Easing on Market Liquidity: Evidence from the Japanese Government Bond Market

2018 ◽  
Vol 18 (96) ◽  
pp. 1 ◽  
Author(s):  
Fei Han ◽  
Dulani Seneviratne
Keyword(s):  
Bond Market ◽  
Japanese Government ◽  
Market Liquidity ◽  
Quantitative Easing ◽  
Government Bond

scholarly journals Quantitative Easing and Liquidity in the Japanese Government Bond Market

2017 ◽  
Vol 18 (3) ◽  
pp. 463-475 ◽  
Author(s):  
Kentaro Iwatsubo ◽  
Tomoki Taishi
Keyword(s):  
Bond Market ◽  
Japanese Government ◽  
Quantitative Easing ◽  
Government Bond

News Implied Volatility and Aggregate Economic Activity: Evidence from the Japanese Government Bond Market

2021 ◽  
Author(s):  
Keiichi Goshima ◽  
Hiroshi Ishijima ◽  
Mototsugu Shintani
Keyword(s):  
Economic Activity ◽  
Implied Volatility ◽  
Bond Market ◽  
Japanese Government ◽  
Government Bond

The Benchmark Effect in the Japanese Government Bond Market

1991 ◽  
Vol 1 (2) ◽  
pp. 52-59 ◽  
Author(s):  
Jacob Boudoukh ◽  
Robert F. Whitelaw
Keyword(s):  
Bond Market ◽  
Japanese Government ◽  
Government Bond

scholarly journals Quantitative Easing and Liquidity in the Japanese Government Bond Market

2016 ◽  
Author(s):  
Kentaro Iwatsubo ◽  
Tomoki Taishi
Keyword(s):  
Bond Market ◽  
Japanese Government ◽  
Quantitative Easing ◽  
Government Bond

Panel Data Analysis of Japanese Government Bond Market

2001 ◽  
Vol 10 (4) ◽  
pp. 41-50
Author(s):  
Koichi Miyazaki ◽  
Hiroe Tsubaki
Keyword(s):  
Data Analysis ◽  
Panel Data ◽  
Panel Data Analysis ◽  
Bond Market ◽  
Japanese Government ◽  
Government Bond

The Integration of the European Government Bond Market v.s. the UK

2008 ◽  
Author(s):  
Atze Folmer ◽  
Flip van Overhagen ◽  
Marijke A.M.D. van der Hoek ◽  
Tim Giesberts
Keyword(s):  
Bond Market ◽  
Government Bond ◽  
The Uk
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