TITLE

Money growth variability and the yield spread in Japan

AUTHOR(S)

Lynch, Gerald J.; Ewing, Bradley T.

PUB. DATE

June 1998

SOURCE

American Business Review;Jun98, Vol. 16 Issue 2, p61

SOURCE TYPE

Academic Journal

DOC. TYPE

Article

ABSTRACT

Examines the spread between short term and long term interest rates in Japan to determine if increased monetary instability leads to a wider yield spread. Link between inflation uncertainty and the term structure; Definition of the term interest rate `spread'; Most common cointegration procedures.

ACCESSION #

694998

Tags: INTEREST rates

 

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