Connectedness and Spillovers between Japanese Money Market Instruments (松本朗教授退任記念論文集)

Connectedness and Spillovers between Japanese Money Market Instruments

(松本朗教授退任記念論文集)

Journal name: 立命館経済学 = The Ritsumeikan economic review : the quarterly journal of Ritsumeikan University / 立命館大学経済学会編 72(4)=417:2024.3

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Material Type: 記事
Title: Connectedness and Spillovers between Japanese Money Market Instruments
Author/Editor: Lilian Muchimba
Alexis Stenfors
Series Title: 松本朗教授退任記念論文集
Author Heading: Lilian Muchimba
Alexis Stenfors
Periodical title: 立命館経済学 = The Ritsumeikan economic review : the quarterly journal of Ritsumeikan University / 立命館大学経済学会編
No. or year of volume/issue: 72(4)=417:2024.3
Volume: 72
Issue: 4
Sequential issue number: 417
Pages: 343-356
Publication date of volume/issue (W3CDTF): 2024-03
ISSN (Periodical Title): 0288-0180
ISSN-L (Periodical Title): 0288-0180
Publication (Periodical Title): 草津 : 立命館大学経済学会
Place of Publication (Country Code): JP
Text Language Code: eng
Subject Heading: Dynamic connectedness
FX swaps
Interest rates
LIBOR
Money markets
Monetary policy
OIS
TONA
TVP-VAR
NDLC: ZD11
Target Audience: 一般
Holding library: 国立国会図書館
Call No.: Z3-436
Data Provider (Database): 国立国会図書館 : 国立国会図書館雑誌記事索引
https://ndlsearch.ndl.go.jp
Bibliographic ID (NDL): 033403878
http://id.ndl.go.jp/bib/033403878
Bibliographic Record Category (NDL): 632