Advertisement

Y

Chapter
  • 108 Downloads

Keywords

Exchange Rate Interest Rate Money Supply Term Structure Yield Curve 
These keywords were added by machine and not by the authors. This process is experimental and the keywords may be updated as the learning algorithm improves.

Preview

Unable to display preview. Download preview PDF.

Unable to display preview. Download preview PDF.

Bibliography

  1. Araki, N. 1991. En de Tadoru Keizaishi (Tracing Economic History with the Yen), Maruzen, Tokyo (in Japanese).Google Scholar
  2. Funabashi, Y. 1988. Managing the Dollar: From the Plaza to the Louvre. Washington, DC: Institute for International Economics.Google Scholar
  3. Hamada, K. and Kasuya, M. 1991. The reconstruction and stabilization of the postwar Japanese economy: possible lessons for eastern Europe? Mimeo, Yale.Google Scholar
  4. Hamada, K. and Patrick, H. T. 1988. Japan and the international monetary regime. In The Political Economy of Japan, vol. 2 The Changing International Context, ed. T. Inoguchi and D.I. Okimoto, Stanford: Stanford University Press.Google Scholar
  5. Komiya, R. and Suda, M. 1991. Japan’s Foreign Exchange Policy. Translated by C. McKenzie, North Sydney: Allen and Unwin.Google Scholar
  6. Kosai, Y. 1986. The Era of High-Speed Growth. Tokyo: University of Tokyo Press.Google Scholar
  7. Malinvaud, E. 1977. The Theory of Unemployment Reconsidered. New York: John Wiley & Sons.Google Scholar
  8. Mikami, R. 1989. En no Tanjo (The Birth of the Yen). Revised edn, Tokyo: Toyokei: Shimpo-Sha (in Japanese).Google Scholar
  9. Nakamura, T. 1967. Keizai Seisaku no Unmei (The Destiny of Economic Policy). Nihonkeizai, Tokyo (in Japanese).Google Scholar
  10. Shinkai, Y. 1988. The internationalization of finance in Japan. In The Political Economy of Japan, vol. 2 The Changing International Context, ed. T. Inoguchi and D. I. Okimoto, Stanford: Stanford University Press.Google Scholar
  11. Takagi, S. 1991. Senkanki Nihon to Hendo Kawase Soba (The interwar Japanese economy and exchange rates). Bank of Japan, Kin-yu Kenkyu 8(4): 109–40 (in Japanese).Google Scholar
  12. Blanchard, O. 1984. The Lucas critique and the Volcker deflation. American Economic Review 74: 211–15.Google Scholar
  13. Campbell, J. Y. and Shiller, R. J. 1987. Cointegration and tests of present value models. Journal of Political Economy 95: 1062–88.CrossRefGoogle Scholar
  14. Campbell, J. Y. and Shiller, R. J. 1991. Yield spreads and interest rate movements: a bird’s eye view. Review of Economic Studies 58(3), May: 495–514.CrossRefGoogle Scholar
  15. Fama, E. F. 1975. Short term interest rates as predictors of inflation. American Economic Review 65: 269–82.Google Scholar
  16. Fama, E. F. 1984. The information in the term structure. Journal of Financial Economics 13: 509–28.CrossRefGoogle Scholar
  17. Fama, E. F. 1990. Term structure forecasts of interest rates, inflation and real returns. Journal of Monetary Economics 25(1), January: 57–76.CrossRefGoogle Scholar
  18. Fama, E. F. and Bliss, R. R. 1987. The information in long-maturity forward rates. American Economic Review 77: 680–92.Google Scholar
  19. Fama, E. F. and Gibbons, M. R. 1982. Inflation, real returns and capital investment. Journal of Monetary Economics 9: 297–324.CrossRefGoogle Scholar
  20. Huizinga, J. and Mishkin, F.S. 1986. Monetary policy regime shifts and the unusual behavior of real interest rates. Carnegie-Rochester Conference Series on Public Policy 24: 231–74.CrossRefGoogle Scholar
  21. Mankiw, N. G. and Summers, L. H. 1984. Do long-term interest rates overreact to short-term interest rates? Brookings Papers on Economic Activity 1: 223–42.CrossRefGoogle Scholar
  22. Modigliani, F. and Shiller, R. J. 1973. Inflation, rational expectations and the term structure of interest rates. Economica 40: 1–43.CrossRefGoogle Scholar
  23. Nelson, C.R. and Schwert, G.W. 1977. Short-term interest rates as predictors of inflation: on testing the hypothesis that the real rate of interest is constant. American Economic Review 67: 478–86.Google Scholar
  24. Shiller, R. J. 1979. The volatility of long-term interest rates and expectations models of the term structure. Journal of Political Economy 87: 1190–219.CrossRefGoogle Scholar
  25. Shiller, R. J. 1990. The term structure of interest rates. In Handbook of Monetary Economics, ed. B. Friedman and F. Hahn, Amsterdam: North-Holland. Shiller, R. J., Campbell, J. Y., and Schoenholtz, K. L. 1983. Forward rates and future policy: interpreting the term structure of interest rates. Brookings Papers on Economic Activity 1:173–217.Google Scholar
  26. Black, F. and Scholes, M. 1973. The pricing of options and corporate liabilities. Journal of Political Economy 81: 637–54.CrossRefGoogle Scholar
  27. Brimmer, A. 1960. Credit conditions and price determination in the corporate bond market. Journal of Finance 15, September: 353–70.CrossRefGoogle Scholar
  28. Cox, J. C., Ingersoll, J. E., Jr. and Ross, S. A. 1985. A theory of the term structure of interest rates. Econometrica 53: 385–407.CrossRefGoogle Scholar
  29. Dialynas, C. 1988. Bond yield spreads revisited. Journal of Portfolio Management 14(2), Winter: 57–62.CrossRefGoogle Scholar
  30. Fisher, L. 1959. Determinants of risk premiums on corporate bonds. Journal of Political Economy 67, June: 217–37.CrossRefGoogle Scholar
  31. Hicks, J. R. 1982. Money, Interest and Wages (Collected essays on economic theory). Cambridge, Mass.: Harvard University Press.Google Scholar
  32. Laidler, D. 1990. Taking Money Seriously and Other Essays. Cambridge, Mass.: MIT Press.Google Scholar

Copyright information

© Palgrave Macmillan, a division of Macmillan Publishers Limited 1992

Authors and Affiliations

There are no affiliations available

Personalised recommendations