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Financial Markets, Monetary Policy and Reference Rates: Assessments in DSGE Framework. (2012). Sudo, Nao ; Sudou, Nao .
In: Bank of Japan Working Paper Series.
RePEc:boj:bojwps:12-e-12.

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  1. The role of the reference rate in an interbank market with imperfect information. (2017). Muto, Ichiro.
    In: Global Finance Journal.
    RePEc:eee:glofin:v:34:y:2017:i:c:p:16-31.

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  2. A Simple Interest Rate Model with Unobserved Components: The Role of the Interbank Reference Rate. (2012). Muto, Ichiro.
    In: MPRA Paper.
    RePEc:pra:mprapa:43220.

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  3. Application of a Search Model to Appropriate Designing of Reference Rates: Actual Transactions and Expert Judgment. (2012). Kobayashi, Shun.
    In: Bank of Japan Working Paper Series.
    RePEc:boj:bojwps:12-e-13.

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References

References cited by this document

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  20. Muto, I. (2012) “A Simple Interest Rate Model with Unobserved Components: The Role of the Reference Rate,”Bank of Japan Working Paper Series, No.12-E-10, Bank of Japan.

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  23. Ui, T. (2003) “A Note on the Lucas Model: Iterated Expectations and the Neutrality of Money,”mimeo.
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