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Determinants of Long-term Yields: A Panel Data Analysis of Major Countries and Decomposition of Yields of Japan and the US. (2012). Ichiue, Hibiki ; Shimizu, Yuhei .
In: Bank of Japan Working Paper Series.
RePEc:boj:bojwps:12-e-7.

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Cited: 11

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  1. Drivers of Sovereign Bond Demand – The Case of Japans. (2023). Piscarreta, Carlos Alberto.
    In: Working Papers REM.
    RePEc:ise:remwps:wp02642023.

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  2. Purchases of sovereign debt securities by banks during the crisis: The role of balance sheet conditions. (2022). Santioni, Raffaele ; Affinito, Massimiliano ; Albareto, Giorgio.
    In: Journal of Banking & Finance.
    RePEc:eee:jbfina:v:138:y:2022:i:c:s0378426619301438.

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  3. Determinants of the Portuguese government bond yields. (2021). Barradas, Ricardo ; Pinho, Andre.
    In: International Journal of Finance & Economics.
    RePEc:wly:ijfiec:v:26:y:2021:i:2:p:2375-2395.

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  4. Fiscal Policy in an Age of Secular Stagnation. (2020). Buchner, Michael.
    In: Comparative Economic Studies.
    RePEc:pal:compes:v:62:y:2020:i:3:d:10.1057_s41294-020-00128-x.

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  5. Foreign Investor Flows and Sovereign Bond Yields in Advanced Economies. (2016). Poghosyan, Tigran ; Arslanalp, Serkan.
    In: Journal of Banking and Financial Economics.
    RePEc:sgm:jbfeuw:v:2:y:2016:i:6:p:45-67.

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  6. Purchases of sovereign debt securities by Italian banks during the crisis: the role of balance-sheet conditions. (2016). Santioni, Raffaele ; Albareto, Giorgio ; Affinito, Massimiliano.
    In: Questioni di Economia e Finanza (Occasional Papers).
    RePEc:bdi:opques:qef_330_16.

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  7. Maturity Structure and Supply Factors in Japanese Government Bond Markets. (2015). Koeda, Junko ; Kato, Naoya ; Fukunaga, Ichiro.
    In: IMES Discussion Paper Series.
    RePEc:ime:imedps:15-e-10.

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  8. The incidence of company tax in Australia. (2014). Wende, Sebastian ; Smith, Jazmine .
    In: Economic Roundup.
    RePEc:tsy:journl:journl_tsy_er_2014_1_3.

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  9. Foreign Investor Flows and Sovereign Bond Yields in Advanced Economies. (2014). Poghosyan, Tigran ; Arslanalp, Serkan.
    In: IMF Working Papers.
    RePEc:imf:imfwpa:2014/027.

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  10. Outlook for Interest Rates and Japanese Banks’ Risk Exposures under Abenomics. (2013). Lam, Waikei R ; Arslanalp, Serkan.
    In: IMF Working Papers.
    RePEc:imf:imfwpa:2013/213.

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  11. Inflation Expectations and Consumer Spending at the Zero Bound: Micro Evidence. (2013). Ichiue, Hibiki ; Nishiguchi, Shusaku .
    In: Bank of Japan Working Paper Series.
    RePEc:boj:bojwps:13-e-11.

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References

References cited by this document

  1. Alper, C.E., and L. Forni (2011), “Public Debt in Advanced Economies and Its Spillover Effects on Long-term Yields,” IMF Working Paper 11/210.

  2. Ball, L., S.G. Cecchetti, and R.J. Gordon (1990), “Inflation and Uncertainty at Short and Long Horizons,” Brookings Papers on Economic Activity 21, 215-254.

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  6. Gros, D. (2011), “External versus Domestic Debt in the Euro Crisis,” VOX, May 24.

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  8. Hassan, A.F.M., R. Salim, and H. Bloch (2011), “Population Age Structure, Saving, Capital Flows and the Real Exchange Rate: A Survey of the Literature,” Journal of Economic Surveys 25(4), 708-736.

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