Scarcity Effects of Quantitative Easing on Market Liquidity: Evidence from the Japanese Government Bond Market

SSRN Electronic Journal ◽

10.2139/ssrn.3221269 ◽

2018 ◽

Author(s):

Fei Han ◽

Dulani Seneviratne

Keyword(s):

Bond Market ◽

Japanese Government ◽

Market Liquidity ◽

Quantitative Easing ◽

Government Bond

Download Full-text

Scarcity Effects of Quantitative Easing on Market Liquidity: Evidence from the Japanese Government Bond Market

IMF Working Papers ◽

10.5089/9781484353677.001 ◽

2018 ◽

Vol 18 (96) ◽

pp. 1 ◽

Cited By ~ 1

Author(s):

Fei Han ◽

Dulani Seneviratne

Keyword(s):

Bond Market ◽

Japanese Government ◽

Market Liquidity ◽

Quantitative Easing ◽

Government Bond

Download Full-text

Quantitative Easing and Liquidity in the Japanese Government Bond Market

International Review of Finance ◽

10.1111/irfi.12134 ◽

2017 ◽

Vol 18 (3) ◽

pp. 463-475 ◽

Cited By ~ 4

Author(s):

Kentaro Iwatsubo ◽

Tomoki Taishi

Keyword(s):

Bond Market ◽

Japanese Government ◽

Quantitative Easing ◽

Government Bond

Download Full-text

Quantitative Easing and Liquidity in the Japanese Government Bond Market

SSRN Electronic Journal ◽

10.2139/ssrn.2718717 ◽

2016 ◽

Cited By ~ 1

Author(s):

Kentaro Iwatsubo ◽

Tomoki Taishi

Keyword(s):

Bond Market ◽

Japanese Government ◽

Quantitative Easing ◽

Government Bond

Download Full-text

Bidding Behavior in Discriminatory Auctions with Underwriting Commissions: Theory and Evidence from the Japanese Government Bond Market

SSRN Electronic Journal ◽

10.2139/ssrn.2639562 ◽

2015 ◽

Author(s):

Masanori Tsuruoka

Keyword(s):

Bond Market ◽

Japanese Government ◽

Government Bond ◽

Bidding Behavior ◽

Discriminatory Auctions

Download Full-text

The benchmark issue premium in the Japanese government bond market: A re-examination

Japan and the World Economy ◽

10.1016/0922-1425(95)00011-u ◽

1995 ◽

Vol 7 (3) ◽

pp. 291-307

Author(s):

Yuichi Fukuta

Keyword(s):

Bond Market ◽

Japanese Government ◽

Government Bond

Download Full-text

Liquidity as a Choice Variable: A Lesson from the Japanese Government Bond Market

Review of Financial Studies ◽

10.1093/rfs/6.2.265 ◽

1993 ◽

Vol 6 (2) ◽

pp. 265-292 ◽

Cited By ~ 74

Author(s):

Jacob Boudoukh ◽

Robert F. Whitelaw

Keyword(s):

Bond Market ◽

Japanese Government ◽

Government Bond ◽

Choice Variable

Download Full-text

News Implied Volatility and Aggregate Economic Activity: Evidence from the Japanese Government Bond Market

SSRN Electronic Journal ◽

10.2139/ssrn.3933595 ◽

2021 ◽

Author(s):

Keiichi Goshima ◽

Hiroshi Ishijima ◽

Mototsugu Shintani

Keyword(s):

Economic Activity ◽

Implied Volatility ◽

Bond Market ◽

Japanese Government ◽

Government Bond

Download Full-text

The Benchmark Effect in the Japanese Government Bond Market

The Journal of Fixed Income ◽

10.3905/jfi.1991.408018 ◽

1991 ◽

Vol 1 (2) ◽

pp. 52-59 ◽

Cited By ~ 42

Author(s):

Jacob Boudoukh ◽

Robert F. Whitelaw

Keyword(s):

Bond Market ◽

Japanese Government ◽

Government Bond

Download Full-text

Euro Area Government Bond Market Liquidity

SSRN Electronic Journal ◽

10.2139/ssrn.2470944 ◽

2015 ◽

Cited By ~ 2

Author(s):

Madhucchand Darbha ◽

Alfonso Dufour

Keyword(s):

Euro Area ◽

Bond Market ◽

Market Liquidity ◽

Government Bond

Download Full-text

Panel Data Analysis of Japanese Government Bond Market

The Journal of Fixed Income ◽

10.3905/jfi.2001.319282 ◽

2001 ◽

Vol 10 (4) ◽

pp. 41-50

Author(s):

Koichi Miyazaki ◽

Hiroe Tsubaki

Keyword(s):

Data Analysis ◽

Panel Data ◽

Panel Data Analysis ◽

Bond Market ◽

Japanese Government ◽

Government Bond

Download Full-text