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The Broad Yen Carry Trade
7 references·3 citing·46 second hop
The Broad Yen Carry Trade (2007)The Broad Yen Carry TradeMarket Liquidity and Funding Liquidity* (2012)Market Liquidity and Funding …Liquidity, Monetary Policy, and Financial Cycles (2008)Liquidity, Monetary Policy, a…Carry Trades and Speculative Dynamics (2006)Carry Trades and Speculative …Credit Cycles, Credit Risk, and Prudential Regulation (2005)Credit Cycles, Credit Risk, a…Are capital buffers pro-cyclical? (2003)Are capital buffers pro-cycli…Central Banking in Theory and Practice (1998)Central Banking in Theory and…Agency Costs, Net Worth, And Business Fluctuations (1988)Agency Costs, Net Worth, And …Carry Trade Activities: A Multivariate Threshold Model Analysis (2014)Carry Trade Activities: A Mul…Japanese Monetary Policy: Experience from the Lost Decades (2013)Japanese Monetary Policy: Exp…Yen carry trades and stock returns in target currency countries (2012)Yen carry trades and stock re…Manias, Panics, and Crashes: A History of Financial Crises (1979)Some Tests of Specification for Panel Data: Monte Carlo Evidence and an Application to Employment Equations (1991)Social Value of Public Information (2002)The fundamental principles of financial regulation (2009)Capital regulation, risk-taking and monetary policy: A missing link in the transmission mechanism? (2011)Hazardous Times for Monetary Policy: What Do Twenty-Three Million Bank Loans Say About the Effects of Monetary Policy on Credit Risk-Taking? (2014)Corporate financing and investment decisions when firms have information that investors do not have (1984)Deposit Insurance, Risk, and Market Power in Banking (1988)Does bank capital affect lending behavior? (2004)The Determinants of Bank Capital Structure (2010)Risk, Uncertainty and Profit (1921)Econometric policy evaluation: A critique (1976)Rules Rather than Discretion: The Inconsistency of Optimal Plans (1977)Monetary Theory and Policy (1999)Central Bank Communication and Monetary Policy: A Survey of Theory and Evidence (2008)Essays in Positive Economics (1954)Continuous Auctions and Insider Trading (1985)Credit Cycles (1997)Carry Trades and Currency Crashes (2008)Carry Trades and Currency Crashes (2008)Common Risk Factors in Currency Markets (2011)Moral Hazard and Observability (1979)Optimal contracts and competitive markets with costly state verification (1979)Theory ahead of business-cycle measurement (1986)The Financial Accelerator in a Quantitative Business Cycle Framework (1998)Financial intermediation and growth: Causality and causes (2000)Market Liquidity and Funding Liquidity (2008)Autoregressive Conditional Heteroscedasticity with Estimates of the Variance of United Kingdom Inflation (1982)Bid, ask and transaction prices in a specialist market with heterogeneously informed traders (1985)Estimation and Hypothesis Testing of Cointegration Vectors in Gaussian Vector Autoregressive Models (1991)Discretion versus policy rules in practice (1993)Should Central Banks Respond to Movements in Asset Prices? (2001)The role of bank capital in the propagation of shocks (2009)Risk, Uncertainty and Monetary Policy (2011)Securitized banking and the run on repo (2011)Investigating Causal Relations by Econometric Models and Cross-spectral Methods (1969)Distribution of the Estimators for Autoregressive Time Series With a Unit Root (1979)Testing for a Unit Root in Time Series Regression (1988)The Asset Price Bubble and Monetary Policy: Japan's Experience in the Late 1980s and the Lessons: Background Paper (2001)The 1990s in Japan: A Lost Decade (2002)Policy commitment and expectation formation: Japan’s experience under zero interest rates (2003)Credit Rationing in Markets with Imperfect Information (1981)Bank Runs, Deposit Insurance, and Liquidity (1983)Valuation in Over-the-Counter Markets (2006)Valuation in Over-the-Counter Markets (2007)Financial Intermediation, International Risk Sharing, and Reserve Currencies (2017)
this work references cited by second hop

References

  • 1988Agency Costs, Net Worth, And Business Fluctuations4,382 cited
  • 1998Central Banking in Theory and Practice990 cited
  • 2005Credit Cycles, Credit Risk, and Prudential Regulation609 cited
  • 2003Are capital buffers pro-cyclical?391 cited
  • 2008Liquidity, Monetary Policy, and Financial Cycles141 cited
  • 2006Carry Trades and Speculative Dynamics90 cited
  • 2012Market Liquidity and Funding Liquidity*80 cited

Cited by

  • 2014Carry Trade Activities: A Multivariate Threshold Model Analysis18 cited
  • 2012Yen carry trades and stock returns in target currency countries16 cited
  • 2013Japanese Monetary Policy: Experience from the Lost Decades12 cited

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