Quantitative monetary easing and risk in financial asset markets /

"In this paper, we empirically examine the portfolio-rebalancing effects stemming from the policy of "quantitative monetary easing" recently undertaken by the Bank of Japan when the nominal short-term interest rate was virtually at zero. Portfolio-rebalancing effects resulting from th...

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Bibliographic Details
Main Author: Kimura, Takeshi
Other Authors: Small, David H
Format: Book
Language:English
Published: Washington, D.C. : Divisions of Research & Statistics and Monetary Affairs, [2004]
Series:Finance and economics discussion series ; 2004-57
Subjects:

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Cornell University

Holdings details from Cornell University
Call Number: HG175 .F46 no.04-57