Teppei Nagano

Bank of Japan - Research and Statistics Department

2-1-1 Hongoku-cho

Nihonbashi

Chuo-ku Tokyo 103-8660

Japan

SCHOLARLY PAPERS

2

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Top 46,599

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1,502

SSRN CITATIONS
Rank 15,990

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Top 15,990

in Total Papers Citations

10

CROSSREF CITATIONS

59

Scholarly Papers (2)

1.

The Spillover of Money Market Turbulence to FX Swap and Cross-Currency Swap Markets

BIS Quarterly Review, March 2008
Number of pages: 14 Posted: 11 Jul 2012
Naohiko Baba, Frank Packer and Teppei Nagano
Bank of Japan - Financial Markets Department, Bank for International Settlements (BIS) and Bank of Japan - Research and Statistics Department
Downloads 1,347 (21,877)
Citation 11

Abstract:

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2.

Extracting Market Expectations from Yield Curves Augmented by Money Market Interest Rates: The Case of Japan

ECB Working Paper No. 980
Number of pages: 42 Posted: 23 Dec 2008
Teppei Nagano and Naohiko Baba
Bank of Japan - Research and Statistics Department and affiliation not provided to SSRN
Downloads 155 (275,018)

Abstract:

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yield curve, overnight index swap, price discovery, structural time-series model, swap spread