Arbitrage Activities between Offshore and Domestic Yen Money Markets since the End of the Quantitative Easing Policy

Preprint OPEN
Teppei Nagano; Eiko Ooka; Naohiko Baba;

Transactions in the yen money markets have become active since the end of the quantitative easing policy (QEP) in March 2006. In particular, transactions by foreign financial institutions have been increasing in the offshore markets including the FX swap and euroyen dep... View more
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