@article{oai:fukuyama-u.repo.nii.ac.jp:00006110,
 author = {尾田, 温俊},
 issue = {1},
 journal = {福山大学経済学論集},
 month = {Sep},
 note = {P(論文), I investigated the existence and its direction of the interest rates arbitrage among Japanese Money Markets, using VAR Error Collection model of Granger Causality. The result follows that first, Euro-yen Future Market causes Open Market interest rates such as Euro-yen and CD. Secondly, Open Market interest rates have causality on Interbank Markets. The above findings are different from the prevailing paradigm that Interbank Markets' interest rates are the source of influence in Money Markets. This result might show that the Interbank Market reforms from 1988 is still insufficient.},
 pages = {80--98},
 title = {短期金融市場分析 : 金利裁定の検証},
 volume = {21},
 year = {1996}
}