Publications

35 publications found, searching for 'Tanweer Akram '

• Working Paper No. 910
  August 21, 2018

  Australian Government Bonds’ Nominal Yields

  Tanweer Akram and Anupam Das
  Abstract

  The short-term interest rate is the main driver of the Commonwealth of Australia government bonds’ nominal yields. This paper empirically models the dynamics of government bonds’ nominal yields using the…more

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• Working Paper No. 906
  May 11, 2018

  The Dynamics of Japanese Government Bonds’ Nominal Yields

  Tanweer Akram and Huiqing Li
  Abstract

  This paper employs a Keynesian perspective to explain why Japanese government bonds’ (JGBs) nominal yields have been low for more than two decades. It deploys several vector error correction (VEC)…more

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• Working Paper No. 894
  August 04, 2017

  An Inquiry Concerning Long-term US Interest Rates Using Monthly Data

  Tanweer Akram and Huiqing Li
  Abstract

  This paper undertakes an empirical inquiry concerning the determinants of long-term interest rates on US Treasury securities. It applies the bounds testing procedure to cointegration and error correction models within…more

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• Working Paper No. 889
  May 08, 2017

  The Dynamics of Government Bond Yields in the Eurozone

  Tanweer Akram and Anupam Das
  Abstract

  This paper investigates the determinants of nominal yields of government bonds in the eurozone. The pooled mean group (PMG) technique of cointegration is applied on both monthly and quarterly datasets…more

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• Working Paper No. 881
  January 11, 2017

  The Long-run Determinants of Indian Government Bond Yields

  Tanweer Akram and Anupam Das
  Abstract

  This paper investigates the long-term determinants of Indian government bonds’ (IGB) nominal yields. It examines whether John Maynard Keynes’s supposition that short-term interest rates are the key driver of long-term…more

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• Working Paper No. 863
  March 31, 2016

  The Empirics of Long-Term US Interest Rates

  Tanweer Akram and Huiqing Li
  Abstract

  US government indebtedness and fiscal deficits increased notably following the global financial crisis. Yet long-term interest rates and US Treasury yields have remained remarkably low. Why have long-term interest rates…more

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• Working Paper No. 862
  March 17, 2016

  Japan’s Liquidity Trap

  Tanweer Akram
  Abstract

  Japan has experienced stagnation, deflation, and low interest rates for decades. It is caught in a liquidity trap. This paper examines Japan’s liquidity trap in light of the structure and…more

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• Working Paper No. 852
  October 30, 2015

  The Malady of Low Global Interest Rates

  Tanweer Akram
  Abstract

  Long-term interest rates in advanced economies have been low since the global financial crisis. However, in the United States the Federal Reserve could begin to hike its policy rate, the…more

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• Working Paper No. 834
  March 03, 2015

  Does Keynesian Theory Explain Indian Government Bond Yields?

  Tanweer Akram and Anupam Das
  Abstract

  John Maynard Keynes held that the central bank’s actions determine long-term interest rates through short-term interest rates and various monetary policy measures. His conjectures about the determinants of long-term interest…more

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• Working Paper No. 818
  October 09, 2014

  Οι προσδιοριστικοί παράγοντες των χαμηλών ονομαστικών αποδόσεων στα μακροπρόθεσμα κρατικά ομόλογα της Ιαπωνίας

  Tanweer Akram and Anupam Das
  Abstract

  Κατά τη διάρκεια των τελευταίων δύο δεκαετιών οικονομικής στασιμότητας και επίμονου αποπληθωρισμού στην Ιαπωνία, τα χρόνια δημοσιονομικά ελλείμματα έχουν οδηγήσει σε υψηλά και συνεχώς αυξανόμενα επίπεδα την αναλογία του δημόσιου…more

  Download Επιστημονική Εργασία υπό Εξέλιξη (Working Paper) No. 818 PDF (3.76 MB)
• Working Paper No. 818
  October 09, 2014

  The Determinants of Long-Term Japanese Government Bonds’ Low Nominal Yields

  Tanweer Akram and Anupam Das
  Abstract

  During the past two decades of economic stagnation and persistent deflation in Japan, chronic fiscal deficits have led to elevated and rising ratios of government debt to nominal GDP. Nevertheless,…more

  Download Working Paper No. 818 PDF (3.51 MB)