Publications

6 publications found, searching for 'Huiqing Li '

• Working Paper No. 969
  September 24, 2020

  The Empirics of UK Gilts’ Yields

  Tanweer Akram and Huiqing Li
  Abstract

  This paper analyzes the nominal yields of UK gilt-edged securities (“gilts”) based on a Keynesian perspective, which holds that the short-term interest rate is the primary driver of the long-term…more

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• Working Paper No. 962
  July 14, 2020

  Some Empirical Models of Japanese Government Bond Yields Using Daily Data

  Tanweer Akram and Huiqing Li
  Abstract

  This paper models the dynamics of Japanese government bond (JGB) nominal yields using daily data. Models of government bond yields based on daily data, such as those presented in this…more

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• Working Paper No. 938
  October 15, 2019

  The Impact of the Bank of Japan’s Monetary Policy on Japanese Government Bonds’ Low Nominal Yields

  Tanweer Akram and Huiqing Li
  Abstract

  Nominal yields for Japanese government bonds (JGBs) have been remarkably low for several decades. Japanese government debt ratios have continued to increase amid a protracted period of stagnant nominal GDP,…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. 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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