Sökning: "Asian Bond Markets"
Hittade 2 uppsatser innehållade orden Asian Bond Markets.
1. Market Timing Ability of Bond-Equity Yield Ratio : A study of trading strategies in Japan, Malaysia and Singapore
Master-uppsats, Umeå universitet/FöretagsekonomiSammanfattning : Market Timing Strategy is an active investment strategy, which is based on the signals of indicators, for the investors to make their investment decisions. However, there has always been the question on which variable is a good indicator, that would provide superior returns for the investment. LÄS MER
2. Volatility and Mean Spill-Over Effects in Asian Bond Markets
Kandidat-uppsats, Lunds universitet/Nationalekonomiska institutionenSammanfattning : This paper empirically examines the existence of volatility and mean spill-over effects from the US and EMU bond markets into those of seven Asian countries. Using a GARCH framework to capture the first and second moments of spill-overs during the 1996-2003 period, our results provide strong support mainly for the existence of volatility spill-over effects, and then primarily from the US bond market. LÄS MER