Sökning: "Goverment bond market"

Hittade 1 uppsats innehållade orden Goverment bond market.

  1. 1. THE G-7 GOVERNMENT BOND MARKETS: A COINTEGRATION STUDY

    Magister-uppsats, Lunds universitet/Nationalekonomiska institutionen

    Författare :William Fridström; [2022]
    Nyckelord :Cointegration; VECM; Goverment bond market; G-7; Market Integration; Business and Economics;

    Sammanfattning : This thesis examines the long-run relationship among government bond total return indexes for the G-7 nations using weekly observations from 1993 to 2022. Using cointegration and error correction models, this study finds long-run relationships for the G-7 government bond markets as a group and evidence for pairwise cointegration between the US government bond market and many of the other G-7 government bond markets. LÄS MER