Sökning: "Goverment bond market"
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1. THE G-7 GOVERNMENT BOND MARKETS: A COINTEGRATION STUDY
Magister-uppsats, Lunds universitet/Nationalekonomiska institutionenSammanfattning : 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
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