The Empirical Study of excess returns on Singapore government bonds in Smooth Transition Error Correction Model
碩士 === 淡江大學 === 財務金融學系碩士班 === 95 === The purpose of this paper is to investigate the excess holding period returns on Singapore government bonds. Forward premium, the slope of the term structure, and excess stock returns are all employed as risk factors. A nonlinear smooth transition error correct...
| Main Authors: | , |
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| Other Authors: | |
| Format: | Others |
| Language: | zh-TW |
| Published: |
2007
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| Online Access: | http://ndltd.ncl.edu.tw/handle/20139867600078696789 |