The Impact of the Subprime Mortgage for the Yield on G7 Bond Market
碩士 === 淡江大學 === 財務金融學系碩士在職專班 === 99 === This study investigates the yield variation on government bond for G7 whether a jump phenomena result from abnormal information by ARJI model. We also applied the Granger causality test investigate the lead and lag relationship with the yield variation and v...
| Main Authors: | , |
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| Other Authors: | |
| Format: | Others |
| Language: | zh-TW |
| Published: |
2011
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| Online Access: | http://ndltd.ncl.edu.tw/handle/80516191911342558328 |