The Dynamic Relationship between Bond Prices and Interest Rates：Empirical Evidence for the Five PIIGS of European Union
碩士 === 大葉大學 === 管理學院碩士在職專班 === 100 === In this paper we explore the relationship between 3,5 and10-year bond prices and interest rates among the PIIGS of European Union. Monthly data are obtained from IMF database, which spanned from 1999:10 to 2010:12. We utilize the panel unit root, and a panel ve...
| Main Authors: | , |
|---|---|
| Other Authors: | |
| Format: | Others |
| Language: | zh-TW |
| Published: |
2012
|
| Online Access: | http://ndltd.ncl.edu.tw/handle/25581314846206477856 |