An Exploration of U.S. Treasury Yield with Stock Market Forward E/P Ratio and Gold Implied Return

碩士 === 國立交通大學 === 經營管理研究所 === 103 === This paper we use thirty years monthly data of U.S. 10-year treasury yield, S&;P 500 forward e/p and gold implied return to investigate the relationship among them. And, we use Fed model to explore the part of bond and stock. Because the sample belongs to th...

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Bibliographic Details
Main Authors: Tsai, Yu-Kai, 蔡宇凱
Other Authors: Tsai, Chiung-Min
Format: Others
Language:zh-TW
Published: 2015
Online Access:http://ndltd.ncl.edu.tw/handle/13374151152050352979