Alteration Of Risk In Asian Bond Markets During And After Mortgage Crisis: Evidence From Value At Risk (Var) Analysis
The bond market is an important source of corporate and national finance. In this study, we analyse the risk level of 10-year government bond yields of four leading Asian countries (South Korea, Japan, Malaysia and Singapore) for two different time intervals: during the period of the mortgage crisis...
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| Format: | Article |
| Language: | English |
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Asian Academy of Management (AAM),
2016.
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| Online Access: | Get fulltext |