The Relationship between Taiwan and US Government Bond Yield before and after the US Subprime Mortgage Crisis
碩士 === 淡江大學 === 財務金融學系碩士在職專班 === 97 === This study examines the relationship of government bond yield between Taiwan and US using daily closing data over the period Apr. 2005 to Nov. 2008.We employed the threshold error-correction model (TECM) to investigate the asymmetric causal relationship betwee...
| Main Authors: | , |
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| Other Authors: | |
| Format: | Others |
| Language: | zh-TW |
| Published: |
2009
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| Online Access: | http://ndltd.ncl.edu.tw/handle/54192071676027464956 |