Illiquidity and government bond markets in East Asia and Southeast Asia

碩士 === 國立臺灣科技大學 === 財務金融研究所 === 100 === This study is aimed to find what causes illiquidity in the government bond markets in the East Asia and Southeast Asia. The trading volumes are used as the proxy for liquidity while seven macroeconomic variables are used as regressors. The vector error correct...

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Bibliographic Details
Main Authors: Hung-lin Chien, 簡弘霖
Other Authors: Guang-di Chang
Format: Others
Language:en_US
Published: 2012
Online Access:http://ndltd.ncl.edu.tw/handle/f6km2m