A Study on Correlation between Taiwan Bond Market and Macroeconomic Variables before and after Global Financial Crisis

碩士 === 淡江大學 === 財務金融學系碩士在職專班 === 101 === This article investigates the dynamic relationship between Taiwan 10-year government bond yield and eight macroeconomic variables. The sample period contain monthly data of January 1998 to December 2012. In addition applying the Pearson product correlation co...

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Bibliographic Details
Main Authors: Yu-Chun Huang, 黃育珺
Other Authors: Wo-Chiang Lee
Format: Others
Language:zh-TW
Published: 2013
Online Access:http://ndltd.ncl.edu.tw/handle/03526897241722683105