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...
Main Authors: | , |
---|---|
Other Authors: | |
Format: | Others |
Language: | zh-TW |
Published: |
2013
|
Online Access: | http://ndltd.ncl.edu.tw/handle/03526897241722683105 |