Affecting Factors and Forecasts of Ten-year Government Bond Yields and Liquidity in Taiwan
碩士 === 東吳大學 === 經濟學系 === 102 === This study analyzes the affecting factors of 10-years bond yield and liquidity in Taiwan. We estimate the simultaneous relation between bond yield and liquidity by 2SLS. Then we forecast the bond yield and liquidity by simultaneous model and ARIMA model. The empirica...
| Main Authors: | , |
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| Other Authors: | |
| Format: | Others |
| Language: | zh-TW |
| Published: |
2014
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| Online Access: | http://ndltd.ncl.edu.tw/handle/32751981910182302016 |