The Interactions among Bond Market, Stock Market, Inflation Rate and Interest Rate in the United States
碩士 === 國立臺灣大學 === 財務金融學研究所 === 103 === In this paper, we use Unit Root Test, VAR model and Impulse Responses to examine the relationship between monthly return of S&P500 Index, investment grade bonds, high yield bonds, government bonds, and CPI. By leveraging AIC, BIC, and HQC method, we choose...
| Main Authors: | , |
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| Other Authors: | |
| Format: | Others |
| Language: | zh-TW |
| Published: |
2015
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| Online Access: | http://ndltd.ncl.edu.tw/handle/60364165667341476166 |