Linkage and Analysis : US Federal Fund Rate, S&P500, and US High Yield Corporate Bond
碩士 === 國立中興大學 === 應用經濟學系所 === 105 === This study explored the association among the U.S. federal funds rate (FFR), the S&P 500 Index, and the U.S. high-yield bond (HYB) index by applying a vector autoregressive model to test Granger causality. We used data across 29 years between October 1, 1986...
| Main Authors: | , |
|---|---|
| Other Authors: | |
| Format: | Others |
| Language: | zh-TW |
| Published: |
2017
|
| Online Access: | http://ndltd.ncl.edu.tw/handle/38363750191295023888 |