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: | Meng-Wen Tsai, 蔡盟文 |
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Other Authors: | 張嘉玲 |
Format: | Others |
Language: | zh-TW |
Published: |
2017
|
Online Access: | http://ndltd.ncl.edu.tw/handle/38363750191295023888 |
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