Research on the correlation between Bond Spread、Economic Cycle and Stock Index in the US. market.
碩士 === 國立中興大學 === 高階經理人碩士在職專班 === 107 === This paper explores the causality and correlation between the US long-term and short-term public debt yield spreads and the US economic cycle and the Standard & Poor''s 500 Index. The vector autoregressive (VAR) model and the Granger causality...
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| Format: | Others |
| Language: | zh-TW |
| Published: |
2019
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| Online Access: | http://ndltd.ncl.edu.tw/cgi-bin/gs32/gsweb.cgi/login?o=dnclcdr&s=id=%22107NCHU5457088%22.&searchmode=basic |