Integration between the South African and international bond markets : implications for portfolio diversification
International bond market linkages are examined using monthly bond yield data and total return indices on government bonds with ten years to maturity. The bond yield data covers a nineteen-year period from January 1990 to July 2008, while the bond total return index data covers a nine-year period fr...
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| Format: | Others |
| Language: | English |
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Rhodes University
2009
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| Online Access: | http://hdl.handle.net/10962/d1002681 |