Alteration Of Risk In Asian Bond Markets During And After Mortgage Crisis: Evidence From Value At Risk (Var) Analysis
The bond market is an important source of corporate and national finance. In this study, we analyse the risk level of 10-year government bond yields of four leading Asian countries (South Korea, Japan, Malaysia and Singapore) for two different time intervals: during the period of the mortgage cri...
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| Format: | Article |
| Language: | English |
| Published: |
Asian Academy of Management (AAM)
2016
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| Online Access: | http://eprints.usm.my/37427/1/aamjaf120s16_07.pdf http://eprints.usm.my/37427/ http://web.usm.my/journal/aamjaf/12-s-7-2016.html |
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