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...

詳細記述

保存先:
書誌詳細
第一著者: Günay, Samet
フォーマット: 論文
言語:English
出版事項: Asian Academy of Management (AAM) 2016
主題:
オンライン・アクセス: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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