Forecasting and comparing the volatility of global government bond indices during 1998-2008

• Main Author: Quesang, William Wayne Tiu
• Format: text
• Language: English
• Published: Animo Repository 2009
• Subjects: Forecasting; Government bonds; Stock market; Stock exchange; Foreign exchange rates; Banks and banking, Central; Finance and Financial Management
• Online Access: https://animorepository.dlsu.edu.ph/etd_masteral/3859; https://animorepository.dlsu.edu.ph/context/etd_masteral/article/10697/viewcontent/CDTG004726_P__1_.pdf
• Institution: De La Salle University

Central Banks seek ways to maximize the returns on its increasing foreign reserves. As an offshoot, most of them create investment policies and select an appropriate index or indices to be used as a benchmark for its excess portfolios performance. While investment-grade sovereign and supranational d...