Impact of macroeconomic news in Japan and U.S bond markets.

• Main Authors: Leong, Shy Wei., Chui, Adrian., Tan, Dawn.
• 其他作者: Kang, Joseph Choong Seok
• 格式: Final Year Project
• 出版: 2008
• 主題: DRNTU::Business::Finance::Fixed income::Bonds
• 在線閱讀: http://hdl.handle.net/10356/10007
• 機構: Nanyang Technological University

Investigation of the impact of U.S.macroeconomic news on the return volatility and risk premium earned in the Japan and U.S. government bond market