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

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

Saved in:
Bibliographic Details
Main Authors: Leong, Shy Wei., Chui, Adrian., Tan, Dawn.
Other Authors: Kang, Joseph Choong Seok
Format: Final Year Project
Published: 2008
Subjects:
Online Access:http://hdl.handle.net/10356/10007
Tags: Add Tag
No Tags, Be the first to tag this record!
Institution: Nanyang Technological University
Description
Summary: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