Essays about: "Asian Bond Markets"

Found 2 essays containing the words Asian Bond Markets.

1. 1. Market Timing Ability of Bond-Equity Yield Ratio : A study of trading strategies in Japan, Malaysia and Singapore

   University essay from Umeå universitet/Företagsekonomi

   Author : Ngwe Lin Myat Chit; Feiran Wang; [2014]
   Keywords : Bond to Equity Yield Ratio BEYR ; Dividend Yield; Earning Yield; Market Timing Strategy; Active Trading Strategy; Passive Trading Strategy; Extreme Value Strategy; Efficient Market Hypothesis;

   Abstract : Market Timing Strategy is an active investment strategy, which is based on the signals of indicators, for the investors to make their investment decisions. However, there has always been the question on which variable is a good indicator, that would provide superior returns for the investment. READ MORE

3. 2. Volatility and Mean Spill-Over Effects in Asian Bond Markets

   University essay from Lunds universitet/Nationalekonomiska institutionen

   Author : Michael Bogdan; Hubert Warzynski; [2005]
   Keywords : GARCH; Mean Spill-over Effects; Asian Bond Markets; Economics; econometrics; economic theory; economic systems; economic policy; Nationalekonomi; ekonometri; ekonomisk teori; ekonomiska system; ekonomisk politik; Business and Economics;

   Abstract : This paper empirically examines the existence of volatility and mean spill-over effects from the US and EMU bond markets into those of seven Asian countries. Using a GARCH framework to capture the first and second moments of spill-overs during the 1996-2003 period, our results provide strong support mainly for the existence of volatility spill-over effects, and then primarily from the US bond market. READ MORE