Essays about: "Goverment bond market"

Found 1 essay containing the words Goverment bond market.

  1. 1. THE G-7 GOVERNMENT BOND MARKETS: A COINTEGRATION STUDY

    University essay from Lunds universitet/Nationalekonomiska institutionen

    Author : William Fridström; [2022]
    Keywords : Cointegration; VECM; Goverment bond market; G-7; Market Integration; Business and Economics;

    Abstract : This thesis examines the long-run relationship among government bond total return indexes for the G-7 nations using weekly observations from 1993 to 2022. Using cointegration and error correction models, this study finds long-run relationships for the G-7 government bond markets as a group and evidence for pairwise cointegration between the US government bond market and many of the other G-7 government bond markets. READ MORE