THE EMPIRICAL STUDY OF INTEREST RATE VOLATILITY IN TAIWAN BOND MARKET

QR Code

THE EMPIRICAL STUDY OF INTEREST RATE VOLATILITY IN TAIWAN BOND MARKET

Interest rate is one of the most important factors to affect the financial market. Almost all kinds of assets which can be invested have the relationship with interest rate. This dissertation discusses the short-term interest rate change by using interest rate volatility models, C.I.R. model and C...

Full description

Bibliographic Details
Main Author:	Chen, Yu-Ching
Format:	Dissertation (University of Nottingham only)
Language:	English
Published:	2009
Online Access:	https://eprints.nottingham.ac.uk/22988/

Similar Items

The relationship among the nominal rates of interest, the real rates of interest and the inflation rates: an empirical study of the fisher effect on the Malaysian T Bill Market
by: Noor Azlan Ghazali,
Published: (1990)

Bond yields, liquidity and volatility in the Malaysian treasury bond markets.
by: Cheng, Fan Fah, et al.
Published: (2012)

Bond market volatility versus stock market volatility in Malaysia / Chia Chin Kuan.
by: Chia, Chin Kuan
Published: (2003)

The legal recognition of indigenous interests in Japan and Taiwan
by: Gao, Xiangpeng, et al.
Published: (2016)

A study on factors that effect bond price volatility in Malaysia bond market / Nur Hafsah Dan
by: Dan, Nur Hafsah
Published: (2011)

Term structure of interest rate: an empirical test of the expectation hypothesis on the Malaysian T- Bill Market
by: Noor Azlan Ghazali,
Published: (1993)

Pricing equity warrants with jumps, stochastic volatility, and stochastic interest rates
by: Ibrahim, S. N. I., et al.
Published: (2022)

Pricing European call options with interval-valued volatility and interest rate
by: Wang, Song
Published: (2024)

Resurging interest in secondary bonding
by: Tiekink, Edward R. T. *
Published: (2019)

The relationship between interest rate and inflation towards exchange rate volatility in Malaysia/ Nurmadihah Jusoh
by: Jusoh, Nurmadihah
Published: (2010)

The effects of major events on the volatility of currency exchange rate: an empirical evidence of the European market
by: Fu, Jiayi
Published: (2019)

Empirical Evidence of the Impact of Equity Market Volatility on Government and Corporate Bond Yields and Yields Spreads - the case of South Korea
by: Mahgoub, Ghadir Kamaleldin Ali
Published: (2015)

The Impact of Interest Rates on the Real Estate Market
by: Mo, Jieling
Published: (2009)

Value-at-Risk Models Applied to Taiwan's Stock Market
by: Lin, Ching-Li
Published: (2008)

The Co-Movement among Taiwan and International Stock Market
by: Chi, Ching-Hsin
Published: (2006)

Interest rates volatility impact on Malaysian Commercial Banks' deposit and lending rates / Illy Syazlina Musa
Published: (2008)

Stock Return Volatility and the Determinants: An Empirical Study of the US Market
by: Hsu, Chia-Luan
Published: (2009)

An empirical study on volatility in the Malaysian stock market / Suppayah Sinakalai.
by: Sinakalai, Suppayah
Published: (2011)

The effects of crude oil price volatility, stock price, exchange rate and interest rate on Malaysia’s economic growth
by: Rahim, Farah, et al.
Published: (2020)

An Empirical Study of Comparison Between the Capital Asset Pricing Model and the Fama-French Three Factor Model: Evidence From Taiwan Stock Market
by: YEH, YU-JEN
Published: (2006)

Effect of sovereign rating changes on bond market returns
by: Cheng, Fan Fah, et al.
Published: (2014)

An Empirical Study of the Presidential Elections Effect on Stock Market in Taiwan, South Korea, Singapore, Philippine, and Indonesia
by: Liu, Ling-Fang
Published: (2007)

Macroeconomic Determinants Of Stock Market Volatility: An Empirical Study Of Malaysia And Indonesia
by: Nikmanesh, Lida, et al.
Published: (2016)

Interest Changes and the Volatility of the UK Stock Market: Comparing Different Monetary Policy Regimes
by: James Malcolm, Green
Published: (2006)

Examining the effect of RBA target rate news on the interest rate futures market
by: Smales, Lee
Published: (2011)

Equity Volatility and Corporate Bond Yields in Malaysia
by: Vijaya Prasad, Dinesh
Published: (2010)

The application of gold price, interest rates and inflation Expectations in capital markets
by: Abdullah, Adam, et al.
Published: (2015)

Impact Of Interest Rate And Exchange Rate On The Stock Market Index In Malaysia: A Cointegration Analysis
by: Foo, Zor Thang
Published: (2009)

Implied Volatility Futures Trading Activity and Impacts on Asian Stock Market: An Empirical study
by: Pham, Duc Nam Trung
Published: (2014)

Impact of exchange rate volatility on trade: empirical evidence for the East Asian economies
by: Chee, Wooi Hooy, et al.
Published: (2015)

The impact of bond ratings on market efficiency and stock returns / Ambalagam Marappan.
by: Marappan, Ambalagam
Published: (2003)

Dynamic interdependence between volatility of Shariah stock and bond
by: Shari, Aminah, et al.
Published: (2023)

A vector error correction model (VECM) approach in explaining the relationship between interest rate and inflation towards exchange rate volatility in Malaysia
by: Abu Hassan Asari, Fadli Fizari, et al.
Published: (2011)

The relationship between interest rate and stock market in Malaysia / Noorulasikin Mohd Noor
by: Mohd Noor, Noorulasikin
Published: (2013)

Effects of Macroeconomic News on Hong Kong Bond Market: An Intraday Empirical Evidence.
by: Chowdhery, Sarah Hafeez
Published: (2010)

Relationship between Interest Rate Movements and Common Stock Returns
by: Chen, Jun
Published: (2006)

Determinants of FDI from Taiwan to the UK
by: Chu, Ming-Ching
Published: (2006)

House price index as an alternative to interest rates to price Islamic home financing: an empirical investigation
by: Redzuan, Nur Harena, et al.
Published: (2016)

Order Imbalance, Market Returns and Macroeconomic News: Evidence from the Australian Interest Rate Futures Market
by: Smales, Lee
Published: (2012)

The impact of GST implementation on the Malaysian stock market index volatility: an empirical approach
by: Haron, Razali, et al.
Published: (2018)