Empirical Evidence of the Impact of Equity Market Volatility on Government and Corporate Bond Yields and Yields Spreads - the case of South Korea
In this study we employ time series data of daily changes in South Korean one-year Government and corporate bond indexes yields dated from January 4, 2010 to December 31, 2013 to examine the effect of future or implied and realized or contemporaneous equity market volatility on the yields and yield...
| Main Author: | |
|---|---|
| Format: | Dissertation (University of Nottingham only) |
| Language: | English |
| Published: |
2015
|
| Online Access: | https://eprints.nottingham.ac.uk/28589/ |