Empirical Evidence of the Impact of Equity Market Volatility on Government and Corporate Bond Yields and Yields Spreads - the case of South Korea

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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...

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Bibliographic Details
Main Author:	Mahgoub, Ghadir Kamaleldin Ali
Format:	Dissertation (University of Nottingham only)
Language:	English
Published:	2015
Online Access:	https://eprints.nottingham.ac.uk/28589/

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