Excess Volatility in the Government Debt Market : Evidence from ASEAN-5
In recent years, sovereign bond prices within the ASEAN-5 region have shown high price fluctuations. Adding to the fact that there is scarce literature in the research of excess volatility in the sovereign bonds of the region, the current study attempts to assess the presence of excess volatility in...
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| Format: | Dissertation (University of Nottingham only) |
| Language: | English |
| Published: |
2016
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| Online Access: | https://eprints.nottingham.ac.uk/36070/ |