Excess Volatility in the Government Debt Market : Evidence from ASEAN-5

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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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Bibliographic Details
Main Author:	Wong, Shao Jye
Format:	Dissertation (University of Nottingham only)
Language:	English
Published:	2016
Online Access:	https://eprints.nottingham.ac.uk/36070/

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