Factors correlated with treasury bond spreads in an emerging capital market

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Factors correlated with treasury bond spreads in an emerging capital market

This paper identifies macroeconomic and financial factors that are significantly correlated with Treasury bond term spreads observed over a quarter century in an emerging capital market, Malaysia. We adapted the very popular arbitrage pricing model approach widely used in share market studies and us...

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Bibliographic Details
Main Authors:	Cheng, Fan Fah, Syed Mohamed, Mohamed Ariff
Format:	Article
Language:	English
Published:	Center for Promoting Ideas 2011
Online Access:	http://psasir.upm.edu.my/id/eprint/22626/ http://psasir.upm.edu.my/id/eprint/22626/1/Factors%20correlated%20with%20treasury%20bond%20spreads%20in%20an%20emerging%20capital%20market.pdf

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