A multi country study of co-integration on bonds yields in selected five Asia Pacific countries.

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A multi country study of co-integration on bonds yields in selected five Asia Pacific countries.

In this paper, we study the dynamic relationship of bond yields in Malaysia, Singapore, Thailand, India, and Japan by using 43 observations for the period of 2007 to July 2010. This study analyzes the government bond returns and the yields curve for the five countries with different term to maturity...

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Bibliographic Details
Main Authors:	Cheng, Fan Fah, Md Nasir, Annuar, Ang, Gaik Gee
Format:	Book Section
Language:	English
Published:	Universiti Putra Malaysia Press 2012
Online Access:	http://psasir.upm.edu.my/id/eprint/26164/

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