Alteration Of Risk In Asian Bond Markets
During And After Mortgage Crisis: Evidence
From Value At Risk (Var) Analysis

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Alteration Of Risk In Asian Bond Markets During And After Mortgage Crisis: Evidence From Value At Risk (Var) Analysis

The bond market is an important source of corporate and national finance. In this study, we analyse the risk level of 10-year government bond yields of four leading Asian countries (South Korea, Japan, Malaysia and Singapore) for two different time intervals: during the period of the mortgage cri...

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Bibliographic Details
Main Author:	Günay, Samet
Format:	Article
Language:	English
Published:	Asian Academy of Management (AAM) 2016
Subjects:	HD28-70 Management. Industrial Management
Online Access:	http://eprints.usm.my/37427/ http://eprints.usm.my/37427/1/aamjaf120s16_07.pdf

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