Testing for linear and nonlinear relationship in the stock-bond relation : Malaysia evidence
Stocks and bonds have been historically chosen as the main asset for investment. Most of the investors believe that bonds are a direct substitution for stocks, especially government bonds. Early studies extensively studied the correlation between stocks and bonds, in order to make a prediction about...
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| Format: | Thesis |
| Language: | English English |
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2012
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| Online Access: | https://eprints.ums.edu.my/id/eprint/41624/1/ABSTRACT.pdf https://eprints.ums.edu.my/id/eprint/41624/2/FULLTEXT.pdf |