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...
| প্রধান লেখক: | , |
|---|---|
| বিন্যাস: | প্রবন্ধ |
| ভাষা: | English |
| প্রকাশিত: |
Center for Promoting Ideas
2011
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| অনলাইন ব্যবহার করুন: | http://psasir.upm.edu.my/id/eprint/22626/1/Factors%20correlated%20with%20treasury%20bond%20spreads%20in%20an%20emerging%20capital%20market.pdf |