A Study on Taiwans Bond Market Integrity and Market Timing Ability - Based on The Armax-Garch Model
Year of publication: |
2012
|
---|---|
Authors: | Lee, Wo-Chiang ; Lee, Joe-Ming |
Published in: |
Asian Economic and Financial Review. - Asian Economic and Social Society. - Vol. 2.2012, 8, p. 991-1000
|
Publisher: |
Asian Economic and Social Society |
Subject: | Bond fund | Timing ability | Selective ability | ARMAX-GARCH model |
-
Deterioration forecasting of joint members based on long-term monitoring data
Kobayashi, Kiyoshi, (2015)
-
Goo, Yeong-Jia, (2015)
-
Where are the smart investors? : new evidence of the smart money effect
Yu, Hsin-yi, (2012)
- More ...
-
A study on Taiwan's bond market integrity and market timing ability : based on the ARMAX-GARCH model
Lee, Wo-chiang, (2012)
-
An empirical investigation into the effects of a bond fund segregation policy : evidence from Taiwan
Lee, Wo-chiang, (2012)
-
Lee, Wo-Chiang, (2014)
- More ...