Relationship between Consumer Price Index (CPI) and Government Bonds
AbstractThis study examines the association between the daily investments in government bonds with Consumer price index (CPI) for Pakistani space for the period beginning from July 2001 to September 2009. The findings significantly supports the proposition that consumer price index (CPI) has an association with the investments in government bonds and also the non-seasonal investments in government bonds for lag 1 also effects the investment in government bonds for the current period.
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Bibliographic InfoPaper provided by University Library of Munich, Germany in its series MPRA Paper with number 40385.
Date of creation: 2012
Date of revision:
Publication status: Published in South Asian Journal of Management Sciences (SAJMS) 1.3(2012): pp. 11-14
Consumer price index (CPI); Government bonds; VAR;
Other versions of this item:
- Subhani, Muhammad Imtiaz, 2009. "Relationship between Consumer Price Index (CPI) and Government Bonds," MPRA Paper 36161, University Library of Munich, Germany.
- G1 - Financial Economics - - General Financial Markets
This paper has been announced in the following NEP Reports:
- NEP-ALL-2012-08-23 (All new papers)
Please report citation or reference errors to , or , if you are the registered author of the cited work, log in to your RePEc Author Service profile, click on "citations" and make appropriate adjustments.:
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