Relationship between Consumer Price Index (CPI) and Government Bonds
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Other versions of this item:
- Subhani, Muhammad Imtiaz & Osman, Ms. Amber, 2012. "Relationship between Consumer Price Index (CPI) and Government Bonds," MPRA Paper 40385, University Library of Munich, Germany.
References listed on IDEAS
- Campbell, John Y & Ammer, John, 1993.
" What Moves the Stock and Bond Markets? A Variance Decomposition for Long-Term Asset Returns,"
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- Campbell, J.Y. & Ammer, J., 1991. "What Moves The Stock And Bond Markets? A Variance Decomposition For Long- Term Asset Returns," Papers 127, Princeton, Department of Economics - Financial Research Center.
- Ammer, John & Campbell, John, 1993. "What Moves the Stock and Bond Markets? A Variance Decomposition for Long-Term Asset Returns," Scholarly Articles 3382857, Harvard University Department of Economics.
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- Michael Smirlock, 1986. "Inflation announcements and financial market reaction: evidence from the long-term bond market," Working Papers 86-6, Federal Reserve Bank of Philadelphia.
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More about this item
KeywordsConsumer price index (CPI); Government bonds; VAR;
- F16 - International Economics - - Trade - - - Trade and Labor Market Interactions
- F18 - International Economics - - Trade - - - Trade and Environment
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