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Relationship between Consumer Price Index (CPI) and Government Bonds

  • Subhani, Muhammad Imtiaz
  • Osman, Ms. Amber

This 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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File URL: https://mpra.ub.uni-muenchen.de/40385/1/MPRA_paper_40385.pdf
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Paper provided by University Library of Munich, Germany in its series MPRA Paper with number 40385.

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Date of creation: 2012
Date of revision:
Publication status: Published in South Asian Journal of Management Sciences (SAJMS) 1.3(2012): pp. 11-14
Handle: RePEc:pra:mprapa:40385
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Web page: https://mpra.ub.uni-muenchen.de

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  1. 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.
  2. Ilmanen, Antti, 1995. " Time-Varying Expected Returns in International Bond Markets," Journal of Finance, American Finance Association, vol. 50(2), pages 481-506, June.
  3. John H. Cochrane & Monika Piazzesi, 2002. "Bond Risk Premia," NBER Working Papers 9178, National Bureau of Economic Research, Inc.
  4. Moon K. Kim & Ravi Shukla, 2006. "Inflation and bond-stock characteristics of international security returns," International Journal of Managerial Finance, Emerald Group Publishing, vol. 2(3), pages 241-251, September.
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