Relationship between Consumer Price Index (CPI) and Government Bonds
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.
|Date of creation:||2012|
|Date of revision:|
|Publication status:||Published in South Asian Journal of Management Sciences (SAJMS) 1.3(2012): pp. 11-14|
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Web page: https://mpra.ub.uni-muenchen.de
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- Ammer, John & Campbell, John, 1993.
"What Moves the Stock and Bond Markets? A Variance Decomposition for Long-Term Asset Returns,"
3382857, Harvard University Department of Economics.
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