Bond indices maturities and changing macroeconomic conditions : evidence from South Africa
Year of publication: |
2024
|
---|---|
Authors: | Moodley, Fabian |
Published in: |
Journal of Economics and Financial Analysis. - Ashgabat : [Verlag nicht ermittelbar], ISSN 2521-6619, ZDB-ID 2913606-4. - Vol. 8.2024, 1, p. 57-73
|
Subject: | Adaptive Market Hypothesis | Bond Returns | GDP | Inflation Rate | Interest Rate. | JSE | Two-Stage Markov Regime Switching Model | Südafrika | South Africa | Markov-Kette | Markov chain | Zins | Interest rate | Anleihe | Bond | Schätzung | Estimation | Kapitaleinkommen | Capital income | Inflation | Zinsstruktur | Yield curve | Öffentliche Anleihe | Public bond | Prognoseverfahren | Forecasting model | ARCH-Modell | ARCH model | Geldpolitik | Monetary policy |
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