English Abstract: The Korea Deposit Insurance Corporation (KDIC) has been including U.S. bonds in the assets under … the overseas bond management of the forecast fund into the government bonds of major countries such as Japan and Germany … overseas bonds was partially improved in terms of risk-return ratio when the target of overseas bond investment was expanded to …

relationship among selected variables using time series methods. In doing so, it considered realized volatility treasury bonds rate … bonds market volatility was the strongest predictive variable. The lagged volatility of treasury rate and won …