International Journal of Management and Applied Science (IJMAS)
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Statistics report
Mar. 2019
Submitted Papers : 80
Accepted Papers : 10
Rejected Papers : 70
Acc. Perc : 12%
Issue Published : 59
Paper Published : 3874
No. of Authors : 7966
  Journal Paper




Paper Title :
The Relationships Between Thai Government Bond Yield And Economic Variables

Author :Hathaichanoke Moonwong, Chaiwat Nimanussornkul, Nachatchapong Kaewsompong

Article Citation :Hathaichanoke Moonwong ,Chaiwat Nimanussornkul ,Nachatchapong Kaewsompong , (2015 ) " The Relationships Between Thai Government Bond Yield And Economic Variables " , International Journal of Management and Applied Science (IJMAS) , pp. 152-158, Volume-1,Issue-4

Abstract : This study uses Traditional and Threshold Cointegration models to analyze the secondary data over the periods of 225 months (1996 to 2014:3) in order to examine the relationships between Thai government bond yield and economic variables (interbank rate, private investment index, consumer price index, coincident economic index, exchange rate (baht/dollar) and SET index). All variables are stationary at the first difference. Testing for threshold follows on Hansen – Seo (2002) test. The results show some evidence of non-linear cointegration between Thai government bond yield and economic variables. Moreover, Thai government bond yield has either positive or negative correlation with independent variables. Keywords- Secondary Data, Economic Variables, Negative Correlation.

Type : Research paper


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