Relationship between Consumer Price Index (CPI) and Government Bonds

Muhammad Subhani () and Amber Osman

MPRA Paper from University Library of Munich, Germany

Abstract: 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.

Keywords: Consumer price index (CPI); Government bonds; VAR (search for similar items in EconPapers)
JEL-codes: G1 (search for similar items in EconPapers)
Date: 2012
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Published in South Asian Journal of Management Sciences (SAJMS) 1.3(2012): pp. 11-14

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Related works:
Working Paper: Relationship between Consumer Price Index (CPI) and Government Bonds (2009)
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Persistent link: https://EconPapers.repec.org/RePEc:pra:mprapa:40385

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