Cenové bubliny na dluhopisových trzích USA a Japonska

Price bubbles on US and Japanese bond market

Martin Sirucek ()

MPRA Paper from University Library of Munich, Germany

Abstract: The present article is focused on analysis of US and Japan government bonds´ market and revealing possible price bubbles while considering the effect of Quantitative Easing and other chosen macroeconomic factors. The aim is set if on these selected market exists price bubble or we can speak only on price deviation. The second aim is analyse if the government debt is tenable or not.

Keywords: Bispham analysis; price bubble; quantitative easing; government debt; Treasury bond; yield to maturity (search for similar items in EconPapers)
JEL-codes: E44 G15 G18 (search for similar items in EconPapers)
Date: 2013-09, Revised 2013-10
New Economics Papers: this item is included in nep-mac
References: View references in EconPapers View complete reference list from CitEc
Citations:

Published in Nová ekonomika - New Economy VI.4(2013): pp. 132-146

Downloads: (external link)
https://mpra.ub.uni-muenchen.de/53063/1/MPRA_paper_53063.pdf original version (application/pdf)

Related works:
This item may be available elsewhere in EconPapers: Search for items with the same title.

Export reference: BibTeX RIS (EndNote, ProCite, RefMan) HTML/Text

Persistent link: https://EconPapers.repec.org/RePEc:pra:mprapa:53063

Access Statistics for this paper

More papers in MPRA Paper from University Library of Munich, Germany Ludwigstraße 33, D-80539 Munich, Germany. Contact information at EDIRC.
Bibliographic data for series maintained by Joachim Winter ().