The Information Content of the Term Structure of Interest Rates in Emerging Economies: The Case of Thailand
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GANGOPADHYAY, SHUBHASIS JOURNAL OF EMERGING MARKET FINANCESummary: This article studies the information content of the term structure of interest rates of Thai government bonds. Using monthly data from July 2001 to December 2013, this article tests whether the term structure contains information about future interest rates, inflation and gross domestic product (GDP) growth. The results suggest that, despite the low liquidity of the Thai government bond market, the term structure contains considerable information about future interest rates and GDP growth.
| Item type | Current library | Call number | Vol info | Status | Notes | Date due | Barcode | Item holds | |
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Journal Article
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Main Library | Vol 16, No 2/ 5557702JA2 (Browse shelf(Opens below)) | Available | 5557702JA2 | |||||
Journals and Periodicals
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Main Library On Display | JOURNAL/FIN/Vol 16, No 2/5557702 (Browse shelf(Opens below)) | Vol 16, No 2 (01/08/2017) | Not for loan | August, 2017 | 5557702 |
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This article studies the information content of the term structure of interest rates of Thai government bonds. Using monthly data from July 2001 to December 2013, this article tests whether the term structure contains information about future interest rates, inflation and gross domestic product (GDP) growth. The results suggest that, despite the low liquidity of the Thai government bond market, the term structure contains considerable information about future interest rates and GDP growth.
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