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Cenové bubliny na dluhopisových trzích USA a Japonska
[Price bubbles on US and Japanese bond market]

Author

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  • Sirucek, Martin

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.

Suggested Citation

  • Sirucek, Martin, 2013. "Cenové bubliny na dluhopisových trzích USA a Japonska [Price bubbles on US and Japanese bond market]," MPRA Paper 53063, University Library of Munich, Germany, revised Oct 2013.
    • Handle: RePEc:pra:mprapa:53063
    as

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    File URL: https://mpra.ub.uni-muenchen.de/53063/1/MPRA_paper_53063.pdf
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    References listed on IDEAS

    as
    1. Barry Eichengreen & Hui Tong, 2003. "Stock Market Volatility and Monetary Policy: What the Historical Record Shows," RBA Annual Conference Volume (Discontinued), in: Anthony Richards & Tim Robinson (ed.),Asset Prices and Monetary Policy, Reserve Bank of Australia.
    Full references (including those not matched with items on IDEAS)

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    More about this item

    Keywords

    Bispham analysis; price bubble; quantitative easing; government debt; Treasury bond; yield to maturity;
    All these keywords.

    JEL classification:

    • E44 - Macroeconomics and Monetary Economics - - Money and Interest Rates - - - Financial Markets and the Macroeconomy
    • G15 - Financial Economics - - General Financial Markets - - - International Financial Markets
    • G18 - Financial Economics - - General Financial Markets - - - Government Policy and Regulation

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