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BOND YIELDS: TRENDS OR RANDOM WALKS?
- Source :
- Decision Sciences; Oct75, Vol. 6 Issue 4, p688-699, 12p, 4 Charts
- Publication Year :
- 1975
-
Abstract
- Analyzes several tests of the nature of weekly yield movements and to view the results of their applications with respect to industrial bonds. Possibility of predicting future yield changes by using past yields alone, given a sequence of actual yields; Question of whether bond yields are trends or random walks.
Details
- Language :
- English
- ISSN :
- 00117315
- Volume :
- 6
- Issue :
- 4
- Database :
- Complementary Index
- Journal :
- Decision Sciences
- Publication Type :
- Academic Journal
- Accession number :
- 4963377
- Full Text :
- https://doi.org/10.1111/j.1540-5915.1975.tb01053.x