An Empirical Study on the Relationship between the balance of treasure Yield and the Interest Rate of Treasury Bonds

DOI

10.2991/icetem-17.2017.22How to use a DOI?

Keywords

The Balance of treasure yield; the interest rate of treasury bonds; vector autoregression

Abstract

The balance of treasure as a representative of the Internet financial products have closely related with the traditional financial market bonds. In this paper, we study the relationship between the balance of treasure yield and the interest rate of treasury bonds by establishing the vector autoregressive model. The results show that the balance of treasure yield and the interest rate of treasury bonds constitute a two-way causal relationship. The balance of treasure yield and the interest rate of treasury bonds are mainly affected by the lag influences. The balance of treasure should strengthen the risk management, the traditional financial markets should update the concept of innovation, the relevant departments should make appropriate and effective supervision to protect the financial market security.

Copyright

© 2017, the Authors. Published by Atlantis Press.

Open Access

This is an open access article distributed under the CC BY-NC license (http://creativecommons.org/licenses/by-nc/4.0/).

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TY  - CONF
AU  - Zeyang Rong
PY  - 2017/11
DA  - 2017/11
TI  - An Empirical Study on the Relationship between the balance of treasure Yield and the Interest Rate of Treasury Bonds
BT  - Proceedings of the 2nd International Conference on Education Technology and Economic Management (ICETEM 2017)
PB  - Atlantis Press
SP  - 99
EP  - 104
SN  - 2352-5398
UR  - https://doi.org/10.2991/icetem-17.2017.22
DO  - 10.2991/icetem-17.2017.22
ID  - Rong2017/11
ER  -