Relationship between Consumer Price Index (CPI) and Government Bonds

Subhani, Muhammad Imtiaz and Osman, Ms. Amber (2012): Relationship between Consumer Price Index (CPI) and Government Bonds. Published in: South Asian Journal of Management Sciences (SAJMS) , Vol. 3, No. 1 (2012): pp. 11-14.

Abstract

This study examines the association between the daily investments in government bonds with Consumer price index (CPI) for Pakistani space for the period beginning from July 2001 to September 2009. The findings significantly supports the proposition that consumer price index (CPI) has an association with the investments in government bonds and also the non-seasonal investments in government bonds for lag 1 also effects the investment in government bonds for the current period.

• Item Type: MPRA Paper
• Language: English
• Keywords: Consumer price index (CPI), Government bonds, VAR
• Subjects: G - Financial Economics > G1 - General Financial Markets

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