Proceedings of the 2nd International Conference on Education Technology and Economic Management (ICETEM 2017)

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

Authors
Zeyang Rong
Corresponding Author
Zeyang Rong
Available Online November 2017.
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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Volume Title
Proceedings of the 2nd International Conference on Education Technology and Economic Management (ICETEM 2017)
Series
Advances in Social Science, Education and Humanities Research
Publication Date
November 2017
ISBN
978-94-6252-407-1
ISSN
2352-5398
DOI
10.2991/icetem-17.2017.22How to use a DOI?
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/).

Cite this article

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  -