Published
2024-02-02
Section
Articles
How to Cite
Analysis and Forecast of Chinese Government Bond Yields During the COVID-19 Pandemic Period--Based on ARIMA Model
Yun Gu
Xi'an Jiaotong-Liverpool University
DOI: https://doi.org/10.59429/paat.v5i2.1390
Keywords: COVID-19; China's Bond Yields; ARIMA; Rate of Return; Analysis; Forecast
Abstract
COVID-19 has impacted the global economy and China's financial markets. China has implemented measures to contain the virus, but some companies have shut down, causing a slowdown. Investors have turned to Treasury bonds, leading to increased demand and bond yields. An ARIMA model is used to forecast and analyze Chinese government bond yields. The model provides insights into behavior and can assist investors in formulating trading strategies. The study has practical implications for investors seeking to hedge bond risks and increase yields, contributing to the stability of Chinese financial markets.
References
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since the pandemic. Bonds (02), 12-15.