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Pricing Inflation Linked Bonds and Hedging Bond Portfolios : A Comparative Analysis Applied to French OAT Indexed Bonds
da Fonseca, José S. - 2016
zero coupon bond prices: bootstrapping, a piecewise constant forward rates method, a cubic spline model, and the Nelson and … Siegel smoothing model. Next, based on the estimated real and nominal curves, several methodologies to hedge bond portfolios …
Persistent link: https://www.econbiz.de/10012990025
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The impact of liquidity on in ation-linked bonds : a hypothetical indexed bonds approach
Auckenthaler, Julia; Kupfer, Alexander; Sendlhofer, Rupert - 2014
The sovereign's intention to issue inflation-linked bonds (ILB) is to save money. More than 15 years' experience with this financial instrument in the United States and in several other countries has led to the conclusion that these bonds are costly and basically characterized by low liquidity...
Persistent link: https://www.econbiz.de/10010251196
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Maduro Bonds
Gulati, G. Mitu - 2018
For multiple decades, activists have sought to institute an international legal regime that limits the ability of despotic governments to borrow money and then shift those obligations onto more democratic successor governments. Our goal in this article is to raise the possibility of an alternate...
Persistent link: https://www.econbiz.de/10012910990
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Indonesia : selected issues
Internationaler Währungsfonds - 2021
Persistent link: https://www.econbiz.de/10012516490
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Inflation-Linked Bonds, Nominal Bonds, and Countercyclical Monetary Policies
Westerhout, Ed - 2021
Although inflation-linked bonds have many advantages, nominal bonds are the most important instrument to finance public debts throughout the world. One explanation that the literature has offered is that nominal bonds make countercyclical monetary policies more effective. This paper reconsiders...
Persistent link: https://www.econbiz.de/10013243578
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Sustainable Bonds
Mathew, Sudha; Sivaprasad, Sheeja - 2022
the market reaction to traditional and sustainable bond issuance announcements. We document that the market reaction to …
Persistent link: https://www.econbiz.de/10013403339
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Bond (Obligasi)
Tiong, Grenada - 2022
interest on a bond is called a coupon. Coupons must be issued by bond issuers to bondholders. In Indonesia, the maturity or … also be issued by companies.Basically a bond is a letter containing an acknowledgment and a statement issued by government …
Persistent link: https://www.econbiz.de/10013403645
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Bonds
Tapundu, Rismita Fransiska - 2022
Obligations are debt securities from the private sector or the government to the public, both domestic and international, with an imbalance of coupons or discounts and principal repayments of more than one year. Coupons are fixed rate or floating rate or a combination of fixed rate and floating rate
Persistent link: https://www.econbiz.de/10013403738
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The Inflation-Indexed Bond Puzzle
Fleckenstein, Matthias - 2013
inflation-linked bonds (ILB mispricing) in the G7 government bond markets, and extends the slow moving capital explanation of … which represents more than eight percent of the total size of the G7 inflation-linked bond markets. Furthermore, the index …-linked nominal bond trade generates positively-skewed risk-adjusted excess returns across all countries. The key new insight for the …
Persistent link: https://www.econbiz.de/10013089585
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A Proposal for Index-Linked Carbon Bonds
Mainelli, Michael - 2021
-linked carbon bonds. An indexlinked carbon bond is a government issued bond where interest payments are linked levels to a carbon … the issuing country. An investor in an index linked carbon bond receives an excess return if the issuing country’s targets …
Persistent link: https://www.econbiz.de/10013238926