This paper explores international bond spillovers using daily and intra-day data on yields on inflation-indexed bonds … Kingdom. The analysis starts in 2002, by which point U.S. inflation-indexed markets were fully mature. Real bond yields are …

, which is more pronounced for higher maturities and when risk aversion proxied by bond market volatility is high. Going …

, Japanese, and UK government bond and equity markets in a vector autoregression. The results suggest that U.S. financial shocks …

This paper examines how emerging bond markets react to macroeconomic announcements. Global bond spreads respond to …

that the extent to which fiscal variables affect domestic bond yields in emerging economies depends on the level of global … domestic bond yields in emerging economies. However, when market participants are on edge, they pay greater attention to …

African bond markets have been steadily growing in recent years, but nonetheless remain undeveloped. African countries … corporate bond markets in Africa. It then applies an econometric model to analyze the key determinants of African government … securities market and corporate bond market capitalization. Government securities market capitalization is directly related to …