Narrow search
Showing 1 - 10 of 1,592
Cover Image
German bond yields and debt supply : is there a "bund premium"?
Paret, Anne-Charlotte; Weber, Anke - 2019
, which is more pronounced for higher maturities and when risk aversion proxied by bond market volatility is high. Going …
Persistent link: https://www.econbiz.de/10012154614
Cover Image
Bond Yields in Emerging Economies : It Matters What State You Are In
Jaramillo, Laura - 2012
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 …
Persistent link: https://www.econbiz.de/10014395664
Cover Image
The Impact of Macroeconomic Announcementson Emerging Market Bonds
Andritzky, Jochen R. - 2005
This paper examines how emerging bond markets react to macroeconomic announcements. Global bond spreads respond to …
Persistent link: https://www.econbiz.de/10014400951
Cover Image
Global Bonding : Do U.S. Bond and Equity Spillovers Dominate Global Financial Markets?
Bayoumi, Tamim - 2012
, Japanese, and UK government bond and equity markets in a vector autoregression. The results suggest that U.S. financial shocks …
Persistent link: https://www.econbiz.de/10014395332
Cover Image
Bond yields in emerging economies : it matters what state you are in
Jaramillo, Laura; Weber, Anke - 2012
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 t …
Persistent link: https://www.econbiz.de/10009621689
Cover Image
Understanding Chinese Bond Yields and their Role in Monetary Policy
Porter, Nathan - 2011
interest rates. While bond yields are not fully efficient?reflecting regulation, liquidity, and segmentation?we find they …: changes in PBC rates influence the structure of Treasury, financial, and corporate bond yield curves, which are then …
Persistent link: https://www.econbiz.de/10014398318
Cover Image
Lending Resumption After Default : Lessons From Capital Markets During the 19Th Century
Sole, Juan - 2006
This paper mines the experience of capital markets during the 19th century to propose an alternative way of interpreting international default episodes. The standard view is that defaulting on sovereign debt entails exclusion from capital markets. Yet we have observed multiple instances of...
Persistent link: https://www.econbiz.de/10014402978
Cover Image
Correlations in Emerging Market Bonds : The Role of Local and Global Factors
Hamann, A. Javier - 2010
This paper examines the comovement in emerging market bond returns and disentangles the influence of external and …
Persistent link: https://www.econbiz.de/10014404323
Cover Image
Scenario analysis with the DD-PD mapping approach : stock market shocks and U.S. corporate default risk
Chan-Lau, Jorge A. - 2021
This paper introduces the quantile regression- based Distance-to-Default to Probability of Default (DD-PD) mapping, which links individual firms' DD to their real world PD. Since changes in the DD depend on a handful of parameters, the mapping easily accommodates shocks arising from quantitative...
Persistent link: https://www.econbiz.de/10012613371
Cover Image
Comovements in National Stock Market Returns : Evidence of Predictability But Not Cointegration
Richards, Anthony J. - 1996
-sample, critical values. In fact, economic theory suggests that cointegration is unlikely to be observed in efficient markets. However …
Persistent link: https://www.econbiz.de/10014398637