-specific factors. In an empirical analysis of term structures of government bond yields for the Germany, Japan, the U.K. and the U …The popular Nelson-Siegel (1987) yield curve is routinely fit to cross sections of intra-country bond yields, and …

actions to foreign bond yields is, on balance, comparable to that of conventional policy actions. In addition, a conventional … international bond markets …

We analyze reallocations within the international bond portfolios of US investors. The most striking empirical … economic growth. We also provide a descriptive analysis of global bond markets' structure and returns …

follow simple time-series processes whose parameters can be estimated from the cross-section of bond prices. The extracted …

The paper presents a framework for analyzing the degree of financial transmission between money, bond and equity …

We characterize the response of U.S., German and British stock, bond and foreign exchange markets to real-time U … that news surprises produce conditional mean jumps; hence high-frequency stock, bond and exchange rate dynamics are linked … apparent time-varying correlation between stock and bond returns, and the relatively small equity market news announcement …

important factor contributing to the credit cycle. This paper presents a detailed study of this phenomenon in the corporate bond … of bond and issuer controls, including bond liquidity and duration, and issuer fixed effects. This behavior is related to …

We show that bond risk-premia rise with uncertainty about expected inflation and fall with uncertainty about expected … inflation. The model simultaneously accounts for bond return predictability and violations of uncovered interest parity in …