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The limits of limitless debt
Osband, Kent; Capasso, Salvatore; Filoso, Valerio - 2022
Persistent link: https://www.econbiz.de/10014227377
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Background indicators
Raunig, Burkhard - 2016
Persistent link: https://www.econbiz.de/10011494861
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Bond finance and the leverage ratio
Guender, Alfred V. - 2022
Persistent link: https://www.econbiz.de/10013545693
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Forecasting the Brazilian yield curve using forward-looking variables
Vieira, Fausto; Chague, Fernando; Fernandes, Marcelo - 2016
This paper proposes a forecasting model that combines a factor augmented VAR (FAVAR) methodology with the Nelson and Siegel (NS) parametrization of the yield curve to predict the Brazilian term structure of interest rates. Importantly, we extract the principal components for the FAVAR from a...
Persistent link: https://www.econbiz.de/10011523983
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The dynamics of bond yields and the stock index : with an empirical application to the UK stock and bond market
Jakobsen, Jan Bo; Sørensen, Carsten - 1997
Persistent link: https://www.econbiz.de/10000960759
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Developing India's offshore local currency bond market : lessons from emerging countries
Kohli, Renu; Sahoo, Pravakar; Shuheb Khan, M. - 2017
; emerging market economies (EMEs) improved however. Offshore, local-currency bonds of EMEs became popular as result, with many … EMEs exploiting the opportunity. India also launched its rupee-denominated bond (masala bond) abroad in 2013, seeking to … bonds have generated tremendous interest amongst issuers and investors. Market growth and development is challenged though …
Persistent link: https://www.econbiz.de/10011708308
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Maximum likelihood estimation of score-driven models with dynamic shape parameters : an application to Monte Carlo value-at-risk
Ayala, Astrid; Blazsek, Szabolcs; Escribano, Álvaro - 2019
Persistent link: https://www.econbiz.de/10012100535
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The impact of the creation of a sovereign ESG reference yield curve on corporate ESG bonds issuances from Latin America and the Caribbean
Cunha, Daniel; Craveiro, Giovana; Rossi, Marina - 2024
bond issuers by providing a standard against which the performance of ESG bonds can be measured. …This paper explores a granular database from the Inter-American Development Bank (IDB) Green Bond Transparency Platform … covering the issuance of 430 corporate and sovereign Environmental, Social, and Governance (ESG) bonds in Latin America and the …
Persistent link: https://www.econbiz.de/10014529872
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How does stock market volatility react to oil shocks?
Bastianin, Andrea; Manera, Matteo - 2014
We study the impact of oil price shocks on US stock market volatility. We derive three different structural oil shock variables (i.e. aggregate demand, oil-supply, and oil-demand shocks) and relate them to stock market volatility, using bivariate structural VAR models, one for each oil price...
Persistent link: https://www.econbiz.de/10010476423
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Macroeconomic announcement effects on the covariance structure of bond returns
Christiansen, Charlotte - 1999
Persistent link: https://www.econbiz.de/10001411173