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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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Sovereign bond risk premiums
Dockner, Engelbert J.; Mayer, Manuel; Zechner, Josef - 2017
Persistent link: https://www.econbiz.de/10011763294
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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
This paper explores a granular database from the Inter-American Development Bank (IDB) Green Bond Transparency Platform … reference yield curve can boost the private ESG bond market. Using a difference-in-differences (DID) approach, we empirically … bond issuances and a 25 percent increase in the number of ESG corporate bond issuances in the external markets after three …
Persistent link: https://www.econbiz.de/10014529872
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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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Self-fulfilling debt crises with long stagnations
Ayres, Joao; Navarro, Gaston; Nicolini, Juan Pablo; … - 2019
Persistent link: https://www.econbiz.de/10012041273
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Self-fulfilling debt crises with long stagnations
Ayres, Joao; Navarro, Gaston; Nicolini, Juan Pablo; … - 2023
We assess the quantitative relevance of expectations-driven sovereign debt crises, focusing on the Southern European crisis of the early 2010s and the Argentine default of 2001. The source of multiplicity is the one in Calvo (1988). Key for multiplicity is an output process featuring long...
Persistent link: https://www.econbiz.de/10014471204
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Developing India's offshore local currency bond market : lessons from emerging countries
Kohli, Renu; Sahoo, Pravakar; Shuheb Khan, M. - 2017
EMEs exploiting the opportunity. India also launched its rupee-denominated bond (masala bond) abroad in 2013, seeking to … listing the key essentials for future growth and long-term sustainability of the masala bond market and its emergence as a …
Persistent link: https://www.econbiz.de/10011708308
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An empirical analysis of the cost of borrowing
Faria e Castro, Miguel; Jordan-Wood, Samuel; Kozlowski, … - 2024
Persistent link: https://www.econbiz.de/10015069805
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Impact of QE on European sovereign bond market
Martin, Franck; Zhang, Jiangxingyun - 2017
Persistent link: https://www.econbiz.de/10011712977