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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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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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Revisiting the predictability of bond risk premia
Thornton, Daniel L.; Valente, Giorgio - 2009
Persistent link: https://www.econbiz.de/10003820335
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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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Impact of QE on European sovereign bond market
Martin, Franck; Zhang, Jiangxingyun - 2017
Persistent link: https://www.econbiz.de/10011712977
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Time-varying risk, interest rates and exchange rates in general equilibrium
Alvarez Garrido, Fernando (contributor);  … - 2003 - [Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001846122
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The structure of binomial lattice models for bonds
Jensen, Bjarne Astrup; Aase Nielsen, Jørgen - 1992 - Version 2
Persistent link: https://www.econbiz.de/10000893012
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Bond returns and financial index numbers : results from an intertemporal arbitrage free model
Jensen, Bjarne Astrup; Aase Nielsen, Jørgen - 1992
Persistent link: https://www.econbiz.de/10000893022
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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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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