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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

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

Sovereign bond risk premiums

Dockner, Engelbert J.; Mayer, Manuel; Zechner, Josef - 2017

Persistent link: https://www.econbiz.de/10011763294

Bond finance and the leverage ratio

Guender, Alfred V. - 2022

Persistent link: https://www.econbiz.de/10013545693

The limits of limitless debt

Osband, Kent; Capasso, Salvatore; Filoso, Valerio - 2022

Persistent link: https://www.econbiz.de/10014227377

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