Narrow search
Showing 1 - 10 of 31,345
Cover Image
The interest rate sensitivity of tax-exempt bonds under tax-neutral valuation
Kalotay, Andrew J. - In: Journal of investment management : JOIM 12 (2014) 1, pp. 62-68
Persistent link: https://www.econbiz.de/10010388930
Cover Image
Expected future tax policy and tax-exempt bond yields
Poterba, James M. - 1984
Persistent link: https://www.econbiz.de/10002675162
Cover Image
Determinants of Individual Tax-Exempt Bond Yields : A Survey of the Evidence
Cook, Timothy - 2012
Persistent link: https://www.econbiz.de/10013102958
Cover Image
The Interest Rate Sensitivity of Tax-Exempt Bonds Under Tax-Neutral Valuation
Kalotay, Andrew - 2014
, purchasing a bond at 80 would trigger an 8-point tax liability. The paper develops a rigorous approach to the pricing of munis by … duration of a 10-year taxable bond is roughly 8.5 years, while that of a 10-year muni can exceed 13 years. Tax …
Persistent link: https://www.econbiz.de/10013053608
Cover Image
Expected Future Tax Policy and Tax-Exempt Bond Yields
Poterba, James M. - 1984
This paper tests several competing models of municipal bond market equilibrium. It analyzes the influence of changes in …
Persistent link: https://www.econbiz.de/10012477619
Cover Image
The tax-rate induced bond substitution hypothesis and the traditional textbook treatment of the relationship between tax-free and taxable bond yields
Cebula, Richard J.; Clark, Jeff Ray - In: Applied economics 52 (2020) 14, pp. 1606-1616
Persistent link: https://www.econbiz.de/10012197576
Cover Image
The behavior of emerging market sovereigns' credit default swap premiums and bond yield spreads
Adler, Michael; Song, Jeong - In: International journal of finance & economics : IJFE 15 (2010) 1, pp. 31-58
Persistent link: https://www.econbiz.de/10008702370
Cover Image
Sovereign bond spreads and credit sensitivity
Schefer, Ricardo - 2020
Expectations of risky bond payments are unobservable and recovery rates for sovereigns are hard to estimate because …
Persistent link: https://www.econbiz.de/10012307696
Cover Image
Corporate yields and sovereign yields
Bevilaqua, Julia; Hale, Galina; Tallman, Eric - 2019
Persistent link: https://www.econbiz.de/10012123481
Cover Image
Impact of declining interest rates on European primary bond market
Verner, Robert; Remiáš, Peter - In: Investment management and financial innovations 14 (2017) 2, pp. 328-335
Persistent link: https://www.econbiz.de/10011818958