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Japan's impactful augmentation of quantitative easing sovereign-bond purchases

Inaba, Kei-Ichiro - In: The North American journal of economics and finance : a … 54 (2020), pp. 1-16

Persistent link: https://www.econbiz.de/10012665111

Chasing contractual cash flows

Nicoll, William - In: Pensions : an international journal 16 (2011) 4, pp. 271-276

Persistent link: https://www.econbiz.de/10009546125

Contemporary perceptions of the First World War reflected in the capital markets

Adams, David S. - In: Scandinavian economic history review 63 (2015) 1, pp. 1-23

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Fixed income strategies based on the prediction of parameters in the NS model for the Spanish public debt market

Andrada Félix, Julián; Fernandez-Perez, Adrian; … - In: SERIEs : Journal of the Spanish Economic Association 6 (2015) 2, pp. 207-245

Using different econometric models, Diebold and Li (J Econom 130:337-364, 2006) addressed the practical problem of forecasting the yield curve by predicting the factors level, slope and curvature in the Nelson-Siegel framework. This paper has two main aims: on the one hand, to investigate the...

Persistent link: https://www.econbiz.de/10011311742

Active currency management of international bond portfolios

Konstantinov, Gueorgui - In: Financial markets and portfolio management 28 (2014) 1, pp. 63-94

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Market liquidity and market making : the case of fixed income and low interest rates

Strøm Kristoffersen, Mark; Pedersen, Jesper - 2015

Market liquidity and market making – the case of fixed income and low interest rates Market liquidity has received a lot of attention lately, especially in fixed-income markets. This paper studies the determinants of market liquidity in a theoretical model for market making with inventory...

Persistent link: https://www.econbiz.de/10011439590