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Baffes, John; Savescu, Cristina - In: Applied economics letters 21 (2014) 7/9, pp. 447-452

Persistent link: https://www.econbiz.de/10010414368

Fixed income investing : a classic in a time of increased uncertainty

Poufinas, Thomas - 2022

Fixed income investments have been a topic of broad interest, in particular for institutional investors such as insurance companies and pensions schemes. They were considered safe heavens in turbulent times by almost all other institutional and individual investors and are used for strategies...

Persistent link: https://www.econbiz.de/10012659711

Fixed Income Investing : A Classic in a Time of Increased Uncertainty

Poufinas, Thomas - 2022

1. Introduction -- 2. Bonds -- 3. Term Structure -- 4. Fixed Income Portfolio Management -- 5. Interest Rate Derivatives -- 6. Credit Derivatives -- 7. Bond Markets -- 8. Bond Funds -- 9. Risks and Risk Management -- 10. Bonds and Crises -- 11. Bonds and Debt -- 12. Bonds vs. Stocks -- 13....

Persistent link: https://www.econbiz.de/10013170811

The shape of the treasury yield curve and commodity prices

Bayaa, Yasmeen; Qadan, Mahmoud - In: International review of financial analysis 94 (2024), pp. 1-22

Persistent link: https://www.econbiz.de/10014543998

Forecasting inflation and the inflation risk premiums using nominal yields

Feunou, Bruno; Fontaine, Jean-Sébastien - 2012

We provide a decomposition of nominal yields into real yields, expectations of future inflation and inflation risk premiums when real bonds or inflation swaps are unavailable or unreliable due to their relative illiquidity. We combine nominal yields with surveys of inflation forecasts within a...

Persistent link: https://www.econbiz.de/10009668398

Improving overnight loan identification in payments systems

Rempel, Mark - 2014

Information on the allocation and pricing of over-the-counter (OTC) markets is scarce. Furfine (1999) pioneered an algorithm that provides transaction-level data on the OTC interbank lending market. The veracity of the data identified, however, is not well established. Using permutation methods,...

Persistent link: https://www.econbiz.de/10010363591

Funding advantage and market discipline in the Canadian banking sector

Beyhaghi, Mehdi; D'Souza, Chris; Roberts, Gordon S. - 2013

' funding advantage in Canada, and on the extent to which market discipline exists across different securities issued by the … Canadian banks. The banking sector in Canada provides a unique setting in which to examine market discipline along with the … prospects of proposed reforms, because Canada has no history of government bailouts. Our results suggest that large banks likely …

Persistent link: https://www.econbiz.de/10010225470