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Corporate yields and sovereign yields
Bevilaqua, Julia; Hale, Galina; Tallman, Eric - 2019
Persistent link: https://www.econbiz.de/10012123481
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Corporate yields and sovereign yields
Hale, Galina; Bevilaqua, Julia; Tallman, Eric - 2020
Persistent link: https://www.econbiz.de/10012202064
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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
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A cross-sectional application of the Nelson-Siegel-Svensson model to several negative yield cases
Garcia, Maria Terese Medeiros; Carvalho, Vítor Hugo … - In: Cogent economics & finance 7 (2019) 1, pp. 1-54
The appearance of negative bond yields presents significant challenges for the fixed income markets, which mainly … negative sovereign bond yields. We conclude that the model adjusted well for all countries' yield curves, although no changes …
Persistent link: https://www.econbiz.de/10012023361
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Bond return predictability : economic value and links to the macroeconomy
Gargano, Antonio; Pettenuzzo, Davide; Timmermann, Allan - In: Management science : journal of the Institute for … 65 (2019) 2, pp. 508-540
Persistent link: https://www.econbiz.de/10012000665
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Term structure persistence
Abbritti, Mirko; Gil-Alaña, Luis A.; Lovcha, Yuliya; … - In: Journal of financial econometrics : official journal of … 14 (2016) 2, pp. 331-352
Persistent link: https://www.econbiz.de/10011589005
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Machine learning treasury yields
Kakushadze, Zura; Yu, Willie - In: Bulletin of applied economics 7 (2020) 1, pp. 1-65
Persistent link: https://www.econbiz.de/10012807008
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Yield curve construction : a note on the Moldovan bond market
Speian, Olesea; Ganea, Victoria; Kyriakopoulos, Constantinos - In: Bulletin of applied economics 9 (2022) 1, pp. 137-146
Persistent link: https://www.econbiz.de/10013407309
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Extraction of proxy relative sovereign bond yield curve factors
Ishii, Hokuto - In: Applied economics letters 29 (2022) 20, pp. 1927-1930
Persistent link: https://www.econbiz.de/10013412335
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A trend analysis of Eurobond yields in Africa
Mutize, Misheck - In: International journal of monetary economics and finance … 15 (2022) 1, pp. 19-34
Persistent link: https://www.econbiz.de/10013256799