Showing 1 - 10 of 325
Persistent link: https://www.econbiz.de/10011856933
macroeconomic factors or macro-risk on the yield curve of the SUN bond. Methodology - The type of data used in this study is … foreign exchange reserves effect inversely on the yield curve. The BI rate, inflation rate, and oil price have a positive … effect on yield significantly. Furthermore, the current account deficit has no significant impact on the yield curve for the …
Persistent link: https://www.econbiz.de/10012695339
Persistent link: https://www.econbiz.de/10012807008
factors influence their yield. The goal of the research is to investigate the relationship between macroeconomic factors and … the yield of government bonds. We use regression models on a dataset of 22 countries with post-industrial economics for … between the yield of government bonds and gold. Moreover, we indicate a positive association between the yield of government …
Persistent link: https://www.econbiz.de/10013365593
Persistent link: https://www.econbiz.de/10014382064
Persistent link: https://www.econbiz.de/10003755357
Persistent link: https://www.econbiz.de/10003765477
We introduce a Nelson-Siegel type interest rate term structure model with the underlying yield factors following … struc- ture and are associated with the time-varying uncertainty of the yield curve's level, slope and curvature. Estimating … the model based on U.S. government bond yields applying Markov chain Monte Carlo techniques we find that the yield factors …
Persistent link: https://www.econbiz.de/10003770770
Persistent link: https://www.econbiz.de/10003789683
Persistent link: https://www.econbiz.de/10003351731