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Natural rate chimera and bond pricing reality

Brand, Claus; Goy, Gavin; Lemke, Wolfgang - 2020

Incorporating arbitrage-free term-structure dynamics into a semi-structural macro-model, we jointly estimate the real equilibrium interest rate (r*), trend inflation, and term premia for the United States and the euro area, using a Bayesian approach. The natural real rate and trend inflation are...

Persistent link: https://www.econbiz.de/10012425011

Lévy-Vasicek models and the long-bond return process

Brody, Dorje C.; Hughston, Lane P.; Meier, David M. - In: International journal of theoretical and applied finance 21 (2018) 3, pp. 1-26

Persistent link: https://www.econbiz.de/10011889447

What factors shape the liquidity levels of euro area sovereign bonds?

Jurksas, Linas - In: Open economics 1 (2018) 1, pp. 154-166

hundred bonds from six largest euro area sovereign bond markets. The created variables were used in a cross …-sectional regression model. The results revealed that characteristics of sovereign bonds are indeed highly linked with bond liquidity …

Persistent link: https://www.econbiz.de/10011989217

Monetary policy, bond returns and debt dynamics

Berndt, Antje; Yeltekin, Şevin - In: Journal of monetary economics 73 (2015), pp. 119-136

Persistent link: https://www.econbiz.de/10011381760

Corporate yields and sovereign yields

Bevilaqua, Julia; Hale, Galina; Tallman, Eric - In: Journal of international economics 124 (2020), pp. 1-15

Persistent link: https://www.econbiz.de/10012590677

Green bond pricing and its determinant : evidence from Chinese secondary market

Janda, Karel; Zhang, Binyi - In: Regulation of Finance and Accounting : 21st and 22nd …, (pp. 191-211). 2022

Persistent link: https://www.econbiz.de/10013448491

The war that bond markets did not perceive as such : the prices of South African bonds during the Second Anglo-Boer War: an extreme case of resilience

Oosterlinck, Kim; Van Gansbeke, Marie - In: Expectations : theory and applications from historical …, (pp. 147-167). 2020

When a conflict breaks out, warring states' bond prices generally experience sharp declines. As military defeat may … reveals the important role played by Rothschild, the underwriter. When the bond was first issued, Rothschild signalled that … should a war break out the bond would be repaid. Once the war became reality, Rothschild was instrumental in making sure …

Persistent link: https://www.econbiz.de/10012199577

Regulations in the U.S. and bond market liquidity

Viet Tien Ho; Thi Nam Phuong Ho - In: Journal of economic development 45 (2020) 1, pp. 3-29

Persistent link: https://www.econbiz.de/10012602591

Conceptual framework for blended financing scheme : public-private partnership and Indonesia sovereign sukuk

Handayani, Dian; Surachman, Eko Nur - In: Public sector accountants and quantum leap : how far we …, (pp. 105-109). 2020

Persistent link: https://www.econbiz.de/10012305483

Sovereign green bonds in Europe : are they effective in supporting the green transition?

Chesini, Giuseppina - In: New Challenges for the Banking Industry : Searching for …, (pp. 185-212). 2023

Persistent link: https://www.econbiz.de/10014322472