Siegel (NS) parametrization of the yield curve to predict the Brazilian term structure of interest rates. Importantly, we …

Long-duration public bonds denominated in local currency have been traded with liquidity in Brazil since the late 2000s …. I use the twelve years or so of now available data to study bond risk premia. As previously documented for the US, a … after controlling for domestic interest, dividend-yield and US risk premium variation. The return factor is slightly …

macroeconomic factors or macro-risk on the yield curve of the SUN bond. Methodology - The type of data used in this study is … bond yield curve. These findings can arrange a strategy to develop the bond market and obtain funding with a low cost of …Purposes - Indonesian government bond (known as SUN) plays an essential role in financing sustainable development in …

Expectations of risky bond payments are unobservable and recovery rates for sovereigns are hard to estimate because … of modified yield duration. …