Understanding the behaviour of the equity yield and its relation to the bond yield is important for portfolio managers … previously greater than the bond yield-declined, while the bond yield rose and became higher. Research, seeking to understand … this, put forward the view that stock and bond return volatility is key. Evidence from the 2000s suggest that the relative …

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 …

Purposes - Indonesian government bond (known as SUN) plays an essential role in financing sustainable development in … macroeconomic factors or macro-risk on the yield curve of the SUN bond. Methodology - The type of data used in this study is … are some government bodies such as the Bank Indonesia website (www.bi.go.id) and the Indonesian site Bond Market Directory …

different borrowers that is distinct from the standard metrics gleaned from bond yields or credit-default swaps. As such, while …

parametric Nelson-Siegel model. Furthermore bond trading strategies are being discussed regarding the estimated model parameters …