Macroeconomic variables play a vital role in determining sovereign bond yields of a country. This paper examines the impact of selected macroeconomic variables on Sovereign Bond yields of India. A causal design was used to find out effect of macroeconomic variables on bond yields. It is found...

Recent studies have documented the importance of asymmetry and tail-fatness of returns on portfolio-choice, asset-pricing, value-at-risk and option-valuation models. This article explores the nature of skewness and elongation in daily Exchange-traded Fund (ETF) return distributions using g, h...