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Mutual funds and safe government bonds : do returns matter?

Graziano, Marco; Habib, Maurizio Michael - 2024

This paper investigates the sensitivity of the demand for safe government debt to currency unhedged and hedged excess returns in a sample of US mutual funds. We find evidence of active rebalancing towards government bonds that offer relatively higher returns on an unhedged basis, in particular...

Persistent link: https://www.econbiz.de/10014527087

Bond price fragility and the structure of the mutual fund industry

Giannetti, Mariassunta; Jotikasthira, Chotibhak - 2022

Persistent link: https://www.econbiz.de/10012816023

The contribution of US bond demand to the US bond yield conundrum of 2004 - 2007 : an empirical investigation

Goda, Thomas; Lysandrou, Photis; Stewart, Chris - In: Journal of international financial markets, … 27 (2013), pp. 113-136

Persistent link: https://www.econbiz.de/10010411749

Industrial revenue bonds : tests of the Bank Arbitrage Hypothesis, the Miller hypothesis, and segmentation of the tax-exempt bond market

Allen, David S. - In: The journal of applied business research 11 (1995) 2, pp. 110-120

Persistent link: https://www.econbiz.de/10001183945

Why are U.S. Bond Yields so High?

Neely, Christopher J. - 2020

Persistent link: https://www.econbiz.de/10012851820

The Contribution of US Bond Demand to the US Bond Yield Conundrum of 2004 to 2007 : An Empirical Investigation

Goda, Thomas - 2014

contributory factor to this conundrum was the contemporaneous increase in US bond demand. Using ARDL-based models, which … accommodate structural breaks, this paper estimates the impact of demand on US bond yields in the conundrum period. This impact is … shown to have been everywhere significantly negative. The fact that our model fully explains the bond yield conundrum gives …

Persistent link: https://www.econbiz.de/10013056806