We investigate the synchronization of Eurozone's government bond yields at different maturities. For this purpose, we … combine principal component analysis with random matrix theory. We find that synchronization depends upon yields maturity … partially recover after 2015. We show the existence of a duality between our empirical results and portfolio theory and we point …

that the relative equity and bond yield values are, to a large extent, driven by inflation volatility. High inflation … benign inflation volatility when the bond yield became higher. Evidence for a long span of US data, and shorter German …Understanding the behaviour of the equity yield and its relation to the bond yield is important for portfolio managers …

, these growth and inflation dynamics are crucial for rationalizing key stylized facts in bond markets. When calibrated to …This paper studies the equilibrium term structure of nominal and real interest rates and time-varying bond risk premia … firms drive low-frequency movements in growth and inflation rates that are negatively related. With recursive preferences …

bonds with higher collateral haircuts. The importance of collateral haircuts on bond yields remains robust after controlling …

depend on the type and nature of the surprise and change over time. Decomposing bond yields into expected short-term interest … rates and the term premium reveals that both signalling and portfolio rebalancing effects explain the responses of bond … important to Swiss government bond yields than Swiss stock prices …

level and money supply on money market rates and government bond yields. Expected consumption growth is modelled using …

effects of the European Central Bank's bond purchases in the 2015-2021 period on an international panel of bond safety premia … effects for all four countries. This points to an important international spillover channel of QE programs to bond safety …