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Sovereign bond spreads and credit sensitivity
Schefer, Ricardo - 2020
Expectations of risky bond payments are unobservable and recovery rates for sovereigns are hard to estimate because … of modified yield duration. …
Persistent link: https://www.econbiz.de/10012307696
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Corporate yields : effect of credit ratings and sovereign yields
Hale, Galina; Bevilaqua, Julia; Tallman, Eric - 2020
Persistent link: https://www.econbiz.de/10012202073
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Time-varying threshold dynamics of US bond yield spreads and Dow index returns
Lee, Nicholas Rueilin; Lin, Yih-Bey; Chen, Ming-Jun - In: International journal of monetary economics and finance … 16 (2023) 6, pp. 505-521
Persistent link: https://www.econbiz.de/10015066090
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Essays on term structure modeling : estimation, nonlinearities and immunization
Archontakis, Theofanis - 2007
Persistent link: https://www.econbiz.de/10003637458
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Common factors in international bond returns and a joint ATSM to match them
Gabriel, Christian - In: Theoretical economics letters 4 (2014) 7, pp. 532-539
Persistent link: https://www.econbiz.de/10010531345
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An empirical analysis of the relationship between US and Colombian long-term sovereign bond yields
Guarín, Alexander; Moreno, José Fernando; Vargas H., … - In: Ensayos sobre política económica 32 (2014), pp. 68-86
Persistent link: https://www.econbiz.de/10011504642
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Benchmark yield undershooting in the E.M.U.
Antzulatos, Angelos A. (contributor) - 2002
Persistent link: https://www.econbiz.de/10001712632
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Kapitalmarktmodelle zur Bestimmung erwarteter Renditen festverzinslicher Wertpapiere
Langewand, Jens - 2000
Persistent link: https://www.econbiz.de/10001511077
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Modelling the yields on Australian coupon paying bonds
Hunt, Benjamin F. - 1995
Persistent link: https://www.econbiz.de/10000986255
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On the Inflation Risks Embedded in Sovereign Bond Yields : A Revisit
Camba-Mendez, Gonzalo - 2020
-varying compensation for expected and unexpected inflation shocks embedded in the sovereign bond yields of Germany, France, Japan and the … United States. Our empirical results suggest that the current environment of very low nominal sovereign bond yields, is a …
Persistent link: https://www.econbiz.de/10012842461