bond and global emerging market indices returns dynamics. The study, with a time period ranging from 2017 to 2020, applies … market index and Sukuk bond price returns, except the one. There is no impact of the financial uncertainty indicator … causal impact among the global emerging and Sukuk bond markets will help formulate future trading strategies in particular to …

Recent findings on the term structure of equity and bond yields pose serious challenges to existing models of … dynamics of equity and bond yields (and their yield spreads). The movements of equity and bond yields are driven mainly by … returns/yields and nominal bond returns/yields switched from positive to negative after the late 1990s, owing mainly to a …

Equilibrium bond-pricing models rely on inflation being bad news for future growth to generate upward-sloping nominal …

Some key features in the historical dynamics of U.S. Treasury bond yields-a trend in long-term yields, business cycle …

Riksbank and the European Central Bank (ECB) on bond risk premia in the Swedish government bond market. Using a novel arbitrage … inflation risk premia, and increased nominal bond safety premia, suggestive of signaling, portfolio rebalance, and safe asset …-free dynamic term structure model of nominal and real bond prices that accounts for bondspecific safety premia, we find that …