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Akram, Tanweer; Li, Huiqing - 2020

This paper analyzes the nominal yields of UK gilt-edged securities ("gilts") based on a Keynesian perspective, which holds that the short-term interest rate is the primary driver of the long-term interest rate. Quarterly data are used to model gilts' nominal yields. These models bring to light...

Persistent link: https://www.econbiz.de/10012291941

Empirical study on the factors affecting bond market returns-evidence from Indian markets

Sharma, S. C.; Chhabra, Bhavna; Saxena, Navneet - In: International journal of bonds and derivatives 4 (2020) 2, pp. 114-125

Persistent link: https://www.econbiz.de/10012505157

Examining US monetary spillover to Indonesian local currency government bonds in volatile periods

Nugraha, Muhammad Fajar - 2023

This study analyzes the magnitude of the US monetary policy spillover on the Indonesian local currency government bond … local currency government bonds. [...] …

Persistent link: https://www.econbiz.de/10014289870

Modeling euro area bond yields using a time-varying factor model

Adam, Tomáš; Lo Duca, Marco - 2017

In this paper, we study the dynamics and drivers of sovereign bond yields in euro area countries using a factor model … mechanism of bond yields. Our key contribution is exploring both the global and the local dimensions of bond yield determinants … periphery euro area bond yields from the core countries yields following the financial crisis and the scope of their subsequent …