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Macroeconomic indicators and yield curve of Indonesian government bond
Santosa, Perdana Wahyu - In: Business, mangagement and economics engineering : BMEE 19 (2021) 1, pp. 34-48
macroeconomic factors or macro-risk on the yield curve of the SUN bond. Methodology - The type of data used in this study is … bond yield curve. These findings can arrange a strategy to develop the bond market and obtain funding with a low cost of …Purposes - Indonesian government bond (known as SUN) plays an essential role in financing sustainable development in …
Persistent link: https://www.econbiz.de/10012695339
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Bond yield spreads in the Eurozone
Proksová, Denisa; Bohdalová, Mária - In: Analele ştiinţifice ale Univerşităţii Alexandru … 62 (2015) 2, pp. 221-239
Persistent link: https://www.econbiz.de/10011303532
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Optimized Taylor rules with domestic bond yields in emerging market economies
Gadanecz, Blaise; Miyajima, Ken; Urban, Jörg - In: Applied economics letters 22 (2015) 7/9, pp. 688-692
Persistent link: https://www.econbiz.de/10010530105
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The effect of Eurosystem Asset Purchase Programmes on euro area sovergein bond yields during the Covid-19 pandemic
Hondroyiannis, George B.; Papaoikonomou, Dimitrios - 2021
Persistent link: https://www.econbiz.de/10012792394
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The empirics of UK gilts' yields
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
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Assessing the spillover effects of U.S. monetary policy normalization on Nigeria sovereign bond yield
Tule, Kpughur Moses; Odonye, Osana Jackson; Afangideh, … - In: Financial innovation : FIN 5 (2019) 32, pp. 1-16
This study examines the spillover effects of U.S. monetary policy normalization on Nigeria 10-Year Treasury bond yield … exchange rate and inflation, rather than the U.S. 10-Year sovereign bond yield, are the key drivers of Nigeria 10-Year bond … yield. Additionally, the spillover effect from the U.S. monetary policy was amplified by oil price shocks and changes in …
Persistent link: https://www.econbiz.de/10012267086
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ECB policies involving government bond purchases : impact and channels
Krishnamurthy, Arvind; Nagel, Stefan; … - In: Review of finance : journal of the European Finance … 22 (2018) 1, pp. 1-44
Persistent link: https://www.econbiz.de/10011990195
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German bond yields and debt supply : is there a "bund premium"?
Paret, Anne-Charlotte; Weber, Anke - 2019
, which is more pronounced for higher maturities and when risk aversion proxied by bond market volatility is high. Going …
Persistent link: https://www.econbiz.de/10012154614
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Nonlinearities in the Brazilian yield curve
Araújo, Luiz Alberto d'Ávila de; Andrade, Joaquim Pinto de - In: Emerging markets finance & trade : a journal of the … 51 (2015), pp. 3-13
Persistent link: https://www.econbiz.de/10011561371
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An empirical analysis of long-term Brazilian interest rates
Akram, Tanweer; Uddin, Syed Helal - 2020
This paper empirically models the dynamics of Brazilian government bond (BGB) yields based on monthly macroeconomic … data in the context of the evolution of Brazil's key macroeconomic variables. The results show that the current short …-term interest rate. These findings have important policy implications for Brazil. This paper relates the findings of the estimated …
Persistent link: https://www.econbiz.de/10012222455