Purposes - Indonesian government bond (known as SUN) plays an essential role in financing sustainable development in … macroeconomic factors or macro-risk on the yield curve of the SUN bond. Methodology - The type of data used in this study is … are some government bodies such as the Bank Indonesia website (www.bi.go.id) and the Indonesian site Bond Market Directory …

inflation volatility. Using an approximate solution to bond prices, we show that the ZLB model successfully captures interest …

the time-varying correlation of US stock and bond returns. Key ingredients are time-varying first and second moments of … bond returns. High levels of macro volatility in the late 1970s and early 1980s caused stock and bond returns to comove …

The rise of bond financing in EuropeUsing large panel data of public and private firms, this paper dissects the growth … of bond financing in the Euro Area through the lens of the cross-section of issuers. In recent years, the composition of … bond issuers has shifted, with the entry of many smaller and riskier issuers. New issuers invest and grow, instead of …

bond portfolios. During the QE period, the bond portfolios have significantly lower excess returns and variances, and their …