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 …

Affine term structure models; Bond return distributions; Corporate bonds; Credit rating; Fixed income portfolios …Besides the introduction, the thesis is organized in two parts. Part I assumes a bond investor with μ-σ preferences … 4 assesses the statistical distribution of daily EMU bond returns for the period 1999 to 2012. …

This paper studies the role of mutual fund yield in driving investor flows and performance of bond funds. Using two … common measures, the SEC yield and 12-month distribution yield, we find strong evidence that investors tend to chase bond … to higher fund risk. We also show that high yield bond funds suffer sharp losses during crisis periods, which trigger …

This book analyses and discusses bonds and bond portfolios. Different yields and duration measures are investigated …. The transition from a single bond to a bond portfolio leads to the equation for the internal rate of return. Its solution … is analyzed and compared to different approaches proposed in the financial industry. The impact of different yield …

The purpose of this paper is to study the compensation for in ation risks priced in sovereign bond yields. And we do so … expected and unexpected in ation shocks embedded in sovereign bond yields; and provides estimates of the real risk-free rate …. We show that nominal sovereign bond yields for Germany, France, Japan and the United States, reflect, over the more …

-- Chapter 5 Bond valuation -- Chapter 6 Yield curves -- Chapter 7 Term structure models -- Chapter 8 Real estate market …, dividend ratio model, yield curve and term structure, all of which are concepts used to analyse pricing and other behaviour in …