We examine the risk minimization utility of Islamic stock and Sukuk (bond) indices by studying their linkages against …

Corporate bond returns in the major developed economies increase with risk, as measured by maturity and ratings. From a … variation of corporate bond returns than global factors. The factor exposures show intuitive patterns: as ratings worsen, equity … betas show a hockey stick pattern, sovereign betas decline monotonically and corporate bond betas increase steeply. …

correlations between sukuk and conventional bond and stock markets. Asymmetric volatility spillover effects are observed from …

we can compute a bond invoice i.e., the present value for a given cash investment in the bond. We present the classical … bond pricing formulae and show how to modify this formula to account for accrued interest.To be able to evaluate bond cash … the bond. There is no closed-form analytical solution. Therefore, it must be solved for using an optimization algorithm …

Studies of bond return predictability find a puzzling disparity between strong statistical evidence of return … accounting for important features of bond return models such as time varying parameters, volatility dynamics, and unspanned macro … performance of forecast combinations. Consistent with models featuring unspanned macro factors, our forecasts of future bond …

This paper analyses linkages between green, conventional (corporate and sovereign) bond markets and geopolitical risk … conventional bond markets. Green bond markets are significantly affected by sovereign and corporate bonds in both regimes, with …