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Interest rate risk of bond prices on Macedonian Stock Exchange - empirical test of the duration, modified duration and convexity and bonds valuation
Ivanovski, Zoran; Stojanovski, Toni Draganov; … - In: Economic research 26 (2013) 3, pp. 47-62
Persistent link: https://www.econbiz.de/10010196415
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Interest Rate Risk of Corporate Bond Prices on Bombay Stock Exchange (BSE) –Empirical Test of the Duration, Modified Duration and Convexity
Maleki Nia, Nahid - 2019
Duration and convexity are important measures in fixed-income portfolio management and help develop methodologies in interest rate risk management. This article presents valuation of corporate Bonds on Bombay Stock Exchange (BSE) and empirical test of duration, modified duration and convexity of...
Persistent link: https://www.econbiz.de/10012864003
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Bewertung unbedingter börsenbehandelter Zins-Derivate und Analyse von Arbitrage-Gewinnmöglichkeiten mit Hilfe von Arbitrage-Signalen
Giegold, Uwe Alexander - 2004
Persistent link: https://www.econbiz.de/10012874882
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Asset prices and real economic activity : revisiting the international cases and the evidence from Japan
Tsuji, Chikashi - In: International business and finance issues, (pp. 103-132). 2007
Persistent link: https://www.econbiz.de/10003708898
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Spekulation, Preisbildung und Volatilität auf Finanz- und Devisenmärkten
Alexander, Volbert; Kugler, Peter; Streissler, Erich; … - Verein für Socialpolitik / Ausschuss für Geldtheorie … - 1998
von J. Wolters analysiert die Renditestruktur am deutschen Kapitalmarkt. Gemäß der Erwartungshypothese der Zinsstruktur … Spreads festgestellt werden. Dies bedeutet, daß die Zinsstruktur nicht nur von einem, sondern von zwei gemeinsamen Faktoren … Zinsparität sowie der Erwartungshypothese der Zinsstruktur und der Notenbankpolitik. In einem Modell mit rationalen Erwartungen …
Persistent link: https://www.econbiz.de/10011401983
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Bond market response to the collapse of prominent investment banks
Li, Si; Madura, Jeff; Richie, Nivine - In: The financial review : the official publication of the … 48 (2013) 4, pp. 645-670
Persistent link: https://www.econbiz.de/10010197661
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Asset reliability and security prices : evidence from credit markets
Arora, Navneet; Richardson, Scott; Tuna, İrem - In: Review of accounting studies 19 (2014) 1, pp. 363-395
Persistent link: https://www.econbiz.de/10010347377
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The bond-stock yield differential as a risk indicator in financial markets
Consigli, Giorgio; MacLean, Leonard C.; Zhao, Yonggan; … - In: Journal of risk 11 (2008/09) 3, pp. 3-24
Persistent link: https://www.econbiz.de/10003844341
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Financial and capital markets' responses to changes in the central bank's target interest rate : the case of Japan
Honda, Yuzo; Kuroki, Yoshihiro - In: The economic journal : the journal of the Royal … 116 (2006), pp. 812-842
Persistent link: https://www.econbiz.de/10003350427
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Large fluctuations in financial models
Borkovec, Milan - 1999
Persistent link: https://www.econbiz.de/10001377628