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Expected future tax policy and tax-exempt bond yields
Poterba, James M. - 1984
Persistent link: https://www.econbiz.de/10002675162
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The Interest Rate Sensitivity of Tax-Exempt Bonds Under Tax-Neutral Valuation
Kalotay, Andrew - 2014
, purchasing a bond at 80 would trigger an 8-point tax liability. The paper develops a rigorous approach to the pricing of munis by … duration of a 10-year taxable bond is roughly 8.5 years, while that of a 10-year muni can exceed 13 years. Tax …
Persistent link: https://www.econbiz.de/10013053608
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Expected Future Tax Policy and Tax-Exempt Bond Yields
Poterba, James M. - 1984
This paper tests several competing models of municipal bond market equilibrium. It analyzes the influence of changes in …
Persistent link: https://www.econbiz.de/10012477619
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Sovereign bond spreads and credit sensitivity
Schefer, Ricardo - 2020
Expectations of risky bond payments are unobservable and recovery rates for sovereigns are hard to estimate because …
Persistent link: https://www.econbiz.de/10012307696
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Stylised properties of the interest rate term structure under the benchmark approach
Fergusson, Kevin; Platen, Eckhard - 2014
Persistent link: https://www.econbiz.de/10011344800
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Term structure persistence
Abbritti, Mirko; Gil-Alaña, Luis A.; Lovcha, Yuliya; … - In: Journal of financial econometrics : official journal of … 14 (2016) 2, pp. 331-352
Persistent link: https://www.econbiz.de/10011589005
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Bond return predictability : economic value and links to the macroeconomy
Gargano, Antonio; Pettenuzzo, Davide; Timmermann, Allan - In: Management science : journal of the Institute for … 65 (2019) 2, pp. 508-540
Persistent link: https://www.econbiz.de/10012000665
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The Supply Elasticity of Tax-Exempt Bonds
Joulfaian, David - 2011
bond issuance is sensitive to borrowing costs …
Persistent link: https://www.econbiz.de/10013131452
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Taxing Social Impact Bonds
Mazur, Orly - 2019
bond (SIB), has the potential to help us tackle some of our nation's most challenging social problems. Broadly speaking, a …
Persistent link: https://www.econbiz.de/10012902392
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How to estimate the yield curve and the forward rate curve by means of bond prices?
Delbaen, F.; Lorimier, S. - 1992
Persistent link: https://www.econbiz.de/10000136405