Narrow search
Showing 1 - 10 of 5,980
Cover Image
Does time varying risk premia exist in the international bond market? : an empirical evidence from Australian and French bond market
Aftab, Hira; Beg, Rabiul Alam - In: International Journal of Financial Studies : open … 9 (2021) 1/3, pp. 1-13
changing behavior of time varying risk premium for holding 10 year maturity bond using a bivariate VARMA-DBEKK-AGARCH-M model …. The model allows for asymmetric risk premia, causality and co-volatility spillovers jointly in the global bond markets …. Empirical results show significant asymmetric partial co-volatility spillovers and risk premium exist in the bond markets. The …
Persistent link: https://www.econbiz.de/10012422545
Cover Image
Impact of the introduction of index-linked bonds on a nonindexed bond
Chen, Li-Hsueh; Garston, Neil - In: Applied economics letters 15 (2008) 7/9, pp. 583-586
Persistent link: https://www.econbiz.de/10003741359
Cover Image
Chasing contractual cash flows
Nicoll, William - In: Pensions : an international journal 16 (2011) 4, pp. 271-276
Persistent link: https://www.econbiz.de/10009546125
Cover Image
The effects of quantitative easing on the volatility of the gilt-edged market
Steeley, James M.; Matyushkin, Alexander - In: International review of financial analysis 37 (2015), pp. 113-128
Persistent link: https://www.econbiz.de/10011317236
Cover Image
The long-run relationship among index-linked bonds and conventional bonds
Benlagha, Noureddine - In: Review of economics & finance (2013) 1, pp. 15-24
Persistent link: https://www.econbiz.de/10009728566
Cover Image
The side effects of quantitative easing : evidence from the UK bond market
Steeley, James M. - In: Journal of international money and finance 51 (2015), pp. 303-336
Persistent link: https://www.econbiz.de/10011475561
Cover Image
The international bond market : interest rate and exchange rate relationships
Geadah, Sami - 1980
Persistent link: https://www.econbiz.de/10002400293
Cover Image
International bond markets and instruments
Steward, Christopher B. - In: The handbook of fixed income securities, (pp. 393-408). 2005
Persistent link: https://www.econbiz.de/10003054498
Cover Image
Modelling the yields on Australian coupon paying bonds
Hunt, Benjamin F. - 1995
Persistent link: https://www.econbiz.de/10000986255
Cover Image
Development of international bond markets in the region -New Miyazawa Initiative-
Kobayashi, Toshio - In: Bond market development in Asia, (pp. 173-175). 2001
Persistent link: https://www.econbiz.de/10001585570