factors have contributed to the recent decline in bond yields in the US. For that purpose, we start with a very general model … to establish a stable long-run relationship and find that the behaviour of bond rates in the last few years may well be … overestimation of bond yields is not unusual historically. Finally, our bond yield equation outperforms a random walk model in …

This study analyzes the magnitude of the US monetary policy spillover on the Indonesian local currency government bond …

This study examines the spillover effects of U.S. monetary policy normalization on Nigeria 10-Year Treasury bond yield … exchange rate and inflation, rather than the U.S. 10-Year sovereign bond yield, are the key drivers of Nigeria 10-Year bond …

whether the sensitivity of Canadian government bond yields to domestic and US macroeconomic data surprises changed at the zero … of government bond yields to domestic economic news was reduced only at shorter maturities in Canada than in the United …

contributory factor to this conundrum was the contemporaneous increase in US bond demand. Using ARDL-based models, which … accommodate structural breaks, this paper estimates the impact of demand on US bond yields in the conundrum period. This impact is … shown to have been everywhere significantly negative. The fact that our model fully explains the bond yield conundrum gives …

principles. Empirically, we show that four factors explain the discount bond excess return curve and term structure premium. Cash …