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We analyze the risk premium on bank bonds at origination with a special focus on the role of implicit and explicit … bond placements. …
Persistent link: https://www.econbiz.de/10010343421
has marked the outer boundary of Treasury bond maturities. However, longer-term bonds were not unknown in earlier years …
Persistent link: https://www.econbiz.de/10011586602
This article examines whether there is a correlation between the government bond markets of Asian countries and those … of the USA, and whether the efforts of international organizations to improve bond markets have had any effect in East … Asia. Because the sizes of the government bond markets are larger than those of the corporate bond markets in East Asia …
Persistent link: https://www.econbiz.de/10013060911
The purpose of this study is to develop an efficient strategy for managing fixed-income portfolios in crisis periods. We use the volatility ratio model of Briere and Szafarz (2008) and the Expected Tail Loss (ETL) approach of Litzenberger and Modest (2008). Our methodology is applied to U.S. and...
Persistent link: https://www.econbiz.de/10009564251
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 …
Persistent link: https://www.econbiz.de/10012267086
We examine the relationship between lax monetary policy, access to high-yield bond markets and productivity in the US … around FOMC announcements, we isolate the increased access to high-yield bond markets relative to investment-grade bond … investors’ appetite for high-yield US corporate bonds, thereby increasing access to high-yield bond markets for firms with a …
Persistent link: https://www.econbiz.de/10011975741
The focus of this article is to examine the recent historical record of the US equity and government bond markets in an … method allows us to identify the dates where the equity index is negative coupled with positive government bond movements …
Persistent link: https://www.econbiz.de/10003963193
Persistent link: https://www.econbiz.de/10009231606
We analyze how interest rates affect cross-border portfolio investments. Data on U.S. bond holdings by foreign …
Persistent link: https://www.econbiz.de/10011917242
Persistent link: https://www.econbiz.de/10012135282