US, Germany and Japan. We analyze both currency-hedged as well as unhedged bond returns. For currency-hedged bond returns …In this paper we estimate and interpret the factors that jointly determine bond returns of different maturities in the …, we find that five factors explain 96.5% of the variation of bond returns. These factors can be associated with changes in …

This letter investigates the time-varying behavior of long memory in sovereign and corporate bond indices of seven … crisis affects more the informational efficiency of the corporate bond market than the sovereign bond market …

.S. and Germany. After presenting a detailed overview of U.S. and German regulations, this study thoroughly compares the level … of flexibility funds have in both countries. I find that funds in the U.S. and Germany face limits on direct leverage … their net assets). Additionally, issuer-oriented rules in the U.S. and Germany account for issuer risk differently: U …

.S. and Germany. After presenting a detailed overview of U.S. and German regulations, this study thoroughly compares the level … of flexibility funds have in both countries. I find that funds in the U.S. and Germany face limits on direct leverage … their net assets). Additionally, issuer-oriented rules in the U.S. and Germany account for issuer risk differently: U …