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Exchange rate dynamics and US dollar-denominated sovereign bond prices in emerging markets
Hui, Cho H.; Lo, Chi-Fai; Chau, Po-Hon - In: The North American journal of economics and finance : a … 44 (2018), pp. 109-128
Persistent link: https://www.econbiz.de/10012036515
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Government default, bonds, and bank lending around the world : what do the data say?
Gennaioli, Nicola; Martin, Alberto; Rossi, Stefano - 2016
Persistent link: https://www.econbiz.de/10011606947
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Local currency bond returns in emerging economies and the role of foreign investors
So, Inhwan; Valente, Giorgio; Wu, Jason - 2019
Persistent link: https://www.econbiz.de/10012202946
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Exchange rate dynamics and United States dollar-denominated sovereign bond prices in emerging markets
Hui, Cho H.; Lo, Chi-fai; Chau, Po-hon - 2017
The study conducts an empirical test on dollar-denominated sovereign credit spreads in emerging markets, including Brazil, Colombia, Mexico, the Philippines, the Russian Federation, and Turkey to examine their relationship with each country's exchange rate and the United States (US) Treasury...
Persistent link: https://www.econbiz.de/10011756971
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The determinants of cross-border bond risk premia
Ge, Futing; Zhang, Weiguo - In: Journal of international financial markets, … 81 (2022), pp. 1-19
Persistent link: https://www.econbiz.de/10013533410
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Mutual funds and safe government bonds : do returns matter?
Graziano, Marco; Habib, Maurizio Michael - 2024
This paper investigates the sensitivity of the demand for safe government debt to currency unhedged and hedged excess returns in a sample of US mutual funds. We find evidence of active rebalancing towards government bonds that offer relatively higher returns on an unhedged basis, in particular...
Persistent link: https://www.econbiz.de/10014527087
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Valutazione dei titoli obbligazionari : modelli per controllare i rendimenti e il rischio di mercato
Erzegovesi, Luca (contributor) - 1993 - 1. ed
Persistent link: https://www.econbiz.de/10000897577
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The relevance of primary dealers for public bond issues
Breuer, Wolfgang - 1999
maximize its revenues from public bond issuances. Some of these interventions can be thought of as characteristics of a … secondary market turnover requirements for primary dealers with respect to bond sales seem to be in general more adequate than … the definition of maximum bid-ask-spreads or minimum turnover requirements with respect to bond purchases. Moreover …
Persistent link: https://www.econbiz.de/10009768271
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General equilibrium and reduced-form pricing, hedging and econometric analysis of fixed-income markets
Ulrich, Maxim - 2008
Persistent link: https://www.econbiz.de/10003751650
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Do Debt Markets Price Ṣukūk and Conventional Bonds Differently?
Safari, Meysam - 2017
the issuing firm's beta risk significantly, which is consistent with capital structure theory. These new findings on the …
Persistent link: https://www.econbiz.de/10012943895