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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
Persistent link: https://www.econbiz.de/10011612825
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We analyze the effect of the US Federal Reserve's monetary policy on EME sovereign and corporate bond markets by … focusing on two dimensions: the evolution of the structure (size and currency composition) of the bond markets and their … allocations within the bond portfolios of US investors. Global factors, particularly the level of long-term US Treasury yields …
Persistent link: https://www.econbiz.de/10012455054
We analyze the effect of the US Federal Reserve's monetary policy on EME sovereign and corporate bond markets by … focusing on two dimensions: the evolution of the structure (size and currency composition) of the bond markets and their … allocations within the bond portfolios of US investors. Global factors, particularly the level of long-term US Treasury yields …
Persistent link: https://www.econbiz.de/10012950839
This study analyzes the magnitude of the US monetary policy spillover on the Indonesian local currency government bond …
Persistent link: https://www.econbiz.de/10014289870
Persistent link: https://www.econbiz.de/10013192097
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the model based on U.S. government bond yields applying Markov chain Monte Carlo techniques we find that the yield factors … and factor volatilities follow highly persistent processes. Using the extracted factors to explain one-year-ahead bond …
Persistent link: https://www.econbiz.de/10003770770
Persistent link: https://www.econbiz.de/10010360082