Narrow search
Showing 1 - 10 of 2,861
Cover Image
Use of interest rate derivatives by US based domestic and global bond mutual funds
Bouriaux, Sylvie; Tomas, Michael J. - In: Journal of management research 1 (2009) 2, pp. 1-17
Persistent link: https://www.econbiz.de/10003914671
Cover Image
Can global bond fund managers generate alpha using currency volatility?
Konstantinov, Gueorgui - In: International journal of bonds and derivatives 1 (2014) 2, pp. 111-133
Persistent link: https://www.econbiz.de/10011312444
Cover Image
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
Cover Image
The global long-term interest rate, financial risks and policy choices in EMEs
Turner, Philip - 2014
Persistent link: https://www.econbiz.de/10010253390
Cover Image
Low long-term interest rates as a global phenomenon
Hördahl, Peter; Sobrun, Jhuvesh; Turner, Philip - 2016
Persistent link: https://www.econbiz.de/10011535651
Cover Image
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
Cover Image
Supply of Sovereign Safe Assets and Global Interest Rates
R.T. Ferreira, Thiago; Shousha, Samer - 2021
We estimate that the supply of sovereign safe assets is a major driver of neutral interest rates--real rates consistent with both economic activity and inflation at their trends. We find this result using an empirical cross-country model with many economic drivers for the neutral rates of 11...
Persistent link: https://www.econbiz.de/10014351840
Cover Image
EME Bond Portfolio Flows and Long-Term Interest Rates during the COVID-19 Pandemic
Hördahl, Peter; Shim, Ilhyock - 2022
Bond portfolio outflows from emerging market economies (EMEs) are typically associated with currency depreciation and … crisis in mid-March 2020. The impact of bond portfolio outflows varies across countries, depending on factors such as bond … was thrown into sharper relief during the Covid-19 pandemic. Recent policy responses, such as bond purchase programmes …
Persistent link: https://www.econbiz.de/10013305600
Cover Image
Linkages and co-movement between international stock market returns : case of Dow Jones Islamic Dubai Financial Market index
Alaoui, Abdelkader O. el; Dewandaru, Ginanjar; Rosly, … - In: Journal of international financial markets, … 36 (2015), pp. 53-70
Persistent link: https://www.econbiz.de/10011474903
Cover Image
Connectedness and hedging between gold and Islamic securities : a new evidence from time-frequency domain approaches
Maghyereh, Aktham I.; Abdoh, Hussein; Awartani, Basel - In: Pacific-Basin finance journal 54 (2019), pp. 13-28
Persistent link: https://www.econbiz.de/10012133620