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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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The global long-term interest rate, financial risks and policy choices in EMEs
Turner, Philip - 2014
Persistent link: https://www.econbiz.de/10010253390
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Low long-term interest rates as a global phenomenon
Hördahl, Peter; Sobrun, Jhuvesh; Turner, Philip - 2016
Persistent link: https://www.econbiz.de/10011535651
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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
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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
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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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Random walks in fixed income and foreign exchange : unexpected discoveries in issuance, investment and hedging of yield curve instruments
James, Jessica; Leister, Michael; Rieger, Christoph - 2021
Persistent link: https://www.econbiz.de/10012228798
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Low long-term rates : bond bubble or symptom of secular stagnation?
Claeys, Gregory - 2016
Yields on European sovereign bonds have reached historically low levels in 2016. The goals of this paper are to understand why interest rates are currently so low and to determine if this level is justified by fundamental factors, or if rates are artificially low because of unconventional...
Persistent link: https://www.econbiz.de/10011584152
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Random Walks in Fixed Income and Foreign Exchange : Unexpected Discoveries in Issuance, Investment and Hedging of Yield Curve Instruments
James, Jessica; Leister, Michael; Rieger, Christoph - 2021
practitioner-orientated market research on many specialist areas of the bond and FX markets. Written by the highly regarded FX and …
Persistent link: https://www.econbiz.de/10014550540
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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