We examine the impact of Chinese monetary policies on the excess bond yields of Chinese local bonds issued by Chinese … high degree of existing resource misallocation. Our estimation results confirm that local government bond excess yields can …

This paper empirically models the dynamics of Brazilian government bond (BGB) yields based on monthly macroeconomic …

bond yields. It shows that the low short-term interest rate, induced by the Bank of Japan's (BoJ) accommodative monetary …. These findings are relevant to ongoing policy debates in Japan and other advanced countries about government bond yields …

This paper econometrically models the dynamics of Swedish government bond (SGB) yields. It examines whether the short … reaffirm John Maynard Keynes's view that the central bank's monetary policy affects long-term government bond yields through … with empirical patterns discerned in previous studies related to government bond yields in both advanced countries and …

bond market. We exploit these policy changes using a difference-in-differences strategy, with ineligible corporate green …

A convenience yield represents a difference between yield on a safe bond and yield on a synthetic safe bond …, constructed by combining a risky bond with a CDS contract. We explain the shapes of eurozone sovereign convenience curves using a … model in which arbitrageurs face higher funding costs on bonds with credit risk and bond demand shocks induce funding risk …

This study analyzes the magnitude of the US monetary policy spillover on the Indonesian local currency government bond …