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The interest rate sensitivity of tax-exempt bonds under tax-neutral valuation

Kalotay, Andrew J. - In: Journal of investment management : JOIM 12 (2014) 1, pp. 62-68

Persistent link: https://www.econbiz.de/10010388930

The Interest Rate Sensitivity of Tax-Exempt Bonds Under Tax-Neutral Valuation

Kalotay, Andrew - 2014

, purchasing a bond at 80 would trigger an 8-point tax liability. The paper develops a rigorous approach to the pricing of munis by … duration of a 10-year taxable bond is roughly 8.5 years, while that of a 10-year muni can exceed 13 years. Tax …

Persistent link: https://www.econbiz.de/10013053608

The tax-rate induced bond substitution hypothesis and the traditional textbook treatment of the relationship between tax-free and taxable bond yields

Cebula, Richard J.; Clark, Jeff Ray - In: Applied economics 52 (2020) 14, pp. 1606-1616

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Impact of declining interest rates on European primary bond market

Verner, Robert; Remiáš, Peter - In: Investment management and financial innovations 14 (2017) 2, pp. 328-335

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Stylised properties of the interest rate term structure under the benchmark approach

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Causes of the curve: Assessing risk in public and private financial economics

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Machine learning treasury yields

Kakushadze, Zura; Yu, Willie - In: Bulletin of applied economics 7 (2020) 1, pp. 1-65

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Interest-rate modeling conundrums

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Optimal bond portfolios with fixed time to maturity

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Understanding the low yields of the long-term Japanese sovereign debt

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