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Ambiguity, nominal bond yields and real bond yields

Zhao, Guihai - 2018

Equilibrium bond-pricing models rely on inflation being bad news for future growth to generate upward-sloping nominal … about inflation and growth. Ambiguity can help resolve the puzzling fact that upward-sloping yield curves have persisted … despite positive inflation shocks changing from negative to positive news about growth in the last twenty years. Investors …

Persistent link: https://www.econbiz.de/10011864574

Three essays on politics and elections - a financial market perspective

Plaga, Timo - 2019

Persistent link: https://www.econbiz.de/10012137931

Bond risk premia in a small open economy with volatile capital flows : the case of Korea

Yun, Jaeho - In: Journal of international money and finance 93 (2019), pp. 223-243

Persistent link: https://www.econbiz.de/10012138637

Financial market determinants of the real cost of funds to public corporations in the US : 2SLS and GMM findings

Cebula, Richard J.; Rossi, Fabrizio; Dajci, Fiorentina; … - In: Journal of financial economic policy 8 (2016) 1, pp. 2-12

Persistent link: https://www.econbiz.de/10011619437

Empirical studies on financial stability and natural capital

Wang, Dieter - 2021

Persistent link: https://www.econbiz.de/10012543565

Sovereign risk and asset market dynamics in the euro area

Perego, Erica - In: Journal of international money and finance 109 (2020), pp. 1-32

Persistent link: https://www.econbiz.de/10012403956

From bond yield to macroeconomic instability : a parsimonious affine model

Recchioni, Maria Cristina; Tedeschi, Gabriele - In: European journal of operational research : EJOR 262 (2017) 3, pp. 1116-1135

Persistent link: https://www.econbiz.de/10011802489

Inelastic demand meets optimal supply of risky sovereign bonds

Moretti, Matías; Pandolfi, Lorenzo; Schmukler, Sergio L.; … - 2024

Persistent link: https://www.econbiz.de/10014631678

Raising Bond Capital in Segmented Markets

Siani, Kerry - 2022

The difference between corporate bond yields at issuance and in secondary markets, the "issuance premium", spikes in bad times, increasing firms' costs of capital. Leveraging new bond-level data, I estimate a model of primary markets with imperfectly elastic investors and endogenous firms'...

Persistent link: https://www.econbiz.de/10014236586

What happens to bond liquidity when some bonds of the issuer mature?

Stock, Duane R.; Wang, Runzu - In: The journal of fixed income : JFI 33 (2023) 1, pp. 43-56

Persistent link: https://www.econbiz.de/10014310190