Narrow search
Showing 1 - 10 of 68,055
Cover Image
The term structure of bond market liquidity conditional on the economic environment : an analysis of government guaranteed bonds
Schuster, Philipp; Uhrig-Homburg, Marliese - 2012
We analyze the term structure of illiquidity premiums as the difference between the yield curves of two major bond segments that are both government guaranteed but differ in their liquidity. We show that its characteristics strongly depend on the economic situation. In crisis times, illiquidity...
Persistent link: https://www.econbiz.de/10009667173
Cover Image
Real Effects of Sovereign Bond Market Spillovers in the Euro Area
Gadatsch, Niklas - 2016
these countries, up to 0.8 percentage points (PP) Portugal and Ireland, 0.3 PP in Italy and 0.2 PP in Spain …
Persistent link: https://www.econbiz.de/10012985874
Cover Image
Bernanke's no-arbitrage argument revisited : can open market operations in real assets eliminate the liquidity trap?
Eggertsson, Gauti B.; Proulx, Kevin - 2016
Persistent link: https://www.econbiz.de/10011490309
Cover Image
Zero-interest-rate policy, the foreward-rate curve and policy-duration effect
Fujiki, Hiroshi; Shiratsuka, Shigenori - In: Japan's economic recovery : commercial policy, monetary …, (pp. 341-372). 2003
Persistent link: https://www.econbiz.de/10001762401
Cover Image
Idiosyncratic factors in pricing sovereign bonds : an analysis of the government of India bond market
Darbha, Gangadhar; Roy, Sudipta Dutta; Pawaskar, Vardhana - In: Journal of emerging market finance 1 (2002) 2, pp. [157]-181
Persistent link: https://www.econbiz.de/10001935896
Cover Image
Yield curve construction : a note on the Moldovan bond market
Speian, Olesea; Ganea, Victoria; Kyriakopoulos, Constantinos - In: Bulletin of applied economics 9 (2022) 1, pp. 137-146
Persistent link: https://www.econbiz.de/10013407309
Cover Image
Forecasting term structure of the Japanese bond yields in the presence of a liquidity trap
Tsui, Albert K.; Wu, Junxiang; Zhang, Zhaoyong; Zheng, … - In: Journal of forecasting 42 (2023) 5, pp. 1205-1227
Persistent link: https://www.econbiz.de/10014338847
Cover Image
Credit rating in China's bond market : evidence from short-term financing bonds
Zhu, Song - In: Modern economy 4 (2013) 2, pp. 119-129
Persistent link: https://www.econbiz.de/10010201953
Cover Image
Common currency and determinants of government bond risk premiums
Poniatowski, Grzegorz - In: Central European journal of economic modelling and … 6 (2014) 2, pp. 71-88
Persistent link: https://www.econbiz.de/10010503057
Cover Image
An empirical study on the impact of monetary policy on the bond market in China
Yim, Byung-Jin; Huang, Yefei - In: Journal of international trade & commerce 15 (2019) 6, pp. 105-120
Persistent link: https://www.econbiz.de/10012591084