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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

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

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

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

The economic logic of the yield-curve control policy

Pol, Eduardo J. - In: Economic papers 41 (2022) 1, pp. 78-88

Persistent link: https://www.econbiz.de/10013190779

Does time varying risk premia exist in the international bond market? : an empirical evidence from Australian and French bond market

Aftab, Hira; Beg, Rabiul Alam - In: International Journal of Financial Studies : open … 9 (2021) 1/3, pp. 1-13

The presence of risk premium is an issue that weakens the rational expectation hypothesis. This paper investigates changing behavior of time varying risk premium for holding 10 year maturity bond using a bivariate VARMA-DBEKK-AGARCH-M model. The model allows for asymmetric risk premia, causality...

Persistent link: https://www.econbiz.de/10012422545