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The bond market impact of the South African Reserve Bank bond purchase programme

Havemann, Roy; Van Vuuren, Henk Janse; Steenkamp, Daan; … - 2022

Persistent link: https://www.econbiz.de/10013166961

The bond market impact of the South African Reserve Bank bond purchase programme

Havemann, Roy; Van Vuuren, Henk Janse; Steenkamp, Daan; … - 2022

Persistent link: https://www.econbiz.de/10012939554

Interest rate skewness and biased beliefs

Bauer, Michael D.; Chernov, Mikhail - 2021 - First draft: January 2021, this draft: June 16, 2021

curve. Most importantly, variation in yield skewness has substantial forecasting power for future bond excess returns, high …

Persistent link: https://www.econbiz.de/10012547050

Interest rate skewness and biased beliefs

Bauer, Michael D.; Chernov, Mikhail - 2021 - This draft: June 16, 2021

curve. Most importantly, variation in yield skewness has substantial forecasting power for future bond excess returns, high …

Persistent link: https://www.econbiz.de/10012584702

A trend analysis of Eurobond yields in Africa

Mutize, Misheck - In: International journal of monetary economics and finance … 15 (2022) 1, pp. 19-34

Persistent link: https://www.econbiz.de/10013256799

Agent-based model generating stylized facts of fixed income markets

Kopp, Antoine; Westphal, Rebecca; Sornette, Didier - 2022

their investments between a preferred stock equivalent to a perpetual bond and multiple bonds of selected maturities. Among … those, a zero-coupon bond provides a constant rate of return, while the prices of the coupon-paying bonds are determined at …

Persistent link: https://www.econbiz.de/10013192099

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

Barry, Todd J. - In: Theoretical and applied economics : GAER review 27 (2020) 2/623, pp. 109-130

Persistent link: https://www.econbiz.de/10012643145

Development of the government securities market in Kenya

Thotho, Leonard; Wanjiku, Caroline; Amanja, Daniel - In: 50 years of central banking in Kenya : regional and …, (pp. 381-423). 2021

Persistent link: https://www.econbiz.de/10012806502

Machine learning treasury yields

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

Persistent link: https://www.econbiz.de/10012807008

Term structure persistence

Abbritti, Mirko; Gil-Alaña, Luis A.; Lovcha, Yuliya; … - In: Journal of financial econometrics : official journal of … 14 (2016) 2, pp. 331-352

Persistent link: https://www.econbiz.de/10011589005

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