-varying compensation for expected and unexpected inflation shocks embedded in the sovereign bond yields of Germany, France, Japan and the … United States. Our empirical results suggest that the current environment of very low nominal sovereign bond yields, is a …

This study was to determine the effect of Sukuk maturity, Sukuk rating, and Sukuk emmisions value on Sukuk yield. The … Sukuk emmisions value on Sukuk yield. The results of this study showed that the maturity of Sukuk has significant positive … effect on Sukuk yield, Sukuk rating has significant negative effect on Sukuk yield, and value emissions of Sukuk has not …

This paper studies the role of mutual fund yield in driving investor flows and performance of bond funds. Using two … common measures, the SEC yield and 12-month distribution yield, we find strong evidence that investors tend to chase bond … to higher fund risk. We also show that high yield bond funds suffer sharp losses during crisis periods, which trigger …

The purpose of this paper is to study the compensation for inflation risks priced in sovereign bond yields. And we do … for expected and unexpected inflation shocks embedded in sovereign bond yields; and provides estimates of the real risk …-free rate. We show that nominal sovereign bond yields for Germany, France, Japan and the United States, reflect, over the more …

This book analyses and discusses bonds and bond portfolios. Different yields and duration measures are investigated …. The transition from a single bond to a bond portfolio leads to the equation for the internal rate of return. Its solution … is analyzed and compared to different approaches proposed in the financial industry. The impact of different yield …

The purpose of this paper is to study the compensation for in ation risks priced in sovereign bond yields. And we do so … expected and unexpected in ation shocks embedded in sovereign bond yields; and provides estimates of the real risk-free rate …. We show that nominal sovereign bond yields for Germany, France, Japan and the United States, reflect, over the more …