, which is more pronounced for higher maturities and when risk aversion proxied by bond market volatility is high. Going …

Using daily yield data of 14 sovereign bond markets of the world which we classify into two cohorts from July 10, 2000 … find that the scaling behavior of the bond yields for both the terms fits well using the Hurst exponent and spectra … that of the USA, the developed economies' bond yields are relatively less anti-persistent as compared to those of emerging …

regimes but stronger in a bond yield's contraction regime. This suggests that the response of emerging market bond yields to … economies that had not been seen in decades. This pushed up interest rates, which in turn led to higher yields in global bond … markets. This study examines two distinct channels that transmit advanced economy inflation to emerging market bond yields by …

-- Chapter 5 Bond valuation -- Chapter 6 Yield curves -- Chapter 7 Term structure models -- Chapter 8 Real estate market …, dividend ratio model, yield curve and term structure, all of which are concepts used to analyse pricing and other behaviour in …

This paper takes the interest rates of China's government bond as the research object, and demonstrates the feasibility … of the yield curve factor model by analyzing the Bootstrap, DNS, AFNS model of yield curve. Then based on the factor … construction, construct the yield curve factor. In order to make the interest rate forecast, constructed 182 features and mined the …