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The nominal bond yields for advanced economies rose sharply during the first quarter of the year. This note analyzes … the drivers of this increase across the jurisdictions and tenors of the yield curve. A key investor focus, in particular …, has been the rise in the nominal bond yields in the United States, which has had notable global financial stability …
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. Consequently, since its launch as a store of value and unit of account, there has been a clear convergence between the yield of … on the yield spread of French 10-year bonds, relative to the German Bund of the same maturity for the period January 1999 …
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This paper empirically models the dynamics of Brazilian government bond (BGB) yields based on monthly macroeconomic … data in the context of the evolution of Brazil's key macroeconomic variables. The results show that the current short …-term interest rate. These findings have important policy implications for Brazil. This paper relates the findings of the estimated …
Persistent link: https://www.econbiz.de/10012222455
of bond risk premia in major emerging markets. Our model captures (long-term) movements of realized risk premia and … indicates that global economic and financial factors play a relevant role in explaining country-specific bond risk premia. We …
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