Similar Search Results

Can risk models extract inflation expectations from financial market data? : evidence from the inflation protected securities of six countries

Kita, Arben; Tortorice, Daniel L. - 2018

Persistent link: https://www.econbiz.de/10012063682

Managing public debt : index-linked bonds in theory and practice

De Cecco, Marcello (ed.); Pecchi, Lorenzo (contributor); … - 1997

Persistent link: https://www.econbiz.de/10013551952

The effects of quantitative easing on the volatility of the gilt-edged market

Steeley, James M.; Matyushkin, Alexander - In: International review of financial analysis 37 (2015), pp. 113-128

Persistent link: https://www.econbiz.de/10011317236

The side effects of quantitative easing : evidence from the UK bond market

Steeley, James M. - In: Journal of international money and finance 51 (2015), pp. 303-336

Persistent link: https://www.econbiz.de/10011475561

Modelling the yields on Australian coupon paying bonds

Hunt, Benjamin F. - 1995

Persistent link: https://www.econbiz.de/10000986255

Home currency issuance in international bond markets

Hale, Galina; Jones, Peter C.; Spiegel, Mark - In: Journal of international economics 122 (2020), pp. 1-16

Persistent link: https://www.econbiz.de/10012588175

Bonds and the yield curve

In: Bulletin / Reserve Bank of Australia (2021), pp. 1-9

Persistent link: https://www.econbiz.de/10012631552

The empirics of UK gilts' yields

Akram, Tanweer; Li, Huiqing - 2020

This paper analyzes the nominal yields of UK gilt-edged securities ("gilts") based on a Keynesian perspective, which holds that the short-term interest rate is the primary driver of the long-term interest rate. Quarterly data are used to model gilts' nominal yields. These models bring to light...

Persistent link: https://www.econbiz.de/10012291941

Simulating Historical Inflation-Linked Bond Returns

Swinkels, Laurens - 2018

use these to create hypothetical inflation-linked bond returns. We compare these with the return on actual inflation …-linked bond returns on a recent sample and find that surveys of professional forecasters and moving average models perform best …. We confirm these findings for a sample of 19 international inflation-linked bond markets. Using surveys of professional …

Persistent link: https://www.econbiz.de/10012934959

Inflation-linked bonds as a separate asset class : evidence from emerging and developed markets

Chopra, Monika; Mehta, Chhavi; Srivastava, Aman - In: Global business review 22 (2021) 1, pp. 219-235

Persistent link: https://www.econbiz.de/10012483262