depend on the type and nature of the surprise and change over time. Decomposing bond yields into expected short-term interest … rates and the term premium reveals that both signalling and portfolio rebalancing effects explain the responses of bond … important to Swiss government bond yields than Swiss stock prices …

This study assesses the short and long-run behaviour of long-term sovereign bond yields in OECD countries, for the …

-term interest rates are also applicable to emerging markets. Higher fiscal deficits do not appear to raise government bond yields in …

In this paper, we propose a new method to assess the impact of sovereign ratings on sovereign bond yields. We estimate …

factors have contributed to the recent decline in bond yields in the US. For that purpose, we start with a very general model … to establish a stable long-run relationship and find that the behaviour of bond rates in the last few years may well be … overestimation of bond yields is not unusual historically. Finally, our bond yield equation outperforms a random walk model in …

paper the impact this has on the South African long term bond yield, which represents the cost of borrowing to government …. Our approach entails investigating the determinants of the long term bond yield for South Africa using linear and non … to long term bond yields both in the short and long-run. Our tests for linearity reveal that the short-term interest rate …

Presentation of paper examining how Indian long-term government bond yields are affected by changes in short term bond … the long-term government bond yield over the long-run. The government debt ratio does not have any discernible adverse …

We investigate the synchronization of Eurozone's government bond yields at different maturities. For this purpose, we …