supports the Keynesian perspective. There is a positive association between long-term bond yields and the Canadian federal …

This paper empirically models the dynamics of Brazilian government bond (BGB) yields based on monthly macroeconomic …

-2019 on the European government bond yields.It adopts a novel econometric approach that combines a data-rich factor analysis …

Treasury press releases. We find that news on expected government bond supply affects bond yields, but only when the news is an …

This paper econometrically models the dynamics of long-term Chinese government bond (CGB) yields based on key … long-term government bond yields through the short-term interest rate. The paper's findings evince that Keynes's claim …

effects of the European Central Bank's bond purchases in the 2015-2021 period on an international panel of bond safety premia … effects for all four countries. This points to an important international spillover channel of QE programs to bond safety …

show that it can jointly account for a high mean value of bond and equity premium without compromising the fit of the model …

Using arbitrage-free affine models, we analyze the dynamics of German bond yields and risk premia for the period 1999 …

This study proposes two rational models to reconcile the enigma regarding the inconsistent bond pricing that results … different expected utilities for senior bonds and subordinated bonds with the same bond rating. Second, we implement the … notching policy to explain bond pricing, the inconsistent bond pricing can exist under rational market conditions …