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Indonesia : selected issues
Internationaler Währungsfonds - 2021
Persistent link: https://www.econbiz.de/10012516490
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Bond price fragility and the structure of the mutual fund industry
Giannetti, Mariassunta; Jotikasthira, Chotibhak - 2022
Persistent link: https://www.econbiz.de/10012816023
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Optimized Taylor rules with domestic bond yields in emerging market economies
Gadanecz, Blaise; Miyajima, Ken; Urban, Jörg - In: Applied economics letters 22 (2015) 7/9, pp. 688-692
Persistent link: https://www.econbiz.de/10010530105
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Regime switching and bond pricing
Gouriéroux, Christian; Monfort, Alain; Pegoraro, Fulvio; … - In: Journal of financial econometrics : official journal of … 12 (2014) 2, pp. 237-277
Persistent link: https://www.econbiz.de/10010351547
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The term structure of expectations and bond yields
Crump, Richard K.; Eusepi, Stefano; Mönch, Emanuel - 2016
How much do term premiums matter for explaining the dynamics of the term structure of interest rates? A lot. We characterize the expected path of nominal and real short-rates as well as inflation using the universe of U.S. surveys of professional forecasters covering more than 500 survey-horizon...
Persistent link: https://www.econbiz.de/10011477349
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A simple model of the long-term interest rate
Akram, Tanweer - In: Journal of Post Keynesian economics 45 (2022) 1, pp. 130-144
Persistent link: https://www.econbiz.de/10012872420
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The COVID-19 and bond spreads
Esteves, Rui Pedro; Sussman, Nathan - In: The Economists' voice 17 (2020) 1, pp. 1-10
Persistent link: https://www.econbiz.de/10012805932
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Interest rate skewness and biased beliefs
Bauer, Michael D.; Chernov, Mikhail - 2021 - First draft: January 2021, this draft: June 16, 2021
Conditional yield skewness is an important summary statistic of the state of the economy. It exhibits pronounced variation over the business cycle and with the stance of monetary policy, and a tight relationship with the slope of the yield curve. Most importantly, variation in yield skewness has...
Persistent link: https://www.econbiz.de/10012547050
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Interest rate skewness and biased beliefs
Bauer, Michael D.; Chernov, Mikhail - 2021 - This draft: June 16, 2021
Conditional yield skewness is an important summary statistic of the state of the economy. It exhibits pronounced variation over the business cycle and with the stance of monetary policy, and a tight relationship with the slope of the yield curve. Most importantly, variation in yield skewness has...
Persistent link: https://www.econbiz.de/10012584702
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ECB policy facilitating corporate financing in the green bond market
Bremus, Franziska; Schütze, Franziska; Zaklan, Aleksandar - In: DIW weekly report : economy, politics, science : a … 11 (2021) 22, pp. 147-154
Union’s climate targets, it is likely that the demand for green bonds-bonds that specifically support sustainable projects …-will continue to increase in the future. The European Central Bank (ECB) is buying green bonds as well and is planning to reorient … credit ratings and the advantages of green bonds receive little attention compared to conventional bonds as a result …
Persistent link: https://www.econbiz.de/10012586095