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What explains the volatility in Pakistan's sovereign bond yields?

Waheed, Mohsin; Hyder, Zulfiqar - 2023

Persistent link: https://www.econbiz.de/10014286813

Can municipal bonds hedge US state-level climate risks?

Polat, Onur; Gupta, Rangan; Cepni, Oguzhan; Ji, Qiang - 2024

Persistent link: https://www.econbiz.de/10014521269

Mutual funds and safe government bonds : do returns matter?

Graziano, Marco; Habib, Maurizio Michael - 2024

This paper investigates the sensitivity of the demand for safe government debt to currency unhedged and hedged excess returns in a sample of US mutual funds. We find evidence of active rebalancing towards government bonds that offer relatively higher returns on an unhedged basis, in particular...

Persistent link: https://www.econbiz.de/10014527087

Estimating the Cost of U.S. Indexed Bonds

Foresi, Silverio - 2015

This paper presents an equilibrium bond pricing model driven by two stochastic factors: the real interest rate and the …

Persistent link: https://www.econbiz.de/10013030269

Exploiting non-parallel risk premia in the South African sovereign bond market

Hariparsad, Sanveer; Maré, E. - In: South African journal of economic and management sciences 27 (2024) 1, pp. 1-13

Persistent link: https://www.econbiz.de/10015046090

Yield curve momentum

Sihvonen, Markus - In: Review of finance : journal of the European Finance … 28 (2024) 3, pp. 805-830

Persistent link: https://www.econbiz.de/10015046165

Can municipal bonds hedge US state-level climate risks?

Polat, Onur; Gupta, Rangan; Cepni, Oguzhan; Ji, Qiang - In: Finance research letters 67 (2024) 2, pp. 1-10

Persistent link: https://www.econbiz.de/10015062613

Time-varying threshold dynamics of US bond yield spreads and Dow index returns

Lee, Nicholas Rueilin; Lin, Yih-Bey; Chen, Ming-Jun - In: International journal of monetary economics and finance … 16 (2023) 6, pp. 505-521

Persistent link: https://www.econbiz.de/10015066090

Equilibrium interest rate models for the Indian Government security market

Chaudhuri, Sunrita; Pandey, Alok - In: International Journal of Financial Markets and … 10 (2024) 1, pp. 70-86

Persistent link: https://www.econbiz.de/10015064463

Bond issuance as reputational signal : debunking the negative perception of additional liability

Sheng, Dachen; Montgomery, Heather A. - In: International Journal of Financial Studies : open … 11 (2023) 4, pp. 1-19

This paper examines the determinants of bond issuance in the Chinese market and the influence of capital structure … Chinese market, in particular the involvement of the financial authority permission process during bond issuance, enhance the … of both bond and nonbond direct finance. We interpret this as bond issuance approval serving as a signal to markets of an …

Persistent link: https://www.econbiz.de/10014484204