Showing 1 - 10 of 479,289
Persistent link: https://www.econbiz.de/10011646810
Persistent link: https://www.econbiz.de/10012177751
Persistent link: https://www.econbiz.de/10011594629
Persistent link: https://www.econbiz.de/10010234872
Are Bunds special? This paper estimates the 'Bund premium' as the difference in convenience yields between other sovereign safe assets and German government bonds adjusted for sovereign credit risk, liquidity and swap market frictions. A higher premium suggests less substitutability of sovereign...
Persistent link: https://www.econbiz.de/10012154614
regimes but stronger in a bond yield's contraction regime. This suggests that the response of emerging market bond yields to …
Persistent link: https://www.econbiz.de/10014368399
Persistent link: https://www.econbiz.de/10012587314
This study examines the spillover effects of U.S. monetary policy normalization on Nigeria 10-Year Treasury bond yield … exchange rate and inflation, rather than the U.S. 10-Year sovereign bond yield, are the key drivers of Nigeria 10-Year bond … yield. Additionally, the spillover effect from the U.S. monetary policy was amplified by oil price shocks and changes in …
Persistent link: https://www.econbiz.de/10012267086
Persistent link: https://www.econbiz.de/10011672927
Persistent link: https://www.econbiz.de/10011456154