spreads of selected Eurozone members during the financial crisis and the recent Euro crisis. The results imply that before the …

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

bond yields. It shows that the low short-term interest rate, induced by the Bank of Japan's (BoJ) accommodative monetary …. These findings are relevant to ongoing policy debates in Japan and other advanced countries about government bond yields …

, constructed by combining a risky bond with a CDS contract. We explain the shapes of eurozone sovereign convenience curves using a …A convenience yield represents a difference between yield on a safe bond and yield on a synthetic safe bond … model in which arbitrageurs face higher funding costs on bonds with credit risk and bond demand shocks induce funding risk …

reflecting flighttoquality and flight-to-liquidity has been widely disregarded. I estimate government bond yields of the Euro-12 … flight-to-liquidity, can explain the co-movement of bond yields until September 2008 and the huge amount of differentiation …

We document that the yield-to-maturity of an USD-denominated bond, once the foreign exchange rate risk is hedged, could … be higher by more than 150 basis points than a comparable EUR-denominated bond issued by the same Euro area country …

yields of French, Italian, German and Spanish long-term sovereign bonds during the culmination of the Eurozone debt crisis in … the German's bond yields, although the Germany's rating status was never touched by CRA. There is no evidence for Granger … causality from bond yields to rating announcements. We infer from this findings that CRA announcements significantly influenced …

French, Italian, German and Spanish long-term sovereign bonds during the culmination of the Eurozone debt crisis in 2011 … bond's yields, although Germany's rating status was never touched by CRA. There is no evidence for Granger causality from … bond yields to rating announcements. We infer from these findings that CRA announcements significantly influenced crisis …