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Analysis of sovereign yield spreads behavior : the French bonds case
Vasilev, Aleksandar - 2015
The introduction of the Euro has led to price level stability and fostered growth within the European Union. Consequently, since its launch as a store of value and unit of account, there has been a clear convergence between the yield of France's sovereign debt and German benchmark. This paper...
Persistent link: https://www.econbiz.de/10011419084
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Common factors in international bond returns and a joint ATSM to match them
Gabriel, Christian - In: Theoretical economics letters 4 (2014) 7, pp. 532-539
Persistent link: https://www.econbiz.de/10010531345
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Monetary policy, bond returns and debt dynamics
Berndt, Antje; Yeltekin, Şevin - In: Journal of monetary economics 73 (2015), pp. 119-136
Persistent link: https://www.econbiz.de/10011381760
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One index fits none : the conundrum of euro area inflation-linked bonds
Arnold, Ivo J. M. - In: The European journal of finance 21 (2015) 7/9, pp. 575-583
Persistent link: https://www.econbiz.de/10011301230
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Bond yield spreads in the Eurozone
Proksová, Denisa; Bohdalová, Mária - In: Analele ştiinţifice ale Univerşităţii Alexandru … 62 (2015) 2, pp. 221-239
Persistent link: https://www.econbiz.de/10011303532
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One-step bond pricing
Arnold, Tom - In: Advances in financial education : journal of the … 13 (2015) 1/2, pp. 22-25
Persistent link: https://www.econbiz.de/10011339852
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Interest-rate modeling conundrums
Lin, Peter C. L. - In: Journal of mathematical finance 4 (2014) 5, pp. 328-332
Persistent link: https://www.econbiz.de/10011312409
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The effects of quantitative easing on the volatility of the gilt-edged market
Steeley, James M.; Matyushkin, Alexander - In: International review of financial analysis 37 (2015), pp. 113-128
Persistent link: https://www.econbiz.de/10011317236
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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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Bond returns and market expectations
Altavilla, Carlo; Giacomini, Raffaella; Costantini, Riccardo - 2013
to produce accurate forecasts of bond excess returns and to construct profitable investment strategies in bond markets … then derive the implied forecasts for bond excess returns. We find that the method delivers substantial improvements in out …
Persistent link: https://www.econbiz.de/10009744063