autocorrelation in bond risk premia and because unexpected bond return shocks increase the premium. Yield curve momentum is primarily … due to autocorrelation in yield changes rather than autocorrelation in bond carry and can largely be captured using a … single bond return or yield change factor. Because yield changes are partly induced by changes in the federal funds rate …

macroeconomic factors or macro-risk on the yield curve of the SUN bond. Methodology - The type of data used in this study is … foreign exchange reserves effect inversely on the yield curve. The BI rate, inflation rate, and oil price have a positive … effect on yield significantly. Furthermore, the current account deficit has no significant impact on the yield curve for the …

factors influence their yield. The goal of the research is to investigate the relationship between macroeconomic factors and … the yield of government bonds. We use regression models on a dataset of 22 countries with post-industrial economics for … between the yield of government bonds and gold. Moreover, we indicate a positive association between the yield of government …

significant impact of the CSPP on yield spreads, both directly on purchased and targeted bonds and indirectly on all other bonds ….The magnitude and the timing of the changes in yield spreads, coupled with the evolution of bond placements, are fully consistent …