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bond markets

Spillover Effects on Government Bond Yields in Euro Zone  Does Full Financial Integration Exist in European Government Bond Markets?

Spillover Effects on Government Bond Yields in Euro Zone Does Full Financial Integration Exist in European Government Bond Markets?

... government bond market integra- tion by employing multivariate GARCH ...other bond markets, in euro markets the default(credit) risk factor and other macroeconomic and fiscal indi- cators are ...

47

What moves the primary stock and bond markets? Influence of macroeconomic factors on bond and equity issues in Malaysia and Korea

What moves the primary stock and bond markets? Influence of macroeconomic factors on bond and equity issues in Malaysia and Korea

... There is very limited empirical evidence relating macroeconomic variables to stock and bond markets for Asian countries. For instance, Gunasekarage, Pisedtasalasai, and Power (2004) investigated the ...

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International linkages of Japanese bond markets: an empirical analysis

International linkages of Japanese bond markets: an empirical analysis

... bond markets. However, the increasing uncertainty in global financial markets in recent years, such as the global financial market crisis of 1997-98, divergent monetary policy across countries, and ...

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Informed trading in parallel bond markets

Informed trading in parallel bond markets

... concerned with our purpose is the dissimilar degree of transparency which characterizes them, given that we are interested in investigating the presence of asymmetric information in the treasury bond ...

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Comovements in Government Bond Markets: A Minimum Spanning Tree Analysis

Comovements in Government Bond Markets: A Minimum Spanning Tree Analysis

... financial markets, than at the ...the bond markets have become somewhat weaker over the period; the increasingly strong linkages between EMU markets have been balanced off by greatly decreased ...

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Return, shock and volatility co movements between the bond markets of Turkey and developed countries

Return, shock and volatility co movements between the bond markets of Turkey and developed countries

... Turkish bond market is only correlated with Japanese and the US markets, there are strong ties between the returns and volatil- ity of developed bond ...government bond markets is a ...

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U.S. Quantitative Easing Policies: Their Effect on the Global Bond Markets

U.S. Quantitative Easing Policies: Their Effect on the Global Bond Markets

... developed bond yields during all three ...global bond markets during the ...developed markets also meant that, market participants’ chose securities with similar maturities to the long- term ...

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Financial structure and the development of domestic bond markets in emerging economies

Financial structure and the development of domestic bond markets in emerging economies

... domestic bond markets in developing economies was a prominent agenda item in international financial reform ...corporate bond markets have emerged in many countries, often for the first ...

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CDS Bond Basis Dynamic and Credit Spread Price Discovery: A Test for European Corporate and Sovereign Bond Markets

CDS Bond Basis Dynamic and Credit Spread Price Discovery: A Test for European Corporate and Sovereign Bond Markets

... Reference [2] was the first to study the relationships between the credit spread and the CDS premium, using a sample of US and European investment grade companies in the 2002-2005 period. The authors identify a positive ...

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Efficient Market Hypothesis: Evidence from the JSE equity and bond markets

Efficient Market Hypothesis: Evidence from the JSE equity and bond markets

... capital markets was extensively demonstrated by the global financial crisis of 2007 hence placing urgency on financial regulators to be concerned with the efficiency of equity and bond ...disaggregated ...

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Spillover in Euro Area Sovereign Bond Markets

Spillover in Euro Area Sovereign Bond Markets

... sovereign bond market interaction more generally for financial stability and for ...sovereign bond crisis has changed from one driven initially by broadly-based systemic concerns to a later focus on ...

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Interdependence between the stock market and the bond market in one country: evidence from the subprime crisis and the European debt crisis

Interdependence between the stock market and the bond market in one country: evidence from the subprime crisis and the European debt crisis

... asset markets in the same ...regional markets for one identified fi- nancial ...asset markets using dynamic stochastic general equilibrium ...asset markets in different regions, especially the ...

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Macroeconomic Policies Interaction & the Symmetry of Financial Markets' Responses

Macroeconomic Policies Interaction & the Symmetry of Financial Markets' Responses

... and Bond (sovereign debt) markets? A simple answer and reason of this choice could be the limited scope of this treatise as we are unable to consider all segments of financial ...and bond ...

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Financial stability, wealth effects and optimal macroeconomic policy combination in the United Kingdom: A New Keynesian Dynamic Stochastic General Equilibrium Framework

Financial stability, wealth effects and optimal macroeconomic policy combination in the United Kingdom: A New Keynesian Dynamic Stochastic General Equilibrium Framework

... and Bond market (10-year Gilts real yield) after taking the natural log into the NK- DSGE model from January 1985 to August 2008 (N = ...financial markets during the global financial crisis from ...

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The impact of exchange rate volatility on capital flows in BRICS economies

The impact of exchange rate volatility on capital flows in BRICS economies

... and bond yields as well as the volatility spillover between the foreign exchange, equity and bond markets in the BRICS ...government bond yields for each BRICS ...

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What promotes greater use of the corporate bond market?: a study of the issuance behaviour of firms in Asia

What promotes greater use of the corporate bond market?: a study of the issuance behaviour of firms in Asia

... of bond markets against the growth in real activity, measured by ...of bond market capitalization to GDP, we can observe whether markets grew at the same pace or faster than the real ...in ...

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News and financial intermediation in aggregate and sectoral fluctuations

News and financial intermediation in aggregate and sectoral fluctuations

... corporate bond markets and Philippon (2009) argues the latter are likely to be more informative for the pricing of installed capital, compared to the stock ...

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Europe’s Hidden Capital Markets: Evolution, Architecture and Regulation of the European Bond Market. CEPS Paperback. October 2005

Europe’s Hidden Capital Markets: Evolution, Architecture and Regulation of the European Bond Market. CEPS Paperback. October 2005

... in bond markets (Langton, ...financial markets, the debate in Europe has been motivated by several phenomena: the controversial prospect that equity-type price transparency rules may be applied to ...

141

Correlational Study Between Capital Markets and Financial Performance of Commercial Banks in Rwanda

Correlational Study Between Capital Markets and Financial Performance of Commercial Banks in Rwanda

... requirements, financial institutions, Capital Markets and institutional investors are also sources of long-term finance that is finance which is available for an extended period of time [11]. The importance of ...

7

Passing judgement: credit rating processes as regulatory mechanisms of governance in the emerging world order

Passing judgement: credit rating processes as regulatory mechanisms of governance in the emerging world order

... The article examines trends in capital markets, the processes leading to bond rating judgements, assesses the form and extent of the agencies' governancepowers, and contemplatesthe impli[r] ...

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