Government bond yields
Determinants of the portuguese government bond yields
... Portuguese government bond ...the government bond ...of government bond yields through the corresponding recessive and deflationary ...Portuguese government ...
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Determinants of Asia-Pacific government bond yields
... EME bond markets, the literature has thus far largely focused on the role of only one of the Cs, namely credit risks (eg Hilscher and Nosebusch (2010) and Longstaff et al ...in bond yields, in ...
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ANALYSIS OF EUROPEAN, AMERICAN AND JAPANESE GOVERNMENT BOND YIELDS
... government bond markets with dissimilar maturity structures was ...The government bond yields are largely influenced by the interest rates and thus a common change in interest rates for ...
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Long-term Government Bond Yields and Macroeconomic Variables
... 10-year government bond ...in bond yields as their net lending ...and bond yield and has apart from the other large countries also a positive effect of running a deficit in the current ...
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Forecasting Government Bond Yields with Large Bayesian VARs
... rates, which exploits the information contained in a large panel of government bond yields. Focusing on the U.S., we show that our proposed strategy produces systematically better forecasts than all ...
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Investigation of factors affecting the Russian government bond yields
... Russian government bond yields and its sensitivity to a selected range of macroeconomic, monetary, international and event ...of bond yields ...most government bond ...
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A Keynesian Exploration of the Determinants of Government Bond Yields for Brazil, Colombia, and Mexico
... of government debt for the United States and 18 additional advanced ...of government debt which leads to a higher real interest ...of government fiscal stance on government bond ...
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Convergence of Government Bond Yields in the Euro Zone: The Role of Policy Harmonization
... 10-year government bond yields to converge, resulted in a convergence of national ...national government 10-year bond yields in these three countries converged in much the same ...
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Long-term Government Bond Yields and Economic Forecasts: Evidence for the EU
... US government debt yield measures international factors that might have an impact on the determination of the long-term 10-year EU ...European government bond market, there might also be a raise in ...
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Spillover Effects on Government Bond Yields in Euro Zone. Does Full Financial Integration Exist in European Government Bond Markets?
... area government bond yields, yield differentials across euro bond markets have not been wiped out ...sovereign bond yields would be counted as an important indicator of market ...
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Spillover Effects on Government Bond Yields in Euro Zone Does Full Financial Integration Exist in European Government Bond Markets?
... area government bond yields, yield differentials across euro bond markets have not been wiped out ...sovereign bond yields would be counted as an important indicator of market ...
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European sovereign debt crisis and linkage of long-term government bond yields
... long-term bond yields among the seven European countries using the Hong (2001) causality-in-variance ...the government bond yields and finally ask for financial support from the ...
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A study on macroeconomic factors affecting government bond yields: the case of Malaysian bond market / Nurul Aisyah Atan
... Malaysian government bond as the financial data from the year of 2007 to 2016 were used 40 observations for this ...is government bond yields and is measured by the yields to ...
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Analyzing Interest Rate Risk: Stochastic Volatility in the Term Structure of Government Bond Yields
... U.S. government bond yields applying Markov chain Monte Carlo techniques we find that the factor volatilities follow highly persistent ...for bond excess returns and illustrate that the yield ...
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Seven Centuries of Government Bond Yields. Bryan Taylor, Ph.D., Chief Economist, GFD
... English Government Bond Yields The Glorious Revolution of 1688 transformed England politically and ...existing government debt into shares in the South Sea Company created the South Sea ...
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Forecasting the Term Structure of Government Bond Yields
... We will subsequently discuss related work in greater detail; for now, suffice it to say that little of it considers forecasting directly, and that our approach, although related, is indeed very different. We proceed as ...
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Forecasting the term structure of government bond yields
... various yields, as well as the yield curve level, slope and curvature defined above, will play a prominent role in the ...of yields around their medians tend to be asymmetric, with a long right ...
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Forecasting the Term Structure of Government Bond Yields
... The various yields, as well as the yield curve level, slope and curvature defined above, will play a prominent role in the sequel. Hence we focus on them now in some detail. In Figure 2 we provide a ...
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Czech Government Bond yields under FX pressure
... Several YCs were chosen from our library of the Czech YCs (www.zyc.cz) to document a substantial deepening of the short–term bond yields in January 2017, some two months before the CNB reverted its policy ...
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Czech Government Bond yields under FX pressure
... Several YCs were chosen from our library of the Czech YCs (www.zyc.cz) to document a substantial deepening of the short–term bond yields in January 2017, some two months before the CNB reverted its policy ...
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