Yield Spread
Collateral and Yield Spread of Syndicated Loans
... Note. This table provides results of the selection bias correction regressions of the determinants of loan yield spread for secured and unsecured syndicated loans. The independent variables are the credit ...
22
US Corporate Bond Yield Spread: A default risk debate
... bond yield spread during recent financial crisis ...overall yield spread model, indicating dominance of theoretical 23 school of thought in treating default risk as a cornerstone in risky ...
13
Analysis of Corporate Bond Yield Spread Based on the Volatility Clustering Effect
... bond yield spread by using Heteroscedasticity models including ARCH, GARCH and ...bond yield fluctuates most ...bond yield volatility will also ...bond yield fluctuates heavily during ...
7
The interest rate spread as a forecasting tool of greek industrial production
... the yield curve and is independent of the exercised monetary ...the yield curve can be affected by the European Central Bank or the Federal Reserve or any other central bank, but the long end will be ...
11
Empirical Analysis of Yield Determinants in Japan’s Municipal Bond Market: Does Credit Risk Premium Exist?
... Third, the Y ū bari and Lehman Shock had a temporary impact on the yield spread. Three out of the four estimations show that either the intersection of the debt service ratio with 𝐷𝑢𝑚𝑚𝑦 𝑌𝑆 or 𝐷𝑢𝑚𝑚𝑦 𝐿 , or ...
23
Yield Spreads, The Exchange Rate, and Recession Predictability for Northern Mexico Border Economies
... the yield spread is a fairly informative indicator of the likelihood of future recessions in the United ...Mexico yield spread, the United States yield spread, and the real ...
9
The Implied Benchmark Rate in the Credit Default Swap Market of Sovereign Bonds
... Credit risk has been extensively discussed since late 1900. Previous research focus on the dynamic pricing mechanism of Credit risk premium. There are two types of models extensively used: structural models by Black and ...
25
OFFSHORE AND ONSHORE IDR MARKET: EVIDENCE ON INFORMATION SPILLOVER
... keterkaitan yield spread antara pasar dalam dan luar ...implied yield NDF berdasarkan Persamaan ...lanjut, yield ini sendiri juga dapat merepresentasikan tekanan terhadap nilai ...Ketika ...
26
Diversifying Risks in Bond Portfolios: A Cross border Approach
... among yield spreads and the four independent ...reconstructed yield spread estimates from coefficients given by the PMG model are slightly lower than the observed figures shown in Table 1, possibly ...
30
The regional pricing of risk: An empirical investigation of the MENA equity determinants
... rates, yield spread, current account deficit, dividend yield and economic growth factors are identified as the key factors that drive regional financial integration in the MENA ...
14
Popularization of Wheat Raj 4037 through FLDs in Baran District of Rajasthan
... Economic performance of wheat (Raj 4037): The year wise economics of wheat production under demonstration were estimated and the result has been presented in table2. The economic analysis of the data over all the years ...
7
Closed Form Approximations for Spread Option Prices and Greeks
... some spread. Spread options are prevalent in equity, fixed income, foreign exchange and commodity ...crush spread which exchanges raw soybeans with a combination of soybean oil and soybean ...crack ...
40
Convexity Adjustment for Constant maturity Swaps in a Multi-Curve Framework
... Abstract In this paper we propose a double curving setup with distinct forward and dis- count curves to price constant maturity swaps (CMS). Using separate curves for discounting and forwarding, we develop a new ...
24
Influence of Material Composition on Flame Spread Behaviour over Combustible Solid of Paper/Bagasse
... Flame spread behavior over combustible solid is one of important factor in fire that related to Fire Safety Engineering ...flame spread behavior over this material in order to improve the technical ...
5
Performance Improvement of Wireless Communications Using Frequency Hopping Spread Spectrum
... To improve the performance of short-range wireless communications, channel quality must be improved by avoiding interference and multi-path fading. Frequency hopping spread spectrum (FHSS) is a transmission ...
6
Are determinants of portfolio flows always the same? South African results from a time varying parameter VAR model
... The literature on determinants of cross-border capital flows has consistently assumed the determinants of such flows to be constant throughout the sample. This paper investigates this notion by estimating the time ...
25
Managing Financially Distressed Pension Plans in the Interest of Beneficiaries
... a spread (henceforth, denoted a funding spread) over the yield on a riskless government bond of appropriate maturity, which equals the duration of the pension liability in our ...
42
The Model Free Equivalence Condition for American Spread Options
... A spread option involves the right to obtain the spread between two asset prices at a predefined strike ...the spread option technique for real option modeling purposes. Some spread op- tions ...
8
Can Financial Variables Predict Recessions? A Study of U.S.A. and India
... foreign yield spreads, stock indices, monetary variables, exchange rates and growth rates of nominal monetary aggregates, exchange rates and stock indices for ...
28
Spread of hoax in Social Media
... hoaxes spread by riding gossips and rumors throughout social media, the hoax of the death of human rights figure, Nelson Mandela (January, 2011), rock star Mick Jagger (February, 2011), and the martial‐art movie ...
7