Results 11 to 20 of about 47,997 (264)
Convenient but risky government bonds
European Economic Review, 2023 How does convenience yield interact with sovereign risk and the supply of government bonds? We propose a model of sovereign debt and default in which convenience yield arises because investors are able to pledge government bonds as collateral on financial markets.
Matthias Kaldorf, Joost Röttger
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Asymmetry in Government Bond Returns [PDF]
SSRN Electronic Journal, 2013 Is there asymmetry in the distribution of government bond returns in developed countries? Can asymmetries be predicted using financial and macroeconomic variables? To answer the first question, we provide evidence for asymmetry in government bond returns in particular for short maturities.
Fujiwara, Ippei +2 more
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Risk and Return Analysis of Government Bonds in Indonesia: A Multifactor Model Approach [PDF]
Iranian Journal of Accounting, Auditing & FinanceUnderstanding the relationship between risk and government bond returns is crucial for assessing the influence of risk factors on bond returns. This study investigates the dynamics of risk-taking behavior and its impact on the performance of government ...
Siti Amaliah +2 more
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ISSUE OF LOCAL GOVERNMENT BONDS – DECISION TO IMPLEMENT THE STRATEGY OF PUBLIC DEBT OF VIETNAM
Векторы благополучия: экономика и социум, 2021 Despite the difficult international situation, exacerbated by geopolitical tensions in the world in general and the COVID-19 pandemic, the Vietnamese economy is gradually recovering, but certain difficulties and problems still remain.
Dao Thanh Binh
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The Condition and Prospects of the Development of the Government Securities Market Instruments in Ukraine [PDF]
Problemi Ekonomiki, 2018 The article contains the results of studying instruments of the domestic market for government securities in Ukraine. Due to the fact that the financial market has become a powerful and efficient source for accumulating temporarily free funds, which will
Tarasiuk Mikhailo V. +1 more
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Investment Decision on Government Bonds and Sukuk in Indonesia
European Journal of Islamic Finance, 2021 This research aims to find the factors that influence the decisions of institutional investors to invest in Government Bonds and Sukuk, as well as to disclose the oversubscribes of State Securities issued by Indonesian government.
Eko Suharti
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Price Pressure in the Government Bond Market [PDF]
American Economic Review, 2010 What determines the term structure of interest rates? Standard economic theory links the interest rate for maturity T to the willingness of a representative agent to substitute consumption between times 0 and T. The standard model contrasts sharply with a more informal view based on investors’ preferred habitat, proposed by John Culbertson (1957) and ...
Greenwood, Robin, Vayanos, Dimitri
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Integration and Disintegration of EMU Government Bond Markets [PDF]
Econometrics, 2021 It is commonly found that the markets for long-term government bonds of Economic and Monetary Union (EMU) countries were integrated prior to the EMU debt crisis. Contrasting this, we show, based on the interrelation between market integration and fractional cointegration, that there were periods of integration and disintegration that coincide with bull
Leschinski, Christian +2 more
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The purpose of the study is to summarize the main prerequisites for reforming bank profit taxation in Ukraine and assess the fiscal effects of reforming bank profit taxation [PDF]
Економіка та управління АПКThe study was conducted based on data on banking performance in 2020-2024, published by the National Bank of Ukraine and data on the performance of commercial banks, as well as data from the State Statistics Service of Ukraine on GDP, data from the ...
Boiko S, Kostiuk V, Bets O., Volkov S.
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Necessity of Budget Deficit Under Economic Growth in Monopolistic Competition
Economics and Business, 2022 The aim of the paper is to show, using a simple two-period overlapping generations model in which goods are produced solely by labour in a monopolistically competitive industry, that a continuous budget deficit (including the interest payments on ...
Tanaka Yasuhito
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