Results 251 to 260 of about 409,778 (302)

Optimizing Intrarow Spacing for Enhanced Growth and Yield Performance of Faba Bean (<i>Vicia faba</i> L.) Varieties in Western Ethiopia. [PDF]

Scientifica (Cairo)
Barsisa B, Nandeshwar BC, Jalata Z, Ali UM, Abdurazak F, Marga F, Rahimi M.   +6 more
europepmc   +1 more source

Future projections of European maize yields using AquaCrop with an adaptive growing season.

Eur J Agron
Busschaert L, Deketelaere V, Thiery W, Raes D, De Lannoy GJM.   +4 more
europepmc   +1 more source

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Adjusting Current Yield to be a BetterApproximation of Yield to Maturity

The Journal of Wealth Management, 2014
Current yield is a common approximation for abond’s yield to maturity. The approximation becomes less accurate as the bond price moves away from par value. By performing a relatively easy calculation that incorporates an annuity calculation with the coupon rate, an adjustment to current yield can be generated that is a much better approximation of the ...
Tom Arnold, John H. Earl
openaire   +1 more source

A Note on Yield-to-Maturity Approximations

Interfaces, 1986
There are several types of yields in the bond market vernacular: nominal yield, current yield, yield to maturity, yield to call, and realized yield. Of these, yield to maturity is the most important and widely used valuation model. Several approximate yield-to-maturity formulas are compared with the formula found in most finance and investment ...
Reynolds Griffith, P. R. Chandy
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The Bond-Type Effect on Yield to Maturity

The Scandinavian Journal of Economics, 1987
A bond-type effect which supplements the well-known coupon effect on yield to maturity is presented in this paper. By analyzing annuity bonds, serial bonds and fixed coupon bonds, it is shown that the bond-type effect is substantially larger than the coupon effect, which would hardly be detectable in prices quoted on the bond market.
Peter Ove Christensen, Jørgen Aase Nielsen, Jorgen Aase Nielsen   +2 more
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The Coupon Effect on Yield to Maturity

The Journal of Finance, 1977
IN THIS PAPER I will briefly discuss previous analyses of the coupon effect on the yield to maturity of bonds and propose a new method for deriving zero-coupon interest rates from the market prices of non-zero coupon bonds. Although it is not a panacea for all empirical problems, the proposed technique does have certain advantages over previous methods.
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Yield Spread and Term to Maturity: Default vs. Liquidity

European Financial Management, 2002
The aim of this paper is the analysis of the yield spreads between Treasury and non–Treasury Spanish fixed income assets and its relationship with the term to maturity. We find a downward sloping term structure of yield spreads for investment–grade bonds that seems to be contrary to the ‘crisis at maturity’ theory.
Antonio Diaz, Eliseo Navarro Arribas
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Default Risk, Yield Spreads, and Time to Maturity

The Journal of Financial and Quantitative Analysis, 1988
This paper extends the default model of yield spreads for bonds by showing that, in gen? eral, they are a complex function of maturity and, in particular, are not always monotoni? cally increasing, contrary to what one traditional view suggests. Our results may help explain the apparently conflicting empirical results found in the literature.
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Yield to Maturity Is Always Received as Promised [PDF]

, 2007
This note comments on a misconception that yield to maturity from holding a coupon bond until maturity is only promised, but not really received, unless coupon payments are reinvested at the same rate as the (original) yield to maturity. It shows that yield to maturity is always earned no matter how coupon payments are allocated, i.e., whether spent or
Cebula, Richard, Yang, Bill
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