Bond yield spreadInformation spilloverUsing a quasi-natural experiment, this study examines the effects of margin trading and short selling on bond yield spread in China. It finds that both margin trading and s
Bond spread, 也就是bond price 里的yield和risk free rate之间的spread, 是做各类风险计量模型/定价模型的重要指标之一。理论上来讲,bond spread主要体现了发行人的信用风险,因此应该是永远是个正数。 在 @Stev…
Singapore 10 Years / China 10 Years Government Bond Spread: historic yield range for every year. A green candlestick means that spread variation is negative in the year. A red candlestick means that spread variation is positive in the year. Available Data Source: from 11 September 2016 to ...
As of the latest update on 7 Jun 2025 2:15 GMT+0, the Japan 10 Years / China 10 Years Government Bond Spread value is -23.3 basis points (bp), where 1 basis point equals 0.01%.This indicates that the yield of Japan 10 Years Government Bond is 0.233% lower than that of China 10 ...
In fact, when such observations are excluded, debt-to-GDP differentials turn out to be the least important determinant of the sovereign bond yield spread, while expected budget balance differentials and the liquidity risk carry the highest weights. It is noteworthy that while in the sample of ...
Government bonds spread of largest economies worldwide vs Bund and T-notes 2025 Yield forecast on ten-year government bonds in the Netherlands 2013-2023 Yield on 10-year Japanese government bonds 1995-2024 Treasury yield curve in the U.S. 2025 ...
Ultimately, when an investor using this strategy believes theyield spreadbetween twohigh-yield bondsis out of line, he or she either buys or sells securities in those sectors (depending on whether the spread is too narrow or too wide) as a way to earn extra returns when the sectors eventual...
1. In the past decade, China’s bond market has developed rapidly. However, the problem of information asymmetry between bond investors and financing enterprises has become increasingly serious. Inf...
Bond yield is the return an investor will realize on a bond and can be calculated by dividing a bond's face value by the amount of interest it pays.
A model application highlights the tail index dynamics for daily changes in Government bond yield spreads between the U.S. Dollar and the Euro zone. 展开 关键词: Tail index Pareto-model autoregressive conditional tail extreme financial risk spread risk ...