Very different predictor values result in similar default rate levels. For example, consider a profits forecast around 10% with a spread of 3.5%, and a profits forecast of -2.5% with a spread of 2%, they both result in a default rate slightly above 3%. Also, only one point in the avai...
Corporate bond credit spreads and forecast dispersion. Journal of Banking & Finance 34, 2328-2345.Gu¨ ntay, Levent, and Dirk Hackbarth, 2010, Corporate bond credit spreads and forecast dispersion, Journal of Banking and Finance 34, 2328-2345....
The Bank of Korea (BOK) has kept its benchmark interest rate on hold at an all-time low of 1.25 percent since June last year, but the BOK was widely forecast to raise the rate in the foreseeable future as the U.S. policy rate was lifted to a range of 1.00-1.25 percent. Bond sale...
1-Year Forecast * ▼76.334 USD Historical index: A "Should I invest in iShares iBoxx $ High Yield Corporate Bond fund?" "Should I trade "HYG" fund today?" According to our Forecast System, iShares iBoxx $ High Yield Corporate Bond ETF fund is a bad long-term (1-year) investment*...
Bond USD Corporates MSCI Weighted Average Carbon Intensity (Tons CO2E/$M SALES) as of Jan 20, 2025 158.29 MSCI Implied Temperature Rise (0-3.0+ °C) as of Jan 20, 2025 > 2.5° - 3.0° C MSCI ESG % Coverage as of Jan 20, 2025 ...
Rating / Forecast Scale Date DBRS Limited *** Long-Term Issuer Rating *** DBRS Limited *** Long-Term Senior Debt *** DBRS Limited *** Long-Term Deposits *** Kroll Bond Rating Agency *** Senior Unsecured Debt (Local Currency) *** Kroll Bond Rating Agency *** Deposit (Local Currency...
WASHINGTON (Reuters) - Corporate bond market spreads tightened slightly on Wednesday after Donald Trump's presidential election victory, as the market weighs the pros and cons of his return to the White House. The former president's victory in several highly contested states pushed him ove...
3.Built to help investors achieve multiple objectives.Use to seek income, build a bond ladder, and manage interest rate risk. The legal name of this fund is the iShares® iBonds® Dec 2033 Term Corporate ETF. INVESTMENT OBJECTIVE
as offset by the decrease in the yield on the RMB investment portfolio following fund inflows to the PRC government bond and money markets as a result of PBOC's lowering of the interest rate for surplus reserves, and the decrease in the yield on special government bond of RMB 49.2 billion ...
These tests are: 1) the Arellano–Bond test for the first-order (AR (1)) and second-order correlation (AR (2)). This test indicates the result of AR (1) and AR (2) is tested for the first-order and second-order serial correlation in the first-differenced residuals, AR (2) test...