Maleki Nia, N., H. Asgari Alouj, A. Sarafraz Pireivatlou, 2012. Interest Rate Risk of Zero-coupon Bond Prices on National Stock Exchange (NSE) -Empirical Test of the Duration, Modified Duration, Convexity and Immunization Risk. Archives Des Sciences, 65(9): 168-187....
Record $600bn pours into global bond funds in 2024 Investors piled into fixed income in bet on falling interest rates December 18 2024 Thames Water Thames Water rival bondholders face off in court hearing Troubled utility seeks approval for ‘urgent’ £3bn loan from its top-ranking lenders ...
Using secondary market data on corporate bonds issued in Japan between 1997 and 2005, this paper explores the determinants of the credit spread of corporate bond rates over interest swap rates. We find that the credit spreads properly reflect financial factors at the firm level, including debt-to...
iShares Interest Rate Hedged Long-Term Corporate Bond ETF IGBH 即時串流報價: 修改 同類ETF (10大ETF資產總值) Ultrashort Bond 名稱現價升跌(%) SPDR Bloomberg 1-3 Month T-Bill ETF BIL JPMorgan Ultra-Short Income ETF JPST iShares 0-3 Month Treasury Bond ETF ...
They can still fluctuate in the secondary market, and can decline if the economic outlook deteriorates, but their prices are much more sensitive to credit risk than interest rate risk. Because floater coupon rates can adjust with market interest rates, their prices don't need to. While their ...
The data of the interest rates, corporate liabilities, corporate market values, daily stock returns, and corporate bond daily trades were from Wind3. The interest rates included the Interbank Overnight Repo Rate (IORR) and the Shanghai Interbank Overnight Offered Rate (SHIBOR). The former is ...
CategoryInterest Rates RegionUnited States SourceFederal Reserve Stats Last Value5.61% Latest PeriodJan 16 2025 Last UpdatedJan 17 2025, 16:33 EST Next ReleaseJan 21 2025, 16:15 EST Long Term Average6.44% Average Growth Rate-0.38% Value from The Previous Market Day5.61% ...
Small- and midcap companies are more leveraged to the health of the economy and interest rates than large-cap stocks. Smaller companies also tend to be less profitable and carry more debt, as they depend on the capital markets to fund growth. Therefore,NBSMcould be well positioned as the ...
The Moody’s Baa Corporate Bond Yield current price and stock chart below provide intra-day data for the current/most recent trading day. 1-Year Price Chart The following chart presents the one-year price performance for Moody’s Baa Corporate Bond Yield. This chart is updated every trading ...
CategoryInterest Rates RegionUnited States SourceFederal Reserve Stats Last Value6.23% Latest PeriodJan 13 2025 Last UpdatedJan 14 2025, 16:19 EST Next ReleaseJan 15 2025, 16:15 EST Long Term Average6.97% Average Growth Rate-0.72% Value from The Previous Market Day6.19% ...