The Federal Reserve’s move to increase interest rates to combat inflation has taken a toll on bonds in 2022. The iShares Core US Aggregate BondETF(AGG) is down about 13% since January, but investment-grade (IG) corporate bonds have been among the worst-performing subsets of the market due...
interest rates on corporate bonds have risen well above their 10-year averages. The yield on the Morningstar US Corporate Bond Index is 5.16%, and the yield of the Morningstar High-Yield Bond
Learn what investors may see in the coming year in our 2025 outlook for the corporate bond market.
China’s policy packages will benefit both the onshore and offshore bond markets Where Vanguard sees opportunity to earn income right now watch now watch now This strategy can maximize yield even as interest rates fall Experts warn its time to move out of cash as money markets hit new highs...
In this paper we formulate a corporate bond (CB) pricing model for deriving the term structure of default probabilities (TSDP) and the recovery rate (RR) for each pair of industry factor and credit rating grade, and these derived TSDP and RR are regarded as what investors imply in forming...
For these reasons, we simulate monetary policy shocks through their effects on Treasury rates. This approach relies on two main assumptions: first, as far as conventional monetary policy is concerned, FFR and 1-month Treasury yield tend to co-move; second, as far as unconventional monetary ...
bond can get, and is considered investment grade. Another important way to analyze bond yields is spreads between different kinds of bonds. During the financial crisis in 2008-2009, the spread between Aaa and Baa bonds widened because of the unpredictability of bonds and increased default rates....
The iShares BB Rated Corporate Bond ETF seeks to track the investment results of an index composed of BB (or its equivalent) fixed rate U.S. dollar-denominated bonds issued by U.S. and non-U.S. corporate issuers.
In 2023, DBS China was the joint lead underwriter for RMB 16.5 billion (SGD 3.1 billion) of Panda bonds[1]issued in the China Interbank Bond Market, accounting for over 10% of the RMB 140 billion (SGD 26.2 billion) market that year. This cemented DBS ...
Global Corporate Bond - USD Hedged Dealing Frequency Daily, forward pricing basis SEDOL B7NF390 For Fee details, please refer to the Fund Prospectus. Portfolio Characteristics Number of Holdings as of 31-Oct-2024 460 Standard Deviation (3y) as of 31-Oct-2024 8.16% Yield to Maturit...