Why are bond prices and yields negatively correlated? Bond yields move in the opposite direction of prices because the bond’s coupon rate is fixed but the appeal of that bond and its coupon rate on the secondary market changes with economic conditions. If interest rates rise, bonds issued wit...
Reports on the decline in yields of several bond market indexes maintained by `The Bond Buyer' during the third week of August 1998. Impact of the static level of secondary trading and low new m...
Why are bond prices and yields negatively correlated? Bond yields move in the opposite direction of prices because the bond’s coupon rate is fixed but the appeal of that bond and its coupon rate on the secondary market changes with economic conditions. If interest rates rise, bonds issued wit...
As the Federal Reserve will announce its latest interest rate decision on the morning of February 1, Beijing time, a series of data will be released that will directly guide when the Federal Reserve will begin the interest rate cut cycle, and the trend of the US Treasury bond interest rate ...
Their main finding: The risk premium (in a single country) has a behavior (one unit root), consistent with the hypothesis that it reflects new market information. Among stripped yields, co-movements of sovereign risk premia were stronger during the period of highest volatility in the Mexican ...
Equity securitiesmay fluctuate in response to news on companies, industries, market conditions and general economic environment. Bondsare subject to interest rate risk. When interest rates rise, bond prices fall; generally the longer a bond's maturity, the more sensitive it is to this risk. Bonds...
The empirical analysis shows that investors demand higher yields for bonds with higher collateral haircuts. The importance of collateral haircuts on bond yields remains robust after controlling for the variations in credit quality, market liquidity and the effects of the European sovereign debt crisis....
Greece’s sovereign rating by two notches to B1 with a stable outlook on Friday. While Greek debt has outperformed the euro area this year to take yields to a 13-year low, investors are likely to be attracted to the offering since the securities still offer the highest returns in the ...
These cryptocurrency ETFs could see significant tailwinds on the heels of a pro-crypto Trump administration. Tony DongDec. 17, 2024 7 International Dividend Stocks to Buy Look overseas to reduce your risk profile and harness dividend yields for a steady income. ...
This paper studies the interaction between default and liquidity for corporate bonds that are traded in an over-the-counter secondary market with search fr... None - 《Econometrica》 被引量: 316发表: 2014年 Economic Volatility and Sovereign Yields' Determinants: a Time-Varying Approach Using month...