Understanding how bond convexity works is no easy feat. In its most basic form, the convexity of an asset is a tool that allows us to assess the relationship between bond yields and interest rates. For those unaware, when interest rates go up, the price of a bond goes down. Similarly, ...
The Relationship between Exchange Rates, Interest Rates and Australian Bank ReturnsAlthough there has been significant research on US financial intermediaries' stock returns and sensitivity to interest yields, there has only been limited reseaJain, Ameeta...
neutral models of risky-bond pricing and uses these to examine the relationship between the default premium embodied in bond yields and actual default rates... JEROME,S.,FONS - 《Journal of Finance》 被引量: 81发表: 2012年 Corporate Bond Yield Spreads in Recent Decades: Trends, Changes, and...
As expected, at low stocking densities yields are higher in tropical systems than in temperate ones. However, there were no significant differences in maximum yield between regions. Yield varies nonlinearly with stocking density for both temperate and tropical systems. At very low stockin...
Keep in mind that while duration may provide a good estimate of the potential price impact of small and sudden changes in interest rates, it may be less effective for assessing the impact of large changes in rates. This is because the relationship between bond prices and bond yields is not ...
In plants cut back to the lower stubble height at the lower plant height, however, yields of Guinea grass and Coloured guinea grass increased and that of Makarikari grass did not increase.3. Decreasing the stubble height or plant height at harvest resulted in the lower yield in summer, and...
Spreads between expected future riskless rates for three month and ten year maturities correlate more highly with future changes in real GDP than do the spreads between the three month and ten year yields themselves. The model produces weights so that paired barbell maturities more closely match a...
Relationship between corn leaf composition and high and low yield levelsQuadratic polynomialstepwise regressionnutrient interactionCorn yields and leaf samples were obtained from experimental plots receiving varying rates of N, P, and K. Yields were placed in two groups. One group consisted of yields ...
Multi-Tasking Eurodollar Futures: The Relationship between the Yields on Five-Year Eurodollar Futures and Five-Year Interest Rate Swaps Helps Put into Context the Multitasking Abilities of Eurodollar Futures, Particularly in Light of the Late 2008 Plunge in Interest Rates...
Interest Rates and Bond Market A change in interest rates impacts the bond market as well as the stock market. When interest rates rise, bond prices fall. The result is an increase in the yields of existing bonds, which brings the yields of those bonds in line with the bonds issued with...