scroll to top
0

Mobile Menu

Header Layout

EBSCO Auth Banner

Let's find your institution. Click here.

Page title

Advanced Search Results For "RATE of return on bonds"

1 - 10 of 12,985 results for
 "RATE of return on bonds"
Results per page:

Subjective Bond Returns and Belief Aggregation.

Publication Type:Academic Journal

Source(s):Review of Financial Studies. Aug2022, Vol. 35 Issue 8, p3710-3741. 32p.

Abstract:This paper proposes an aggregation scheme of subjective bond return expectations based on the historical accuracy of professional interest rate forecasters. We use disaggregated survey data on bond returns and document large disagreement in the cross-s...

View details

Intermediaries and Asset Prices: International Evidence since 1870.

Publication Type:Academic Journal

Source(s):Review of Financial Studies; May2022, Vol. 35 Issue 5, p2144-2189, 46p

Abstract:Copyright of Review of Financial Studies is the property of Oxford University Press / USA and its content may not be copied or emailed to multiple sites or posted to a listserv without the copyright holder's express written permission. However, users m...

View details

Machine-Coded News-Based Sentiment Index for Turkey and its Impact on Exchange Rates.

Publication Type:Academic Journal

Source(s):Ekonomik Yaklasim. 2022, Vol. 33 Issue 123, p147-171. 25p.

Abstract:Bu çalışma, öncelikle, gazete haberleri üzerinde içerik analizi yaparak yüksek frekanslı haber tabanlı bir algı indeksi oluşturan otomatikleştirilmiş bir sistem geliştirmektedir. Bu sistem haberleri kelime sıklığına bağlı olarak iyi, kötü veya nötr ola...

View details

Robust Bond Risk Premia.

Publication Type:Academic Journal

Source(s):Review of Financial Studies. Feb2018, Vol. 31 Issue 2, p399-448. 50p.

Abstract:A consensus has recently emerged that variables beyond the level, slope, and curvature of the yield curve can help predict bond returns. This paper shows that the statistical tests underlying this evidence are subject to serious small-sample distortion...

View details

ANALYSIS OF GRANGER CAUSALITY BETWEEN GOLD AND SELECTED FINANCIAL ASSETS.

Publication Type:Academic Journal

Source(s):Research Papers of the Wroclaw University of Economics / Prace Naukowe Uniwersytetu Ekonomicznego we Wroclawiu. 2020, Vol. 64 Issue 7, p74-89. 16p.

Abstract:Złoto należy do aktywów nisko lub ujemnie skorelowanych z rynkami podstawowych aktywów finansowych i może stanowić alternatywną formę lokaty kapitału. Istotne stają się ocena wpływu tych rynków na rynek (cenę) złota oraz ich wzajemne relacje. Decyzje i...

View details

HOW TO GET HIGHER YIELDS. (cover story)

Publication Type:Periodical

Source(s):Kiplinger's Personal Finance. Jun2019, Vol. 73 Issue 6, p42-53. 10p. 4 Diagrams.

Abstract:The article offers tips on how to get higher bond yields. These include using a mutual fund or exchange traded fund (ETF) with rock-bottom expenses, such as Vanguard Limited-Term Tax-Exempt, and Fidelity Intermediate Municipal Income, and investing in ...

View details

Reaching for Yield in Corporate Bond Mutual Funds.

Publication Type:Academic Journal

Source(s):Review of Financial Studies. May2018, Vol. 31 Issue 5, p1930-1965. 36p.

Abstract:We examine "reaching for yield" in U.S. corporate bond mutual funds.We define reaching for yield as tilting portfolios toward bonds with yields higher than the benchmarks. We find that funds generate higher returns and attract more inflows when they re...

View details

Climate Change News Risk and Corporate Bond Returns.

Publication Type:Academic Journal

Source(s):Journal of Financial & Quantitative Analysis. Sep2021, Vol. 56 Issue 6, p1985-2009. 25p.

Abstract:We examine whether climate change news risk is priced in corporate bonds. We estimate bond covariance with a climate change news index and find that bonds with a higher climate change news beta earn lower future returns, consistent with the asset prici...

View details

Forecasting through the Rearview Mirror: Data Revisions and Bond Return Predictability.

Publication Type:Academic Journal

Source(s):Review of Financial Studies. Feb2018, Vol. 31 Issue 2, p678-714. 37p.

Abstract:A previous literature has documented that bond returns are predicted by macroeconomic information not contained in yields contemporaneously. That literature has mostly relied on final revised, rather than real time macroeconomic data. We show that the ...

View details

Bond Risk Premiums with Machine Learning.

Publication Type:Academic Journal

Source(s):Review of Financial Studies; Feb2021, Vol. 34 Issue 2, p1046-1089, 44p

Abstract:Copyright of Review of Financial Studies is the property of Oxford University Press / USA and its content may not be copied or emailed to multiple sites or posted to a listserv without the copyright holder's express written permission. However, users m...

View details

banner_970x250 (970x250)

sponsored