Essays about: "government bond yields"

Showing result 1 - 5 of 14 essays containing the words government bond yields.

1. 1. Macroeconomic Determinants of Sovereign Credit Risk

   University essay from

   Author : Adam Aleb; Rashid Hassan; [2022-07-04]
   Keywords : Macroeconomic Determinants; Credit Risk; Government Bond Yields; Cointegration; Long-run and Short-run Determinants; VECM; ARDL; FEVD;

   Abstract : This report analyzes the macroeconomic determinants of sovereign bond yields in three different economies: the US, a large open economy and a benchmark in the financial markets, Sweden, a small open economy that has successfully dealt with financial crisis, and Italy, a large open economy with a history of financial distress. Cointegration techniques of the VECM and the ARDL model were used to derive the short-run and the long-run determinants of sovereign bond yields. READ MORE

3. 2. Forward Guidance Through  Newspaper Articles : Explaining Movement in Bond Yields Through Text Analysis

   University essay from Umeå universitet/Nationalekonomi

   Author : Severin Suess; [2022]
   Keywords : ;

   Abstract : Forward guidance policies are necessarily difficult to asses through their nature as verbal publishing. This thesis aims at estimating a forward guidance indicator through measuring public perception of the central bank’s interest rate policy. READ MORE

4. 3. Is the Eurozone an Optimal Currency Area? An investigation from a financial market´s perspective

   University essay from Lunds universitet/Nationalekonomiska institutionen

   Author : Niclas Stafsing; Carl Sandström; [2020]
   Keywords : Optimal Currency Area; Eurozone; Event study; Equity indices; 10-year government bond yield; Business and Economics;

   Abstract : The purpose of this study is to examine if the Eurozone is an Optimal Currency Area (OCA) or not. To do this we have examined if the European Central Banks monetary policy announcements have a significant impact on the equity markets and on the 10-year government bond yields in the Eurozone. READ MORE

5. 4. What does it cost to be green? : An empirical investigation of the European green bond market

   University essay from Uppsala universitet/Företagsekonomiska institutionen

   Author : Gustaf Söderström; Anton Pettersson; [2020]
   Keywords : Green bonds; Green bond premium; Liquidity; Non-pecuniary preferences; Socially responsible investing; Capital asset pricing model; Matching method; ESG; CSR; Yield spread; Green Bond Principles; European bond market.;

   Abstract : The green bond market offers investors the opportunity to take an explicit focus on sustainable investment projects. However, it is yet to be determined whether this novel asset class offers attractive yields compared to non-green bonds. READ MORE

6. 5. Government yield spread determinants in the eurozone and the effect of the European debt crisis

   University essay from KTH/Skolan för industriell teknik och management (ITM)

   Author : Arian Kalantari; [2019]
   Keywords : Government bonds; yield spread; eurozone; European debt crisis; risk; Statsobligationer; räntor; spread; euroområdet; risk; skuldkrisen;

   Abstract : The inception of the economic and monetary union (EMU) in January 1999 created new conditions for government debt. By eliminating currency exchange rate risk between the member states, the hope was to achieve a more sustainable and integrated government debt market in the euro area. READ MORE