The Economics of Recent Bond Yield Volatility

The Economics of Recent Bond Yield Volatility
Author: C. E. V. Borio
Publisher: Bank for International Settlements
Total Pages: 148
Release: 1996
Genre: Bond market
ISBN:

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The Economics of Recent Bond Yield Volatility
Language: en
Pages: 148
Authors: C. E. V. Borio
Categories: Bond market
Type: BOOK - Published: 1996 - Publisher: Bank for International Settlements

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Risk Management in Volatile Financial Markets
Language: en
Pages: 374
Authors: Franco Bruni
Categories: Business & Economics
Type: BOOK - Published: 2012-12-06 - Publisher: Springer Science & Business Media

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intense competition on banks and other financial institutions, as a period of oligopoly ends: more rather than less innovation is needed to help share undi vers
Foreign Participation in Emerging Markets’ Local Currency Bond Markets
Language: en
Pages: 21
Authors: Mr.Shanaka J. Peiris
Categories: Business & Economics
Type: BOOK - Published: 2010-04-01 - Publisher: International Monetary Fund

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This paper estimates the impact of foreign participation in determining long-term local currency government bond yields and volatility in a group of emerging ma
Do Bonds Span Volatility Risks in the U.S. Treasury Market?
Language: en
Pages:
Authors: Torben Gustav Andersen
Categories: Economics
Type: BOOK - Published: 2007 - Publisher:

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We investigate whether bonds span the volatility risk in the U.S. Treasury market, as predicted by most 'affine' term structure models. To this end, we construc
Financial Liberalisation and International Trends in Stock, Corporate Bond and Foreign Exchange Market Volatilities
Language: en
Pages: 64
Authors: Paul Kupiec
Categories: Banks and banking, International
Type: BOOK - Published: 1991 - Publisher:

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