Determinants of corporate bond yield: Empirical evidence from Indonesia

D Megananda, E Endri, F Oemar… - The Journal of Asian …, 2021 - koreascience.kr
This study aims to examine the factors that determine bond yields in infrastructure
companies listed on the Indonesia Stock Exchange. The research sample used 31 bonds …

A Keynesian exploration of the determinants of government bond yields for Brazil, Colombia, and Mexico

S Simoski - 2019 - digitalcommons.bard.edu
This dissertation investigates the long-term determinants of the government bond nominal
yields of Brazil, Colombia, and Mexico. It deploys vector error correction (VEC) model to …

The empirics of long-term Mexican government bond yields

T Akram, S Al-Helal Uddin - Macroeconomics and Finance in …, 2024 - Taylor & Francis
This paper presents empirical models of Mexican government bond (MGB) yields based on
monthly macroeconomic data. The current short-term interest rate has a decisive influence …

Determinan Yield Obligasi Pemerintah Tenor 5 Tahun Dengan Menggunakan Model Egarch Pada Negara Indonesia, Malaysia, Thailand, Dan Filipina

RP Paramita, IRD Pangestuti - 2016 - eprints.undip.ac.id
Penelitian ini bertujuan untuk menganalisis pengaruh tingkat suku bunga, inflasi, harga
minyak dunia, nilai tukar, dan cadangan devisa terhadap yield obligasi. Penelitian dilakukan …

[PDF][PDF] The impacts of fiscal and macroeconomic factors on Vietnam Government Bond Yield

THL Nguyen, PA Nguyen - International Journal of Economics …, 2022 - epe.lac-bac.gc.ca
Government bond yield refers to the borrowing cost for government and the expected return
for the individual and institutional investors. Having knowledge of government bond yield …

[图书][B] Interest Rate Dynamics: An Examination of Mainstream and Keynesian Empirical Studies

T Akram, KA al Mamun - 2024 - levyinstitute.org
This paper critically reviews both mainstream and Keynesian empirical studies of interest
rate dynamics. It assesses the key findings of a selected number of these studies, surveying …

Impact of Global and Domestic Factors on Indian Government Bond Yields

S Sehgal, J Singh - Asia-Pacific Financial Markets, 2024 - Springer
The article aims to empirically examine the determinants of the 10-, 7-, and 5-year Indian
government bond yields over the study period of 1999–2021. For this purpose, three …

Which combination of fiscal and external imbalances to determine the long-run dynamics of sovereign bond yields?

M Ben Salem, B Castelletti-Font - 2016 - papers.ssrn.com
In the aftermath of the crisis, sovereign risk premium differentials have been increasingly
widening. Although the perceived risk for core countries remains relatively low, financial …

Determinant of Government Bond Yields

P Adiwibowo, P Sihombing - Dinasti International Journal of Digital …, 2019 - dinastipub.org
This study aims to analyze the influence of determinant factors:(i) exchange rates,(ii)
inflation,(iii) CDS spreads,(iv) bid-ask spreads,(v) overnight rate,(vi) CB's rate (Central Bank …

Asymmetric Impact of Monetary Policy on 10-Year G-Sec Yield in India

S Sood, B Seth, SR Behera, DP Rath - Journal of Quantitative Economics, 2024 - Springer
This paper examines the asymmetric impact of monetary policy on central government's 10-
year g-sec yield using a non-linear autoregressive distributed lag model for the period Q1 …