This study investigates the sovereign yield curve network of 12 developed countries. We
decompose the term structure of interest rates into the Level, Slope, and Curvature factors …

We examine how the US treasury yields are connected with traditional energy and green
cryptocurrencies in higher moments. For this purpose, we first compute the US treasury yield …

We decompose long-term nominal bond yields into real and inflation components in an
international context using inflation-linked and nominal bonds. In contrast to extant results …

Humans have a tendency to see'human'-like qualities in objects around them. We name our
cars, and talk to pets and even household appliances, as if they could understand us as …

This note uses a target-zone model to study the bond yield movements under yield curve
control. The bond yield is assumed to be quasi-bounded in a band, but can breach a cap …

Identifying the components of yields is a challenging task for monetary authorities. We use a
term structure model with stochastic volatility and eurozone global macro factors to estimate …

Fundamentally, the term premium in long-term nominal yields is compensation to investors
for bearing interest rate risk. There is substantial evidence of sizable and time-varying term …

Affine term structure models of bond yields are important tools for analyzing fixed income
markets and monetary policy. Estimators of Adrian, Crump, and Mönch (2013) and Diez de …

We explore the determinants of term premiums and evaluate the influence of the US market
on term premiums in seven developed countries. Our analysis shows that poor economic …

This paper employs a dynamic factor model with endogenous regional clustering and
extreme value adjustment properties to construct a world interest rate, as well as regional …