Výsledky vyhľadávania - "BOND prices"

Bond Price Fragility and the Structure of the Mutual Fund Industry.

Autori: Giannetti, Mariassunta Jotikasthira, Chotibhak

Zdroj: Review of Financial Studies. Jul2024, Vol. 37 Issue 7, p2063-2109. 47p.

Predmety: *BONDS (Finance), *BOND prices, *MUTUAL funds, *LIQUIDITY (Economics), *RATE of return, ASSET sales & prices

Bond pricing and yield curve derivation in an extended Keynesian term structure model.

Autori: da Silva, Allan Jonathan^1,2 (AUTHOR) allanjs@lncc.br

Zdroj: Applied Economics Letters. Sep2025, p1-6. 6p. 2 Illustrations.

Predmety: *BOND prices, *YIELD curve (Finance), *KEYNESIAN economics, *INTEREST rates, *INFLATION forecasting, RICCATI equation

Dynamically Consistent Analysis of Realized Covariations in Term Structure Models.

Autori: Schroers, Dennis¹ (AUTHOR) dschroer@uni-bonn.de

Zdroj: Mathematical Finance. Sep2025, p1. 34p. 1 Illustration.

Predmety: *BOND prices, *YIELD curve (Finance), *MARKET volatility, *EMPIRICAL research, *ARBITRAGE, *STATISTICAL correlation, STATISTICAL significance

Comment on “Collateral‐Based Monetary Policy: Evidence from China”.

Autori: Chen, Kaiji¹ (AUTHOR) kaiji.chen@emory.edu

Zdroj: International Economic Review. Sep2025, p1. 4p.

Predmety: *MONETARY policy, *BOND prices, *FINANCIAL management, *COLLATERALIZED loan obligations, *SYSTEMIC risk (Finance), *BONDS (Finance), ECONOMIC conditions in China

Geografický termín: CHINA

ETFs and the price volatility of underlying bonds.

Autori: Agapova, Anna Kaprielyan, Margarita Volkov, Nikanor

Zdroj: Financial Review. Aug2025, Vol. 60 Issue 3, p667-700. 34p.

Predmety: *BOND funds, *BOND prices, *BONDS (Finance), *CORPORATE bonds, *STOCK ownership, *EXCHANGE traded funds

In Safe Hands: The Financial and Real Impact of Investor Composition over the Credit Cycle.

Autori: Coppola, Antonio

Zdroj: Review of Financial Studies; Aug2025, Vol. 38 Issue 8, p2275-2325, 51p

Predmety: CRISES, CORPORATE bonds, BOND prices, INVESTORS, CAPITAL allocation, MUTUAL funds, INSURANCE companies

Call Me Maybe: Corporate Bond Prices Upon Missed Call Opportunities.

Autori: Ivashchenko, Alexey Rockinger, Michael

Zdroj: Financial Management (Wiley-Blackwell). May2025, p1. 17p. 2 Illustrations.

Predmety: *CORPORATE bonds, *BOND prices, *ABNORMAL returns, *BONDS (Finance), *CORPORATE finance, *DECISION making in investments, *OPTIONS (Finance)

Climate change and climate-linked finance.

Autori: Turvey, Calum G. Mastrianni, Morgan Paige Liu, Shuxin a ďalší

Zdroj: Agricultural Finance Review. 2025, Vol. 85 Issue 2, p199-233. 35p.

Predmety: *GREEN bonds, *BOND prices, *MONTE Carlo method, *DISTRIBUTION (Probability theory), *BONDS (Finance), *AGRICULTURAL credit

Equity expectations of bond issuing using the variance gamma model.

Autori: Hoyyi, Abdul Abdurakhman, Abdurakhman Rosadi, Dedi

Zdroj: AIP Conference Proceedings. 2025, Vol. 3301 Issue 1, p1-6. 6p.

Predmety: *BONDS (Finance), *BOND prices, *GAUSSIAN distribution, *MARKET volatility, *CREDIT risk, *EQUITY management, *STOCHASTIC models, *STOCHASTIC processes

ETFs, Creation and Redemption Processes, and Bond Liquidity.

Autori: Finnerty, John D. Reisel, Natalia Zhong, Xun

Zdroj: Journal of Financial & Quantitative Analysis; Jun2025, Vol. 60 Issue 4, p1891-1924, 34p

Predmety: EXCHANGE traded funds, LIQUIDITY (Economics), BOND market, CORPORATE bonds, REDEMPTION of securities, BOND prices

Book-to-Market, Mispricing, and the Cross Section of Corporate Bond Returns.

Autori: Bartram, Söhnke M. Grinblatt, Mark Nozawa, Yoshio

Zdroj: Journal of Financial & Quantitative Analysis; May2025, Vol. 60 Issue 3, p1185-1233, 49p

Predmety: BOOK-to-market ratio, CORPORATE bonds, BOND prices, RATE of return on bonds, LIQUIDITY (Economics), SPREAD (Finance), EXPECTATION (Psychology), SECURITIES trading

The rise and fall of stretched bond errors: Extending the analysis of Perdew–Zunger self-interaction corrections of reaction barrier heights beyond the LSDA.

Autori: Singh, Yashpal Peralta, Juan E. Jackson, Koblar A.

Zdroj: Journal of Chemical Physics. 3/28/2024, Vol. 160 Issue 12, p1-11. 11p.

Predmety: *DENSITY functionals, *BOND prices, *DENSITY functional theory, *CHEMICAL reactions, *FUNCTIONALS

Market Statistics.

Zdroj: Bond Buyer. 11/26/2025, Vol. 397 Issue 36413, p16-19. 4p. 1 Chart, 2 Graphs.

Predmety: *MUNICIPAL bonds, *BOND prices, *YIELD to maturity, *DISTRIBUTION (Probability theory), *INTEREST rates, *ECONOMIC statistics, *BONDS (Finance)

Market Statistics.

Zdroj: Bond Buyer. 11/5/2025, Vol. 397 Issue 36402, p16-19. 4p. 1 Chart, 2 Graphs.

Predmety: *MUNICIPAL bonds, *BOND prices, *BOND ratings, *SUPPLY & demand, *ECONOMIC indicators, *FINANCIAL databases

Market Statistics.

Zdroj: Bond Buyer. 10/2/2025, Vol. 397 Issue 36384, p15-19. 5p. 1 Chart.

Predmety: *ELECTRIC utilities, *BOND prices, *COMMERCIAL statistics

Geografický termín: UNITED States, CALIFORNIA

Using Excel's "LAMBDA" Function to Compute Modified Duration, Dollar Duration, and Bond Convexity.

Autori: Arnold, Tom Farizo, Joseph Szakmary, Andrew C. a ďalší

Zdroj: Journal of Wealth Management. Spring2025, Vol. 27 Issue 4, p80-86. 7p.

Predmety: *BOND prices, *PRICE sensitivity, *LIBRARIES

Asymptotic behavior of bond yields and volatilities for the extended 3/2 model under the real-world measure.

Zdroj: Annals of Actuarial Science. Mar2025, Vol. 19 Issue 1, p1-30. 30p.

Predmety: *BONDS (Finance), *BOND prices, *STOCHASTIC models, *CASH flow, PROBABILITY measures

Towards data-congruent models of the term structure of interest rates.

Autori: Favero, Carlo A. Fernández-Fuertes, Rubén

Zdroj: Econometric Reviews. Feb2025, p1-23. 23p. 6 Illustrations.

Predmety: *BOND prices, *MONETARY policy, MEDICAL prescriptions

The effect of ESG regulatory enforcement on green bond price efficiency.

Autori: Hao, Zhibin Guan, Jia

Zdroj: International Review of Financial Analysis. Oct2025, Vol. 106, pN.PAG-N.PAG. 1p.

Predmety: *GREEN bonds, *BOND prices, *FINANCIAL research, *EFFICIENT market theory, *AUDIT departments, *GOVERNMENT regulation, *ENVIRONMENTAL responsibility, *INVESTMENT analysis

A unifying approach for the pricing of debt securities.

Autori: Vachon, Marie-Claude MacKay, Anne

Zdroj: Quantitative Finance. Dec2024, Vol. 24 Issue 12, p1747-1772. 26p.

Predmety: *YIELD curve (Finance), *BOND prices, *PRICES of securities, *INTEREST rates, *PRICES, *CONVERTIBLE bonds