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Journal of Financial and Quantitative Analysis, ISSN 0022-1090, 2/2010, Volume 45, Issue 1, pp. 107 - 134
The paper explores the determinants of yield differentials between sovereign bonds, using euro-area data. There is a common trend in yield differentials, which... 
Government bonds | Investment risk | Investors | Predisposing factors | Liquidity | Yield | Financial instruments | Liquidity risk | Transaction costs | Benchmark bonds | STOCK RETURNS | RATES | BUSINESS, FINANCE | MARKET LIQUIDITY | QUALITY | RISK | ECONOMICS | SPREADS | EMU | TREASURY YIELDS | Sovereign debt market | Bonds | Analysis | Liquidity (Finance)
Journal Article
Journal of Econometrics, ISSN 0304-4076, 2006, Volume 130, Issue 2, pp. 337 - 364
Journal Article
Journal of Banking and Finance, ISSN 0378-4266, 12/2018, Volume 97, pp. 198 - 218
Can a negative shock to sovereign ratings invoke a vicious cycle of increasing government bond yields and further downgrades, ultimately pushing a country... 
Rating agencies | Semiparametric models | Sovereign risk | Nonlinearities | MARKET | RISK | DEBT | AGENCIES | EURO-AREA | BUSINESS, FINANCE | CREDIT RATINGS | FLIGHT | CRISIS | ECONOMICS | WILD BOOTSTRAP
Journal Article
International Journal of Recent Technology and Engineering, 01/2019, Volume 7, Issue 5, pp. 238 - 244
Journal Article
Contemporary Economic Policy, ISSN 1074-3529, 01/2019, Volume 37, Issue 1, pp. 102 - 120
Empirical evidence on the potential impact of central bank policies on government bond yields at the effective lower bound (ELB) is presented for nine... 
PUBLIC ADMINISTRATION | MONETARY-POLICY | INTEREST-RATES | ECONOMICS | Measurement | Yield (Investments) | Prices and rates | Economic policy | Central banks | Government securities | International aspects | Economic models | Interest rate | Bonds | Banking | Foreign policy | Monetary policy | Efficacy | Yield
Journal Article
Journal of Banking and Finance, ISSN 0378-4266, 07/2012, Volume 36, Issue 7, pp. 2026 - 2047
► We use a large BVAR to forecast the term structure of interest rates. ► We optimally select the amount of shrinkage by maximizing the marginal likelihood. ►... 
Term structure | Bayesian methods | Forecasting | Marginal likelihood | BUSINESS, FINANCE | INFORMATION | TERM-STRUCTURE | CURVE | ECONOMICS | INFERENCE | NO-ARBITRAGE | LARGE NUMBER
Journal Article
Journal of International Economics, ISSN 0022-1996, 03/2014, Volume 92, Issue 2, pp. 286 - 303
We study the effects of the adoption of collective action clauses (CACs) on government bond yields by exploiting secondary market data on sovereign bonds... 
Collective action clauses (CAC) | Panel data | Default | Sovereign yields | Debt restructuring | TESTS | PANEL-DATA | ESTIMATORS | ECONOMICS | SPECIFICATION | DEBT
Journal Article
Asian Development Review, ISSN 1996-7241, 03/2019, Volume 36, Issue 1, pp. 168 - 205
This paper investigates the long-term determinants of the nominal yields of Indian government bonds (IGBs). It examines whether John Maynard Keynes’... 
Government bonds | Bond markets | Economic models | Central banks | International finance
Journal Article
Quantitative Finance, ISSN 1469-7688, 05/2018, Volume 18, Issue 5, pp. 827 - 835
Journal Article
Journal of Money, Credit and Banking, ISSN 0022-2879, 12/2012, Volume 44, Issue 8, pp. 1563 - 1587
We examine the effect of fiscal positions, both the level of debt and the fiscal balance, on long-term government bond yields in the Organisation for Economic... 
Government bonds | Public debt | Long term debt | Inflation rates | Yield | Variable interest rates | Gross domestic product | Federal budget deficit | Financial bonds | Interest rates | E62 | fiscal balances | fiscal policy | E43 | government debt | interest rates | Fiscal policy | Government debt | Fiscal balances | BUSINESS, FINANCE | INTEREST-RATES | ECONOMICS | DEBT
Journal Article
Journal of Forecasting, ISSN 0277-6693, 01/2016, Volume 35, Issue 1, pp. 86 - 92
This paper discusses techniques that might be helpful in predicting interest rates and tries to evaluate a new hybrid forecasting approach. Results of... 
government bond yields | cointegration | neural networks | MONEY | MARKET | MANAGEMENT | PERSISTENCE | REPRESENTATION | MODELS | BREAK | TIME-SERIES | ECONOMICS | ERROR-CORRECTION | Economic forecasting | Usage | Forecasts and trends | Neural networks | Bonds | Methods | Economic models | Cointegration analysis | Forecasting
Journal Article
Prague Economic Papers, ISSN 1210-0455, 01/2019, Volume 28, Issue 2, p. 178
Interest rates in many advanced countries have reached zero lower bound and this has led to the widespread use of unconventional monetary policies after the... 
Government bonds | Economic models | Monetary policy | Interest rates
Journal Article
Emerging Markets Finance and Trade, ISSN 1540-496X, 01/2018, Volume 54, Issue 1, pp. 41 - 53
This article uses the parsimonious dynamic Nelson-Siegel model to fit the yields of South African government bonds. We find that the dynamic Nelson-Siegel... 
term structure | South African government bond | dynamic Nelson-Siegel model | forecasting | dynamic Nelson–Siegel model | ARBITRAGE-FREE | PREDICTOR | PREMIA | STRUCTURE MODEL | ECONOMIC INDICATORS | AFFINE MODELS | BUSINESS | INTERNATIONAL RELATIONS | CURVE | INTEREST-RATES | ECONOMICS | DOWNTURNS
Journal Article
Journal of Empirical Finance, ISSN 0927-5398, 12/2017, Volume 44, pp. 209 - 225
In this paper we model and predict the term structure of US interest rates in a data-rich and unstable environment. The dynamic Nelson–Siegel factor model is... 
Term structure of interest rates | Bayesian methods | Dynamic model averaging | Term premia | Nelson–Siegel | PREMIA | OPTIMAL TESTS | PARAMETER INSTABILITY | UNCERTAINTY EMPIRICAL-EVIDENCE | BUSINESS, FINANCE | MODELS | Nelson-Siegel | INTERNATIONAL PANEL DATASET | CURVE | INTEREST-RATES | ECONOMICS | REGRESSIONS | Forecasts and trends | Big data | Analysis | Interest rates
Journal Article
Journal of International Economics, ISSN 0022-1996, 03/2014, Volume 92, Issue 2, p. 286
  We study the effects of the adoption of collective action clauses (CACs) on government bond yields by exploiting secondary market data on sovereign bonds... 
Studies | Government bonds | International markets | Sovereign debt | Moral hazard | Bond ratings
Journal Article
PLoS ONE, ISSN 1932-6203, 2011, Volume 6, Issue 8, p. e22794
Journal Article