Works matching DE "YIELD curve (Finance)"

Results: 716

Yield curve in India and its interactions with the US bond market.

Published in:

International Economics & Economic Policy, 2017, v. 14, n. 2, p. 353, doi. 10.1007/s10368-016-0340-8

By:

Prasanna, Krishna;
Sowmya, Subramaniam

Publication type:

Article

Sukuk Securities and Conventional Bonds: Evidence of Significant Differences.

Published in:

Pertanika Journal of Social Sciences & Humanities, 2013, v. 21, n. 2, p. 621

By:

Ariff, Mohamed;
Safari, Meysam;
Mohamed, Shamsher

Publication type:

Article

Enhanced characterization of the yield behavior of sheet metal at torsional load using digital image correlation methods.

Published in:

Continuum Mechanics & Thermodynamics, 2021, v. 33, n. 2, p. 475, doi. 10.1007/s00161-020-00920-1

By:

Grillenberger, Markus;
Schagerl, Martin

Publication type:

Article

MACROECONOMIC INDICATORS AND YIELD CURVE OF INDONESIAN GOVERNMENT BOND.

Published in:

Business, Management & Economics Engineering, 2021, v. 19, n. 1, p. 34, doi. 10.3846/bmee.2021.13167

By:

SANTOSA, Perdana Wahyu

Publication type:

Article

INTEREST RATES SENSITIVITY ARBITRAGE -- THEORY AND PRACTICAL ASSESMENT FOR FINANCIAL MARKET TRADING.

Published in:

Business, Management & Economics Engineering, 2021, v. 19, n. 1, p. 12, doi. 10.3846/bmee.2021.12658

By:

STADNIK, Bohumil

Publication type:

Article

Diversified Emerging Market Exchange-Traded Funds and the Search for Positive Alpha.

Published in:

Journal of Beta Investment Strategies, 2024, v. 15, n. 2, p. 33, doi. 10.3905/jbis.2024.15.2.033

By:

Malhotra, D. K.;
Napoleon, Gianna

Publication type:

Article

Nonlinearities in the Brazilian Yield Curve.

Published in:

Emerging Markets Finance & Trade, 2015, v. 51, p. S3, doi. 10.1080/1540496X.2015.1080552

By:

de Araújo, Luiz Alberto D´Ávila;
de Andrade, Joaquim Pinto

Publication type:

Article

Volatility Dynamics in the Term Structure of Latin American Sovereign International Bonds.

Published in:

Emerging Markets Finance & Trade, 2015, v. 51, n. 5, p. 859, doi. 10.1080/1540496X.2015.1061377

By:

Thuraisamy, Kannan S.

Publication type:

Article

Yield Curve as a Predictor of Recessions: Evidence from Panel Data.

Published in:

Emerging Markets Finance & Trade, 2013, v. 49, p. 194, doi. 10.2753/REE1540-496X4905S512

By:

Ozturk, Huseyin;
Pereira, Luis Felipe V. N.

Publication type:

Article

The Role of Regime Shifts in the Term Structure of Interest Rates: Further Evidence from an Emerging Market.

Published in:

Emerging Markets Finance & Trade, 2012, v. 48, p. 48, doi. 10.2753/REE1540-496X4806S504

By:

Saltoglu, Burak;
Yazgan, M. Ege

Publication type:

Article

Introduction.

Published in:

Emerging Markets Finance & Trade, 2012, v. 48, n. 5, p. 3, doi. 10.2753/REE1540-496X480500

By:

Kutan, Ali M.

Publication type:

Article

Dual‐Gate Anti‐Ambipolar Transistor with Van der Waals ReS2/WSe2 Heterojunction for Reconfigurable Logic Operations.

Published in:

Advanced Electronic Materials, 2023, v. 9, n. 1, p. 1, doi. 10.1002/aelm.202200704

By:

Shingaya, Yoshitaka;
Zulkefli, Amir;
Iwasaki, Takuya;
Hayakawa, Ryoma;
Nakaharai, Shu;
Watanabe, Kenji;
Taniguchi, Takashi;
Wakayama, Yutaka

Publication type:

Article

Convexity arbitrage – the idea which does not work.

Published in:

Cogent Economics & Finance, 2022, v. 10, n. 1, p. 1, doi. 10.1080/23322039.2021.2019361

By:

Stádník, Bohumil

Publication type:

Article

A cross-sectional application of the Nelson-Siegel-Svensson model to several negative yield cases.

Published in:

Cogent Economics & Finance, 2019, v. 7, n. 1, p. 1, doi. 10.1080/23322039.2019.1582319

By:

Garcia, Maria Teresa Medeiros;
Carvalho, Vítor Hugo Ferreira;
Tokic, Damir

Publication type:

Article

The function and impact of cryptocurrency and data technology in the context of financial technology: introduction to the issue.

Published in:

Financial Innovation, 2021, v. 7, n. 1, p. 1, doi. 10.1186/s40854-021-00301-w

By:

Zhao, Lin

Publication type:

Article

Immunization and convex interest rate shifts.

Published in:

Control & Cybernetics, 2013, v. 42, n. 1, p. 259

By:

Barber, Joel R.

Publication type:

Article

Shifts of the term structure of interest rates against which a given portfolio is preimmunized.

Published in:

Control & Cybernetics, 2010, v. 39, n. 3, p. 857

By:

Rzadkowski, Grzegorz;
Zaremba, Leszek S.

Publication type:

Article

OBSERVATIONS REGARDING YIELD CURVE INVERSIONS.

Published in:

Journal of Business & Behavioral Sciences, 2020, v. 32, n. 2, p. 143

By:

Secrest, Thomas W.

Publication type:

Article

A TUTORIAL ON BONDS, YIELD CURVES AND DURATION.

Published in:

Journal of Business & Behavioral Sciences, 2016, v. 28, n. 1, p. 49

By:

Claggett, E. Tylor

Publication type:

Article

INVERTED LIBOR YIELD CURVE AND REAL MACROECONOMIC ACTIVITY.

Published in:

Journal of Business & Behavioral Sciences, 2015, v. 27, n. 2, p. 18

By:

Heath, Ellis B.

Publication type:

Article

ARTIFICIAL INTELLIGENCE COMBINED WITH NONLINEAR OPTIMIZATION TECHNIQUES AND THEIR APPLICATION FOR YIELD CURVE OPTIMIZATION.

Published in:

Journal of Industrial & Management Optimization, 2017, v. 13, n. 4, p. 1701, doi. 10.3934/jimo.2017014

By:

SOLTANI, ROYA;
SADJADI, SEYED JAFAR;
RAHNAMA, MONA

Publication type:

Article

MEASURING BOND PRICE VOLATILITY.

Published in:

Journal of Financial & Quantitative Analysis, 1979, v. 14, n. 2, p. 343, doi. 10.2307/2330507

By:

Livingston, Miles

Publication type:

Article

TAXATION AND BOND MARKET EQUILIBRIUM IN A WORLD OF UNCERTAIN FUTURE INTEREST RATES.

Published in:

Journal of Financial & Quantitative Analysis, 1979, v. 14, n. 1, p. 11, doi. 10.2307/2330653

By:

Livingston, Miles

Publication type:

Article

THE CONSIDERATION OF COUPON LEVELS, TAXES, REINVESTMENT RATES AND MATURITY IN THE INVESTMENT MANAGEMENT OF FINANCIAL INSTITUTIONS.

Published in:

Journal of Financial & Quantitative Analysis, 1975, v. 10, n. 1, p. 67, doi. 10.2307/2330317

By:

Cramer, Robert H.;
Hawk, Stephen L.

Publication type:

Article

SHORT-RUN INTEREST RATE CYCLES IN THE U.S.: 1954-1967.

Published in:

Journal of Financial & Quantitative Analysis, 1969, v. 4, n. 3, p. 291, doi. 10.2307/2329698

By:

Melnik, Arie;
Kraus, Alan

Publication type:

Article

The impact of news on South African sovereign bond yields.

Published in:

Investment Analysts Journal, 2024, v. 53, n. 1, p. 16, doi. 10.1080/10293523.2023.2223436

By:

van der Westhuizen, Elizabeth-Ann;
Brümmer, Leon Marx;
van Schalkwyk, Cornelis Hendrik

Publication type:

Article

Is the Italian government debt sustainable? Scenarios after the Covid-19 shock.

Published in:

Cambridge Journal of Economics, 2022, v. 46, n. 3, p. 581, doi. 10.1093/cje/beac014

By:

Canelli, Rosa;
Fontana, Giuseppe;
Realfonzo, Riccardo;
Passarella, Marco Veronese

Publication type:

Article

Dissociative attachment of low-energy electrons to acetonitrile.

Published in:

European Physical Journal D (EPJ D), 2021, v. 75, n. 8, p. 1, doi. 10.1140/epjd/s10053-021-00246-w

By:

Luxford, Thomas F. M.;
Kočišek, Jaroslav;
Tiefenthaler, Lukas;
Nag, Pamir

Publication type:

Article

The Sovereign Yield Curve and Fiscal Behaviour in China.

Published in:

Pacific Economic Review, 2018, v. 23, n. 2, p. 271, doi. 10.1111/1468-0106.12159

By:

Yan, Yifeng;
Guo, Ju'e

Publication type:

Article

The Sovereign Yield Curve and the Macroeconomy in China.

Published in:

Pacific Economic Review, 2015, v. 20, n. 3, p. 415, doi. 10.1111/1468-0106.12063

By:

Yan, Yifeng;
Guo, Ju'e

Publication type:

Article

C2 Tension Splines Construction Based on a Class of Sixth-Order Ordinary Differential Equations.

Published in:

Bulletin of the Iranian Mathematical Society, 2022, v. 48, n. 1, p. 127, doi. 10.1007/s41980-020-00505-3

By:

Zhu, Yuanpeng;
Chen, Zhenbiao;
Han, Xuli

Publication type:

Article

The Yield Curve as a Recession Leading Indicator. An Application for Gradient Boosting and Random Forest.

Published in:

International Journal of Interactive Multimedia & Artificial Intelligence, 2022, v. 7, n. 3, p. 7, doi. 10.9781/ijimai.2022.02.006

By:

Cadahia Delgado, Pedro;
Congregado, Emilio;
Golpe, Antonio A.;
Carlos Vides, José

Publication type:

Article

Resolving the Spanning Puzzle in Macro-Finance Term Structure Models.

Published in:

Review of Finance, 2017, v. 21, n. 2, p. 511, doi. 10.1093/rof/rfw044

By:

Bauer, Michael D.;
Rudebusch, Glenn D.

Publication type:

Article

Is There a "Boom Bias" in Agency Ratings?

Published in:

Review of Finance, 2016, v. 20, n. 3, p. 979, doi. 10.1093/rof/rfv023

By:

Dilly, Mark;
Mählmann, Thomas

Publication type:

Article

Non-Markov Gaussian Term Structure Models: The Case of Inflation*.

Published in:

Review of Finance, 2014, v. 18, n. 5, p. 1953, doi. 10.1093/rof/rfu017

By:

Feunou, Bruno;
Fontaine, Jean-Sébastien

Publication type:

Article

Peso Problems and Term Structure Anomalies of Repo Rates*.

Published in:

Review of Finance, 2014, v. 18, n. 3, p. 1183, doi. 10.1093/rof/rft025

By:

Zhu, Xiaoneng

Publication type:

Article

Understanding the Real Rate Conundrum: An Application of No-Arbitrage Models to the UK Real Yield Curve*.

Published in:

Review of Finance, 2012, v. 16, n. 3, p. 837, doi. 10.1093/rof/rfr012

By:

Joyce, Michael A. S.;
Kaminska, Iryna;
Lildholdt, Peter

Publication type:

Article

A Convergence Model of the Term Structure of Interest Rates*.

Published in:

Review of Finance, 2010, v. 14, n. 4, p. 727, doi. 10.1093/rof/rfn030

By:

AJEVSKIS, VIKTORS;
VITOLA, KRISTINE

Publication type:

Article

Design and Estimation of Multi-Currency Quadratic Models.

Published in:

Review of Finance, 2007, v. 11, n. 2, p. 167, doi. 10.1093/rof/rfl002

By:

LEIPPOLD, MARKUS;
WU, LIUREN

Publication type:

Article

Corporate yield curves as predictors of future economic and financial indicators.

Published in:

Applied Economics, 2015, v. 47, n. 19, p. 1997, doi. 10.1080/00036846.2014.1002898

By:

Saar, Dan;
Yagil, Yossi

Publication type:

Article

Measuring the natural yield curve.

Published in:

Applied Economics, 2014, v. 46, n. 17, p. 2052, doi. 10.1080/00036846.2013.829204

By:

Brzoza-Brzezina, Michał;
Kotłowski, Jacek

Publication type:

Article

The conditional influence of term spread and pattern changes on future equity returns.

Published in:

Applied Economics, 2014, v. 46, n. 9, p. 913, doi. 10.1080/00036846.2013.859377

By:

Volkman, David A.;
Maisondieu Laforge, Olivier J. P.;
Wohar, Mark

Publication type:

Article

Assessing macro influence on Brazilian yield curve with affine models.

Published in:

Applied Economics, 2011, v. 43, n. 15, p. 1847, doi. 10.1080/00036840902762746

By:

Matsumura, MarcoS.;
Moreira, AjaxR. B.

Publication type:

Article

The real yield curve and macroeconomic factors in the Chilean economy.

Published in:

Applied Economics, 2010, v. 42, n. 27, p. 3533, doi. 10.1080/00036840802129806

By:

Morales, Marco

Publication type:

Article

Density‐dependence produces spurious relationships among demographic parameters in a harvested species.

Published in:

Journal of Animal Ecology, 2022, v. 91, n. 11, p. 2261, doi. 10.1111/1365-2656.13807

By:

Riecke, Thomas V.;
Lohman, Madeleine G.;
Sedinger, Benjamin S.;
Arnold, Todd W.;
Feldheim, Cliff L.;
Koons, David N.;
Rohwer, Frank C.;
Schaub, Michael;
Williams, Perry J.;
Sedinger, James S.

Publication type:

Article

Structural, Magnetic, Morphology, Optical, and Vibrational Properties of In Substituted La2CuO4 Nanoparticles.

Published in:

Journal of Superconductivity & Novel Magnetism, 2024, v. 37, n. 8-10, p. 1529, doi. 10.1007/s10948-024-06759-w

By:

Sundararajan, M.;
Udhaya, P. Aji;
Baskar, S.;
Ubaidullah, Mohd;
Gupta, Manish;
Yuvaraj, S.;
Dash, Chandra Sekhar;
Kaur, Kirtanjot;
Manohar, Ala;
Isaac, R. S. Rimal;
Shaikh, Shoyebmohamad F.

Publication type:

Article

An improved cable-cylinder bracing system with quarter-ring yielding devices for seismic retrofit of steel moment frames.

Published in:

Bulletin of Earthquake Engineering, 2021, v. 19, n. 9, p. 3745, doi. 10.1007/s10518-021-01108-x

By:

Bursi, Oreste S.;
Fanaie, Nader;
Safaei Faegh, Shervin;
Sepasgozar Sarkhosh, Omid

Publication type:

Article

Sea‐Ice Deformations at the Submesoscale and Below During the Melting Season.

Published in:

Geophysical Research Letters, 2025, v. 52, n. 4, p. 1, doi. 10.1029/2024GL109046

By:

Kimura, Satoshi;
Ukita, Jinro;
Fujiwara, Amane;
Kikuchi, Takashi

Publication type:

Article

Impact of Remineralization Profile Shape on the Air‐Sea Carbon Balance.

Published in:

Geophysical Research Letters, 2021, v. 48, n. 7, p. 1, doi. 10.1029/2020GL091746

By:

Lauderdale, Jonathan Maitland;
Cael, B. B.

Publication type:

Article

An empirical analysis on the effects of the inflation targeting framework on monetary policy in South Africa.

Published in:

South African Journal of Economics, 2019, v. 87, n. 4, p. 450, doi. 10.1111/saje.12234

By:

Chen, Weiming;
Creamer, Kenneth

Publication type:

Article