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Author : Bruno H. Solnik
Publisher :
ISBN 13 : 9782854185713
Total Pages : 12 pages
Book Rating : 4.1/5 (857 download)
Download or read book International Market Correlation and Volatility written by Bruno H. Solnik and published by . This book was released on 1996 with total page 12 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Author : Frank J. Fabozzi
Publisher : MIT Press
ISBN 13 : 0262367424
Total Pages : 937 pages
Book Rating : 4.2/5 (623 download)
Download or read book Bond Markets, Analysis, and Strategies, tenth edition written by Frank J. Fabozzi and published by MIT Press. This book was released on 2021-12-07 with total page 937 pages. Available in PDF, EPUB and Kindle. Book excerpt: The updated edition of a widely used textbook that covers fundamental features of bonds, analytical techniques, and portfolio strategy. This new edition of a widely used textbook covers types of bonds and their key features, analytical techniques for valuing bonds and quantifying their exposure to changes in interest rates, and portfolio strategies for achieving a client’s objectives. It includes real-world examples and practical applications of principles as provided by third-party commercial vendors. This tenth edition has been substantially updated, with two new chapters covering the theory and history of interest rates and the issues associated with bond trading. Although all chapters have been updated, particularly those covering structured products, the chapters on international bonds and managing a corporate bond portfolio have been completely revised. The book covers the basic analytical framework necessary to understand the pricing of bonds and their investment characteristics; sectors of the debt market, including Treasury securities, corporate bonds, municipal bonds, and structured products (residential and commercial mortgage-backed securities and asset-backed securities); collective investment vehicles; methodologies for valuing bonds and derivatives; corporate bond credit risk; portfolio management, including the fundamental and quantitative approaches; and instruments that can be used to control portfolio risk.
Author : Andrew D. Clare
Publisher :
ISBN 13 :
Total Pages : 52 pages
Book Rating : 4.3/5 ( download)
Download or read book An Analysis of the Relationship Between International Bond Markets written by Andrew D. Clare and published by . This book was released on 2000 with total page 52 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Author : Bruno H. Solnik
Publisher : Addison-Wesley Longman
ISBN 13 :
Total Pages : 420 pages
Book Rating : 4.0/5 ( download)
Download or read book International Investments written by Bruno H. Solnik and published by Addison-Wesley Longman. This book was released on 1991 with total page 420 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Author :
Publisher : World Bank Publications
ISBN 13 : 9780821349557
Total Pages : 452 pages
Book Rating : 4.3/5 (495 download)
Download or read book Developing Government Bond Markets: A Handbook written by and published by World Bank Publications. This book was released on 2001-09-21 with total page 452 pages. Available in PDF, EPUB and Kindle. Book excerpt: This handbook is a comprehensive and authoritative reference for both senior policymakers—those responsible for the development of government bond markets in their own countries—and all individuals responsible for guiding the market development process at the operational level—those who have a substantial need to understand the policy issues involved.
Author : World Bank
Publisher : International Monetary Fund
ISBN 13 : 1498341527
Total Pages : 40 pages
Book Rating : 4.4/5 (983 download)
Download or read book Local Currency Bond Markets - A Diagnostic Framework written by World Bank and published by International Monetary Fund. This book was released on 2013-07-09 with total page 40 pages. Available in PDF, EPUB and Kindle. Book excerpt: In November 2011, the G-20 endorsed an action plan to support the development of local currency bond markets (LCBM). International institutions—the IMF, the World Bank, the EBRD, and the OECD—were asked to draw on their experience to develop a diagnostic framework (DF) to identify general preconditions, key components, and constraints for successful LCBM development. The objective is to provide a tool for analyzing the state of development and efficiency of local currency bond markets. The application of the DF is expected to be flexible, bearing in mind that the potential for LCBM development depends on economic size, financing needs, and stage of economic development.
Author : Mr.Yibin Mu
Publisher : International Monetary Fund
ISBN 13 : 1475535848
Total Pages : 53 pages
Book Rating : 4.4/5 (755 download)
Download or read book Bond Markets in Africa written by Mr.Yibin Mu and published by International Monetary Fund. This book was released on 2013-01-14 with total page 53 pages. Available in PDF, EPUB and Kindle. Book excerpt: African bond markets have been steadily growing in recent years, but nonetheless remain undeveloped. African countries would benefit from greater access to financing and deeper financial markets. This paper compiles a unique set of data on corporate bond markets in Africa. It then applies an econometric model to analyze the key determinants of African government securities market and corporate bond market capitalization. Government securities market capitalization is directly related to better institutions and interest rate volatility, and inversely related to the fiscal balance, higher interest rate spreads, exchange rate volatility, and current and capital account openness. Corporate bond market capitalization is directly linked to economic size, the level of development of the economy and financial markets, better institutions, and interest rate volatility, and inversely related to higher interest rate spreads and current account openness. Policy implications follow.
Author : International Monetary Fund
Publisher : International Monetary Fund
ISBN 13 : 1513573926
Total Pages : 157 pages
Book Rating : 4.5/5 (135 download)
Download or read book Guidance Note For Developing Government Local Currency Bond Markets written by International Monetary Fund and published by International Monetary Fund. This book was released on 2021-03-12 with total page 157 pages. Available in PDF, EPUB and Kindle. Book excerpt: This guidance note was prepared by International Monetary Fund (IMF) and World Bank Group staff under a project undertaken with the support of grants from the Financial Sector Reform and Strengthening Initiative, (FIRST).The aim of the project was to deliver a report that provides emerging market and developing economies with guidance and a roadmap in developing their local currency bond markets (LCBMs). This note will also inform technical assistance missions in advising authorities on the formulation of policies to deepen LCBMs.
Author : Ms.Anastasia Guscina
Publisher : International Monetary Fund
ISBN 13 : 1498310680
Total Pages : 40 pages
Book Rating : 4.4/5 (983 download)
Download or read book First-Time International Bond Issuance—New Opportunities and Emerging Risks written by Ms.Anastasia Guscina and published by International Monetary Fund. This book was released on 2014-07-18 with total page 40 pages. Available in PDF, EPUB and Kindle. Book excerpt: International bond issuance by debut issuers has risen in recent years. The uptick was a result of both demand and supply factors. The search for yield and demand for portfolio diversification have resulted in demand-driven easy financing conditions. At the same time, rising financing needs for many debut issuers, coupled with reduced access to concessional financing, relatively undeveloped domestic markets, and a favorable interest rate environment have made international bonds an attractive financing alternative for many countries. As bonds issued in the international markets are typically denominated in hard currencies, have large volumes and a bullet structure, exposure to exchange rate and refinancing risk has increased. Therefore, risk-mitigating policy actions are needed to prepare for redemption, support debt sustainability, and secure adequate debt management capacity.
Author : C. E. V. Borio
Publisher : Bank for International Settlements
ISBN 13 :
Total Pages : 148 pages
Book Rating : 4.F/5 ( download)
Download or read book The Economics of Recent Bond Yield Volatility written by C. E. V. Borio and published by Bank for International Settlements. This book was released on 1996 with total page 148 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Author : Iva Petrova
Publisher : International Monetary Fund
ISBN 13 : 1455252859
Total Pages : 28 pages
Book Rating : 4.4/5 (552 download)
Download or read book Determinants of Emerging Market Sovereign Bond Spreads written by Iva Petrova and published by International Monetary Fund. This book was released on 2010-12-01 with total page 28 pages. Available in PDF, EPUB and Kindle. Book excerpt: This paper analyses the determimants of emerging market sovereign bond spreads by examining the short and long-run effects of fundamental (macroeconomic) and temporary (financial market) factors on these spreads. During the current global financial and economic crisis, sovereign bond spreads widened dramatically for both developed and emerging market economies. This deterioration has widely been attributed to rapidly growing public debts and balance sheet risks. Our results indicate that in the long run, fundamentals are significant determinants of emerging market sovereign bond spreads, while in the short run, financial volatility is a more important determinant of sperads than fundamentals indicators.
Author : Piotr Jaworski
Publisher : Springer Science & Business Media
ISBN 13 : 3642124658
Total Pages : 338 pages
Book Rating : 4.6/5 (421 download)
Download or read book Copula Theory and Its Applications written by Piotr Jaworski and published by Springer Science & Business Media. This book was released on 2010-07-16 with total page 338 pages. Available in PDF, EPUB and Kindle. Book excerpt: Copulas are mathematical objects that fully capture the dependence structure among random variables and hence offer great flexibility in building multivariate stochastic models. Since their introduction in the early 50's, copulas have gained considerable popularity in several fields of applied mathematics, such as finance, insurance and reliability theory. Today, they represent a well-recognized tool for market and credit models, aggregation of risks, portfolio selection, etc. This book is divided into two main parts: Part I - "Surveys" contains 11 chapters that provide an up-to-date account of essential aspects of copula models. Part II - "Contributions" collects the extended versions of 6 talks selected from papers presented at the workshop in Warsaw.
Author : Mr. Evan Papageorgiou
Publisher : International Monetary Fund
ISBN 13 : 1616357592
Total Pages : 14 pages
Book Rating : 4.6/5 (163 download)
Download or read book Drivers of Emerging Market Bond Flows and Prices written by Mr. Evan Papageorgiou and published by International Monetary Fund. This book was released on 2021-12-16 with total page 14 pages. Available in PDF, EPUB and Kindle. Book excerpt: An interesting disconnect has taken shape between local currency- and hard currency-denominated bonds in emerging markets with respect to their portfolio flows and prices since the start of the recovery from the COVID-19 pandemic. Emerging market assets have recovered sharply from the COVID-19 sell-off in 2020, but the post-pandemic recovery in 2021 has been highly uneven. This note seeks to answer why. Yields of local currency-denominated bonds have risen faster and are approaching their pandemic highs, while hard currency bond yields are still near their post-pandemic lows. Portfolio flows to local currency debt have similarly lagged flows to hard currency bonds. This disconnect is closely linked to the external environment and fiscal and inflationary pressures. Its evolution remains a key consideration for policymakers and investors, since local markets are the main source of funding for emerging markets. This note draws from the methodology developed in earlier Global Financial Stability Reports on fundamentals-based asset valuation models for funding costs and forecasting models for capital flows (using the at-risk framework). The results are consistent across models, indicating that local currency assets are significantly more sensitive to domestic fundamentals while hard currency assets are dependent on the external risk sentiment to a greater extent. This suggests that the post-pandemic, stressed domestic fundamentals have weighed on local currency bonds, partially offsetting the boost from supportive global risk sentiment. The analysis also highlights the risks emerging markets face from an asynchronous recovery and weak domestic fundamentals.
Author : Asian Development Bank
Publisher : Asian Development Bank
ISBN 13 : 9292623427
Total Pages : 347 pages
Book Rating : 4.2/5 (926 download)
Download or read book The Inter-Bank Bond Market in the People’s Republic of China written by Asian Development Bank and published by Asian Development Bank. This book was released on 2020-08-01 with total page 347 pages. Available in PDF, EPUB and Kindle. Book excerpt: The ASEAN+3 Bond Market Guide series provides country-specific information on the investment climate, rules, laws, opportunities, and characteristics of local bond markets in Asia and the Pacific. It aims to help bond market issuers, investors, and financial intermediaries understand the local context and encourage greater participation in the region’s rapidly developing bond markets. This edition focuses on the Inter-Bank Bond Market in the People’s Republic of China, which is one of the country’s most important bond markets and one of only two that are accessible to foreign investment.
Author : OECD
Publisher : OECD Publishing
ISBN 13 : 9264272321
Total Pages : 136 pages
Book Rating : 4.2/5 (642 download)
Download or read book Green Finance and Investment Mobilising Bond Markets for a Low-Carbon Transition written by OECD and published by OECD Publishing. This book was released on 2017-04-19 with total page 136 pages. Available in PDF, EPUB and Kindle. Book excerpt: This report describes the development of the green bond market as an innovative instrument for green finance, and provides a review of policy actions and options to promote further market development and growth. Since 2007-08, so-called “green bonds” have emerged and the market has risen from ...
Author : Kjell G. Nyborg
Publisher : Cambridge University Press
ISBN 13 : 1107155843
Total Pages : 345 pages
Book Rating : 4.1/5 (71 download)
Download or read book Collateral Frameworks written by Kjell G. Nyborg and published by Cambridge University Press. This book was released on 2017 with total page 345 pages. Available in PDF, EPUB and Kindle. Book excerpt: The first book-length study of the importance of collateral frameworks in monetary policy, focusing on the Eurozone and euro crisis.
Author : Carl Chiarella
Publisher : Routledge
ISBN 13 : 1135984506
Total Pages : 513 pages
Book Rating : 4.1/5 (359 download)
Download or read book Financial Markets and the Macroeconomy written by Carl Chiarella and published by Routledge. This book was released on 2009-06-02 with total page 513 pages. Available in PDF, EPUB and Kindle. Book excerpt: This important new book from a group of Keynesian, but nonetheless technically-oriented economists explores one of the dominant paradigms in financial economics: the ‘intertemporal general equilibrium approach’.
