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Author : Ronald W. Anderson
Publisher :
ISBN 13 :
Total Pages : 58 pages
Book Rating : 4.:/5 ( download)
Download or read book Corporate Bond Yield Spreads and the Term Structure written by Ronald W. Anderson and published by . This book was released on 1997 with total page 58 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Author : Jorge A. Chan-Lau
Publisher : International Monetary Fund
ISBN 13 :
Total Pages : 50 pages
Book Rating : 4.:/5 (318 download)
Download or read book The Corporate Spread Curve and Industrial Production in the United States written by Jorge A. Chan-Lau and published by International Monetary Fund. This book was released on 2002 with total page 50 pages. Available in PDF, EPUB and Kindle. Book excerpt: The term structure of domestic investment grade bond spreads - or corporate spread curve - contains useful information to predict future changes in industrial production, beyond the information already contained in interest rates, commercial paper-treasury bill spreads, and lagged values of industrial production. In fact, the corporate spread curve can explain the cumulative growth rate of industrial production over 3- to 48-month horizons, and the marginal growth rate over 6- to 18-month horizons. Unlike other financial variables, the corporate spread curve has been a stable predictor of real activity for the last fifteen years.
Author : Burton Gordon Malkiel
Publisher : Princeton University Press
ISBN 13 : 1400879787
Total Pages : 294 pages
Book Rating : 4.4/5 (8 download)
Download or read book Term Structure of Interest Rates written by Burton Gordon Malkiel and published by Princeton University Press. This book was released on 2015-12-08 with total page 294 pages. Available in PDF, EPUB and Kindle. Book excerpt: Can expectations alone explain the yield differentials among bonds of different maturities? To what extend do attitudes toward risk and transactions costs influence the behavior of bond investors? Is it possible for the Federal Reserve to "twist" the interest-rate structure in accordance with its policy objectives? These are among the questions treated. Originally published in 1966. The Princeton Legacy Library uses the latest print-on-demand technology to again make available previously out-of-print books from the distinguished backlist of Princeton University Press. These editions preserve the original texts of these important books while presenting them in durable paperback and hardcover editions. The goal of the Princeton Legacy Library is to vastly increase access to the rich scholarly heritage found in the thousands of books published by Princeton University Press since its founding in 1905.
Author : Moorad Choudhry
Publisher : Elsevier
ISBN 13 : 0080999417
Total Pages : 272 pages
Book Rating : 4.0/5 (89 download)
Download or read book Advanced Fixed Income Analysis written by Moorad Choudhry and published by Elsevier. This book was released on 2015-08-28 with total page 272 pages. Available in PDF, EPUB and Kindle. Book excerpt: Each new chapter of the Second Edition covers an aspect of the fixed income market that has become relevant to investors but is not covered at an advanced level in existing textbooks. This is material that is pertinent to the investment decisions but is not freely available to those not originating the products. Professor Choudhry’s method is to place ideas into contexts in order to keep them from becoming too theoretical. While the level of mathematical sophistication is both high and specialized, he includes a brief introduction to the key mathematical concepts. This is a book on the financial markets, not mathematics, and he provides few derivations and fewer proofs. He draws on both his personal experience as well as his own research to bring together subjects of practical importance to bond market investors and analysts. Presents practitioner-level theories and applications, never available in textbooks Focuses on financial markets, not mathematics Covers relative value investing, returns analysis, and risk estimation
Author : John Byron Silvers
Publisher :
ISBN 13 :
Total Pages : 342 pages
Book Rating : 4.F/5 ( download)
Download or read book An Alternative Analysis of Bond Risk written by John Byron Silvers and published by . This book was released on 1971 with total page 342 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Author : F. Hagenstein
Publisher : Springer
ISBN 13 : 0230523293
Total Pages : 333 pages
Book Rating : 4.2/5 (35 download)
Download or read book Investing in Corporate Bonds and Credit Risk written by F. Hagenstein and published by Springer. This book was released on 2004-10-01 with total page 333 pages. Available in PDF, EPUB and Kindle. Book excerpt: Investing in Corporate Bonds and Credit Risk is a valuable tool for any corporate bond investor. All the most recent developments and strategies in investment in corporate bonds are analyzed included with qualitative and quantitative approaches. A complete and up-to-date investment process is developed through the book, using many examples taken from banking practice. The growing significance of derivative instruments and credit diversification to bond investors is also analyzed in detail.
Author : David Meiselman
Publisher :
ISBN 13 :
Total Pages : 96 pages
Book Rating : 4.3/5 (91 download)
Download or read book The Term Structure of Interest Rates written by David Meiselman and published by . This book was released on 1962 with total page 96 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Author : Arne Wilkes
Publisher : Peter Lang Gmbh, Internationaler Verlag Der Wissenschaften
ISBN 13 : 9783631606049
Total Pages : 0 pages
Book Rating : 4.6/5 (6 download)
Download or read book Determinants of Credit Spreads written by Arne Wilkes and published by Peter Lang Gmbh, Internationaler Verlag Der Wissenschaften. This book was released on 2011 with total page 0 pages. Available in PDF, EPUB and Kindle. Book excerpt: Credit spreads express how markets evaluate the riskiness of corporate bonds compared to risk-free investments. Since credit spreads have been highly volatile especially during the last decade it is important for academics and practitioners alike to understand the dynamic interdependencies between credit spreads and their determinants. Based on a sample of European corporate bonds and different macroeconomic variables the author analyzes the determinants of credit spreads during the period of 1999 to 2009. With a macro-finance term structure model he shows that the European corporate bond market is largely integrated with some remaining segmentation. Furthermore, panel regressions yield that declining liquidity leads to a significant widening of credit spreads especially during the recent financial crisis. Finally, he demonstrates based on a cointegration analysis that a long-term relationship exists between credit spreads and their determinants and that credit spreads were significantly overpriced after the collapse of Lehman Brothers but have almost returned to equilibrium towards the end of 2009.
Author : Ramon E. Johnson
Publisher :
ISBN 13 :
Total Pages : 750 pages
Book Rating : 4.:/5 (89 download)
Download or read book Relationships of Financial Risk to the Term Structures of Corporate Bond Yields written by Ramon E. Johnson and published by . This book was released on 1966 with total page 750 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Author : David Durand
Publisher :
ISBN 13 :
Total Pages : 0 pages
Book Rating : 4.:/5 (832 download)
Download or read book Basic Yields of Bonds, 1926-1947 written by David Durand and published by . This book was released on 1968 with total page 0 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Author : Tal Schwartz
Publisher :
ISBN 13 :
Total Pages : 158 pages
Book Rating : 4.E/5 ( download)
Download or read book The Term Structures of Corporate Debt written by Tal Schwartz and published by . This book was released on 1997 with total page 158 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Author : Frank J. Fabozzi
Publisher :
ISBN 13 : 9780132971607
Total Pages : 580 pages
Book Rating : 4.9/5 (716 download)
Download or read book Bond Markets-Amir Special Edition written by Frank J. Fabozzi and published by . This book was released on 1994-12 with total page 580 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Author : Riccardo Rebonato
Publisher : Cambridge University Press
ISBN 13 : 1316732959
Total Pages : 1080 pages
Book Rating : 4.3/5 (167 download)
Download or read book Bond Pricing and Yield Curve Modeling written by Riccardo Rebonato and published by Cambridge University Press. This book was released on 2018-06-07 with total page 1080 pages. Available in PDF, EPUB and Kindle. Book excerpt: In this book, well-known expert Riccardo Rebonato provides the theoretical foundations (no-arbitrage, convexity, expectations, risk premia) needed for the affine modeling of the government bond markets. He presents and critically discusses the wealth of empirical findings that have appeared in the literature of the last decade, and introduces the 'structural' models that are used by central banks, institutional investors, sovereign wealth funds, academics, and advanced practitioners to model the yield curve, to answer policy questions, to estimate the magnitude of the risk premium, to gauge market expectations, and to assess investment opportunities. Rebonato weaves precise theory with up-to-date empirical evidence to build, with the minimum mathematical sophistication required for the task, a critical understanding of what drives the government bond market.
Author : Reuben A. Kessel
Publisher :
ISBN 13 :
Total Pages : 132 pages
Book Rating : 4.3/5 (97 download)
Download or read book The Cyclical Behavior of the Term Structure of Interest Rates written by Reuben A. Kessel and published by . This book was released on 1965 with total page 132 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Author : Moorad Choudhry
Publisher : John Wiley & Sons
ISBN 13 : 1119141052
Total Pages : 390 pages
Book Rating : 4.1/5 (191 download)
Download or read book Analysing and Interpreting the Yield Curve written by Moorad Choudhry and published by John Wiley & Sons. This book was released on 2019-04-15 with total page 390 pages. Available in PDF, EPUB and Kindle. Book excerpt: Understand and interpret the global debt capital markets Now in a completely updated and expanded edition, this is a technical guide to the yield curve, a key indicator of the global capital markets and the understanding and accurate prediction of which is critical to all market participants. Being able to accurately and timely predict the shape and direction of the curve permits practitioners to consistently outperform the market. Analysing and Interpreting the Yield Curve, 2nd Edition describes what the yield curve is, explains what it tells participants, outlines the significance of certain shapes that the curve assumes and, most importantly, demonstrates what factors drive it and how it is modelled and used. Covers the FTP curve, the multi-currency curve, CSA, OIS-Libor and 3-curve models Gets you up to speed on the secured curve Describes application of theoretical versus market curve relative value trading Explains the concept of the risk-free rate Accessible demonstration of curve interpolation best-practice using cubic spline, Nelson-Siegel and Svensson 94 models This advanced text is essential reading for traders, asset managers, bankers and financial analysts, as well as graduate students in banking and finance.
Author : Joseph W. Conard
Publisher :
ISBN 13 :
Total Pages : 168 pages
Book Rating : 4.3/5 (91 download)
Download or read book The Behavior of Interest Rates written by Joseph W. Conard and published by . This book was released on 1966 with total page 168 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Author :
Publisher :
ISBN 13 :
Total Pages : 58 pages
Book Rating : 4.:/5 (319 download)
Download or read book Technical Paper written by and published by . This book was released on 1947 with total page 58 pages. Available in PDF, EPUB and Kindle. Book excerpt:
