Search Results - "government bond"
-
1
-
2
-
3
Linearity and stationarity of G7 government bond returns
Published 2010“…This study investigates the linearity and stationarity properties of government bond returns for the G7 economies. Our results from Luukkonen et al…”
Get full text
Get full text
-
4
-
5
Institutional Investors Trading Strategy In Indonesia’s Government Bond Market During The 2008 Crisis
Published 2014“…The importance of government bonds in covering shortages in a government’s budget is inseparable from the market players’ role in the government bond market. …”
Get full text
Get full text
-
6
"Government Bond: Its Effectiveness as a Financial Source In the Wake of Deterioration", A Case Study of Bank Mandiri Post-Merger
Published 2007Subjects: “…Government Bond…”
Get full text
-
7
The impact of macroeconomic factors on Malaysian Government bond yields 10 year / Erra Shaziera Mohd Rashul
Published 2019“…A government bond is a debt security issued by a government to support government spending. …”
Get full text
-
8
-
9
A study on macroeconomic factors affecting government bond yields: the case of Malaysian bond market / Nurul Aisyah Atan
Published 2018“…This study investigates the macroeconomic factors affecting the government bond yields by analyzing the relationship between the government bond yields that is measured by yield to maturity (YTM), with the inflation (INF), interest rate (INT), exchange rate (EXC), money supply (MS) and stock index (SI). …”
Get full text
-
10
Global determinants of Malaysia government bond
Published 2021“…This study seeks to investigate the global determinants of Malaysia government bond yield using monthly data from 2008 to 2019. …”
Get full text
Get full text
-
11
The effects of macroeconomic indicators to Malaysian government bond yield from year 2008-2018
Published 2021“…Purpose – The purpose of this paper is to demonstrate the effect of macroeconomic indicators namely towards the Malaysian government bond yield for a period from year 2008 until 2018. …”
Get full text
Get full text
Get full text
-
12
The performance assessment of government bonds among COVID-19 affected top-10 countries
Published 2021“…The unprecedented worldwide epidemic of COVID-19 has had a significant impact on the government bond market, both in terms of yield responses and volatility impacts. …”
Get full text
Get full text
Get full text
-
13
Foreign investors and the market for Indonesian government local-currency bonds
Published 2023Subjects: “…Emerging markets; Government bonds; Government securities; Foreign investors; Investments…”
Get full text
-
14
Macro-economic determinants of UK treasury bonds spread
Published 2012“…The results show that only 1) short term interest rates have strong and negative impact on five-year, ten-year and twenty-year UK government bond yields. 2) The exchange rates have significant and positive relationship with five-year UK government bond yield. …”
Get full text
Get full text
-
15
Macro-economic determinants of UK treasury bonds spread
Published 2013“…The results show that only 1) short term interest rates have strong and negative impact on five-year, ten-year and twenty-year UK government bond yields. 2) The exchange rates have significant and positive relationship with five-year UK government bond yield. …”
Get full text
Get full text
-
16
Examining the factors influence bond market performance in Malaysia / Muhammad Syukri Mohd Jefri
Published 2018“…Besides, this study chose Malaysian government bond as the financial data from the year 2010 to 2017 were used 32 observations for this study. …”
Get full text
-
17
A study on the development of the Malaysian debt market / Lee Meng Wai
Published 2019“…In fact, the size of the domestic government bond market was even more influential than government debt in boosting the development of this segment. …”
Get full text
Get full text
Get full text
-
18
Interest Rate Futures Dynamics with Macroeconomics Announcements : Tick by Tick Evidence from the Japanese Market
Published 2015“…This study gives a high frequency one- minute tick data analysis of the Japanese 3 month Euroyen LIBOR interest rate futures and 10 year Japanese Government Bond futures markets in response to scheduled macroeconomic announcements for a 9 year period encompassing January 2005 to December 2013. …”
Get full text
-
19
Dynamic interdependence between volatility of Shariah stock and bond
Published 2023“…Co-movement power fluctuates throughout time, and the government bond is dominant.…”
Get full text
Get full text
-
20
A multi country study of co-integration on bonds yields in selected five Asia Pacific countries.
Published 2012“…This study analyzes the government bond returns and the yields curve for the five countries with different term to maturity of 2 years, 5 years, 10 years, 15 years, and 20 years. …”
Get full text