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The impact of fixed-income Etfs on the volatility of bond prices - an empirical analysis

• Authors : Ritter, Marie Sarina; Ottonello, Giorgio

Subjects: Exchange traded funds; Bonds; Volatility

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The Effect of Credit Rating Announcements on Sovereign Bond Prices in Europe

• Authors : Ujainen, Joonas;

Subjects: Sovereign bonds; bond pricing; credit rating

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Google Econometrics: Predicting Bond Prices ; Google ekonometrie: Predikování cen cenných papírů

• Authors : Krečmer, Marek;

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THE IMPACT OF U.S. MACROECONOMIC NEWS ANNOUNCEMENTS ON BOND PRICES: EVIDENCE FROM U.S. BOND MARKETS

• Authors : Haataja, Jukka;

Subjects: Bond price; U.S. macroeconomic news announcements; surprise component

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How do news announcements affect the spread between greek and german bond prices?

• Authors : Καββέτα, Κωνσταντίνα Φ.; Σκιαδόπουλος, Γεώργιος

Subjects: Stock options; Stock price forecasting -- Econometric models; Bonds -- Prices -- Mathematical models

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Convexity and lgo-convexity of bond prices

• Authors : Wei, Xinbo

Subjects: MATHEMATICS; MATEMATIK

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Strategic Behaviour in Financial Markets

• Authors : Dumitrescu, Gabriela Ariadna; University/Department: Universitat Autònoma de Barcelona. Departament d'Economia i d'Història Econòmica; ...

Subjects: Imperfect Competition; Private Information; Strategic Behaviour

• Source: TDX (Tesis Doctorals en Xarxa)

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Credit risk modelling under the Jarrow and Turnbull model ; Modelação do risco de crédito segundo o modelo de Jarrow e Turnbull

• Authors : Silva, Mathilde Clibouw Da;

Subjects: Probability of default; Merton model; Defaultable and nondefaultable bonds

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The Impact of Economic Policy Uncertainty on Government Bond Pricing

• Authors : Nanayakkara Vidhana Arachchige, Nimna

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Self-fulfilling debt dilution : maturity and non-existence of equilibrium in debt models

• Authors : Chizzotti, José Mario;

Subjects: Sovereign Debt; Long-term Debt; Debt with Limited Commitment

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