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  • Search: subject:"Sovereign bond yield"
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Year of publication
Subject
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Public bond 19 Öffentliche Anleihe 19 Yield curve 16 Zinsstruktur 16 Sovereign bond yield spreads 14 Euro area 13 Eurozone 13 Rendite 12 Yield 12 EU countries 11 EU-Staaten 11 sovereign bond yield spreads 9 Anleihe 6 Bond 6 Capital income 5 Kapitaleinkommen 5 Bond market 4 Geldpolitik 4 Monetary policy 4 Public debt 4 Rentenmarkt 4 Sovereign bond yield 4 Transmission Protection Instrument 4 Welt 4 World 4 asset purchase programmes 4 bond market fragmentation 4 monetary policy transmission 4 Öffentliche Schulden 4 Bayesian Model Averaging 3 Emerging economies 3 Estimation 3 European monetary union 3 Schätzung 3 Volatility 3 Volatilität 3 euro area 3 sovereign bond yield 3 ARCH model 2 ARCH-Modell 2
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Online availability
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Free 13 Undetermined 13 CC license 2
Type of publication
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Article 28 Book / Working Paper 5
Type of publication (narrower categories)
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Article in journal 18 Aufsatz in Zeitschrift 18 Article 4 Arbeitspapier 2 Graue Literatur 2 Non-commercial literature 2 Working Paper 2
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Language
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English 22 Undetermined 9 German 2
Author
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Bernoth, Kerstin 4 Dietz, Sara 4 Ider, Gökhan 4 Lastra, Rosa M. 4 Maltritz, Dominik 3 Afangideh, Udoma Johnson 2 Caravaggio, Nicola 2 Carnazza, Giovanni 2 Chakraborty, Suman 2 Comelli, Fabio 2 Costantini, Mauro 2 Ebuh, Godday Uwawunkonye 2 Eichler, Stefan 2 Fragetta, Matteo 2 Iyer, Vishwanathan 2 Ledwani, Sanket 2 Melina, Giovanni 2 Molchanov, Alexander 2 Odonye, Osana Jackson 2 Szczypińska, Agnieszka 2 Tule, Kpughur Moses 2 Udoh, Elijah Abasifreke Paul 2 Ujunwa, Augustine 2 Agiakloglou, Christos N. 1 Antal, Mark 1 Antonakakis, Nikolaos 1 Beaupain, Renaud 1 Capelle-Blancard, Gunther 1 Cermeño, Rodolfo 1 Christou, Christina 1 Consoli, Sergio 1 Costantini, M. 1 Crifo, Patricia 1 Curto, José Dias 1 Cuñado Eizaguirre, Juncal 1 Deligiannakis, Emmanouil 1 Echinard, Yann 1 Filbien, Jean-yves 1 Fragetta, M. 1 Girard, Alexandre 1
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Institution
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Ministerstwo Finansów, Government of Poland 2 Department of Economics, City University 1
Published in...
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Journal of international money and finance 4 Economic modelling 2 Journal of International Money and Finance 2 MF Working Papers 2 Applied economics letters 1 Cogent Economics & Finance 1 Cogent economics & finance 1 DIW Weekly Report 1 DIW Wochenbericht 1 DIW weekly report : economy, politics, science : a policy bulletin from the German Institute for Economic Research 1 DIW-Wochenbericht : Wirtschaft, Politik, Wissenschaft 1 Document de travail 1 Economics Bulletin 1 Emerging Markets Review 1 Emerging markets review 1 European Economic Review 1 European economic review : EER 1 Finance research letters 1 Financial Innovation 1 Financial innovation : FIN 1 Journal of Banking & Finance 1 Journal of banking & finance 1 Journal of international financial markets, institutions & money 1 Multinational finance journal : MF ; quarterly publication of the Multinational Finance Society 1 Structural change and economic dynamics : SC+ED 1 Working Papers / Department of Economics, City University 1 Working papers 1
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Source
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ECONIS (ZBW) 20 RePEc 9 EconStor 4
Showing 1 - 10 of 33
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Modelling asymmetric sovereign bond yield volatility with univariate GARCH models: Evidence from India
Chakraborty, Suman; Iyer, Vishwanathan; Ledwani, Sanket - In: Cogent Economics & Finance 11 (2023) 1, pp. 1-33
dynamics and measures the persistence of shocks to the sovereign bond yield volatility in India from 1 January 2016, to 18 May …
Persistent link: https://www.econbiz.de/10015074653
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Modelling asymmetric sovereign bond yield volatility with univariate GARCH models : evidence from India
Lithin BM; Chakraborty, Suman; Iyer, Vishwanathan; Nikhil MN - In: Cogent economics & finance 11 (2023) 1, pp. 1-33
dynamics and measures the persistence of shocks to the sovereign bond yield volatility in India from 1 January 2016, to 18 May …
Persistent link: https://www.econbiz.de/10014500716
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Cover Image
Activation of new ECB emergency program TPI not required so far
Bernoth, Kerstin; Dietz, Sara; Ider, Gökhan; Lastra, … - In: DIW Weekly Report 12 (2022) 40, pp. 249-256
Since the beginning of 2022, monetary policy in the euro area has been gradually normalizing. As a result, bond yields of highly indebted countries such as Italy and Greece are rising more sharply than those of countries with less debt, such as Germany, a development referred to as bond market...
Persistent link: https://www.econbiz.de/10013426463
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Einsatz des neuen EZB-Notfallprogramms TPI bisher nicht erforderlich
Bernoth, Kerstin; Dietz, Sara; Ider, Gökhan; Lastra, … - In: DIW Wochenbericht 89 (2022) 40, pp. 511-519
Seit Anfang 2022 normalisiert sich die Geldpolitik im Euroraum schrittweise. Infolgedessen steigen die Anleiherenditen hoch verschuldeter Länder wie Italien und Griechenland stärker als die von Ländern mit niedrigerer Verschuldung, wie beispielsweise Deutschland - eine Entwicklung, die als...
Persistent link: https://www.econbiz.de/10013427612
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Cover Image
Activation of new ECB emergency program TPI not required so far
Bernoth, Kerstin; Dietz, Sara; Ider, Gökhan; Lastra, … - In: DIW weekly report : economy, politics, science : a … 12 (2022) 40, pp. 249-256
Since the beginning of 2022, monetary policy in the euro area has been gradually normalizing. As a result, bond yields of highly indebted countries such as Italy and Greece are rising more sharply than those of countries with less debt, such as Germany, a development referred to as bond market...
Persistent link: https://www.econbiz.de/10013410756
Saved in:
Cover Image
Einsatz des neuen EZB-Notfallprogramms TPI bisher nicht erforderlich
Bernoth, Kerstin; Dietz, Sara; Ider, Gökhan; Lastra, … - In: DIW-Wochenbericht : Wirtschaft, Politik, Wissenschaft 89 (2022) 40, pp. 511-519
Seit Anfang 2022 normalisiert sich die Geldpolitik im Euroraum schrittweise. Infolgedessen steigen die Anleiherenditen hoch verschuldeter Länder wie Italien und Griechenland stärker als die von Ländern mit niedrigerer Verschuldung, wie beispielsweise Deutschland – eine Entwicklung, die als...
Persistent link: https://www.econbiz.de/10013410972
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The Italian nominal interest rate conundrum : a problem of growth or public finance?
Caravaggio, Nicola; Carnazza, Giovanni - 2021
Persistent link: https://www.econbiz.de/10013325432
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Assessing the spillover effects of U.S. monetary policy normalization on Nigeria sovereign bond yield
Tule, Kpughur Moses; Odonye, Osana Jackson; Afangideh, … - In: Financial Innovation 5 (2019) 1, pp. 1-16
exchange rate and inflation, rather than the U.S. 10-Year sovereign bond yield, are the key drivers of Nigeria 10-Year bond …
Persistent link: https://www.econbiz.de/10012602826
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Assessing the spillover effects of U.S. monetary policy normalization on Nigeria sovereign bond yield
Tule, Kpughur Moses; Odonye, Osana Jackson; Afangideh, … - In: Financial innovation : FIN 5 (2019) 32, pp. 1-16
exchange rate and inflation, rather than the U.S. 10-Year sovereign bond yield, are the key drivers of Nigeria 10-Year bond …
Persistent link: https://www.econbiz.de/10012267086
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Spillovers from the European Central Bank's asset purchases to countries in Central and Eastern Europe
Antal, Mark; Kaszab, Lorant - In: Economic modelling 113 (2022), pp. 1-11
Persistent link: https://www.econbiz.de/10013349300
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