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Capital inflow shocks and convenience yields

Ben Zeev, Nadav; Ben-Ze'ev, Noam; Nathan, Daniel - 2026

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10015593005

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Capital inflow shocks and convenience yields

Ben Zeev, Nadav; Ben-Ze'ev, Noam; Nathan, Daniel - 2025

Book / Working Paper

Inflation targeting and the dynamics of inflation risk premia in South Africa's bond market

Allison, Chloë; Wet, Theuns de - 2026

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10015624793

The macroeconomic impact of reducing gross gambling yield : an empirically-informed model

Simpson, Katherine; Szendrei, Tibor; Gu, Jingyi; Roy, Graeme - 2026

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10015640057

Why does the yield curve predict GDP growth? : the role of banks

Minoiu, Camelia; Schneider, Andrés; Wei, Min - 2025

We show that the slope of the yield curve affects bank lending and economic activity through an "expected bank profitability channel." Using detailed banking data and term premium shocks identified via instrumental variables or event studies, we show that a steeper yield curve-when driven by...

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10015419869

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Why does the yield curve predict GDP growth? : the role of banks

Minoiu, Camelia; Schneider, Andrés; Wei, Min - 2023 - This draft: July 10, 2023

Edition: This draft: July 10, 2023

Book / Working Paper

Why does the yield curve predict GDP growth? : the role of banks

Minoiu, Camelia; Schneider, Andrés; Wei, Min - 2023

Book / Working Paper

Too much in one basket? : debt concentration and sovereign yields

Afonso, António; Alves, José; Grabowski, Wojciech; … - 2025

We examine the effects of debt distribution characteristics, specifically skewness and maturity concentration, on sovereign yields across OECD countries over the period 1995Q1 to 2020Q4. After computing specific Lorenz curves and Gini coefficients, we find that positive skewness generally exerts...

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10015420879

Perennial flower strips can be a cost-effective tool for pest suppression in orchards

Howard, Charlotte; Burgess, Paul J.; Fountain, Michelle T. - 2025

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10015473196

On the relationship between geopolitical risks and euro area sovereign bond yields

Papavassiliou, Vassilios G. - 2025

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10015408524

Fertilizer demonstration, agricultural performance, and food security of smallholder farmers : empirical evidence from Nepal

Thapa, Ganesh; Choudhary, Dyutiman; Pandit, Naba Raj; … - 2025

Low agricultural productivity in developing countries is attributed towards the low and inefficient use of chemical fertilizers. Fertilizer demonstrations have been a useful extension tool to change the farmers' awareness and perception towards the right use of fertilizer application. About 180...

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10015445661

Does the adoption of pro-nutritional technologies spur farmers' yields? : evidence from biofortified Orange-Fleshed Sweet Potato crop in rural Malawi

Chambukira, Madalitso; Edriss, Abdi Khalil; … - 2025

Biofortified crops have been identified as a vital remedy for hunger and micronutrient deficiencies among rural agro-based populations in developing countries. Nevertheless, the adoption of these crops remains limited due to farmers' lack of knowledge about their benefits. In Malawi,...

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10015445753

Solving the yield puzzle : building Lithuania's term structure from the fragmented data

Kaminskas, Rokas; Reichenbachas, Tomas - 2025

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10015446096

Reaching for yield : evidence from households

Gomes, Francisco J.; Peng, Cameron; Smirnova, Oksana; … - 2025

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10015564684

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Reaching for yield: evidence from households

Gomes, Francisco J.; Peng, Cameron; Smirnova, Oksana; … - 2023

Book / Working Paper

Reaching for Yield : Evidence from Households

Gomes, Francisco J.; Peng, Cameron; Smirnova, Oksana; … - 2022

Book / Working Paper

Portfolio choice and settlement frictions : a theory of endogenous convenience yields

Bianchi, Javier; Bigio, Saki - 2025

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10015556722

Containing risks posed by leverage in alternative investment funds

Bouveret, Antoine; Darpeix, Pierre-Emmanuel; Ferrari, … - 2025

This paper proposes a framework for monitoring risks arising from the build-up of leverage in EU-domiciled alternative investment funds (AIFs) and examines policy tools that could be effective in mitigating these risks in line with international recommendations. We develop a novel framework that...

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10015604996

Estimating hedge fund leverage : a three-step estimation protocol

Karagiorgis, Ariston; Drakos, Kōnstantinos - 2025

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10015481242

Understanding of macro factors that affect yield of government bonds

Koroleva, Ekaterina; Kopeykin, Maxim - 2022

Government bonds are one of the safest and most attractive instruments in the investment portfolio for private investors and investment funds. Although bonds are perceived as an alternative to bank deposits, a number of macroeconomic factors influence their yield. The goal of the research is to...

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10013365593

Anatomy of sovereign yield behaviour using textual news

Banerjee, Ameet Kumar; Pradhan, H. K.; Akhtaruzzaman, Md.; … - 2024

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10015061757

Government debt in mature economies : safe or risky?

Cram, Roberto Gómez; Kung, Howard; Lustig, Hanno - 2024

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10015061822

Quantitative easing and the supply of safe assets : evidence from international bond safety premia

Christensen, Jens H. E.; Mirkov, Nikola; Zhang, Xin - 2025

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10015574533

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Quantitative easing and the supply of safe assets : evidence from international bond safety premia

Christensen, Jens H. E.; Mirkov, Nikola; Zhang, Xin - 2024

Book / Working Paper

Granular instrumental variables

Gabaix, Xavier; Koijen, Ralph S. J. - 2024

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10014633528

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Granular instrumental variables

Gabaix, Xavier; Koijen, Ralph S. J. - 2020

Book / Working Paper

Granular instrumental variables

Gabaix, Xavier; Koijen, Ralph S. J. - 2020

Book / Working Paper

Granular Instrumental Variables

Gabaix, Xavier; Koijen, Ralph S. J. - 2022

Book / Working Paper

Granular Instrumental Variables

Gabaix, Xavier; Koijen, Ralph S. J. - 2021

Book / Working Paper

Granular Instrumental Variables

Gabaix, Xavier - 2020

Book / Working Paper

Digitale Transformation im Bankwesen : welche IT-Investitionen erhöhen die Eigenkapitalrentabilität und Kundenzufriedenheit?

Heinrich, Carlo Honoré; Lehrbass, Frank - 2024

In einer panel-ökonometrischen Studie von 6 international operierenden Banken über 37 Quartale untersuchen wir vier verschiedene Digitalisierungsmaßnahmen hinsichtlich ihres Effekts auf den Return on Equity. Ein Fixed-Effects-Modell mit einem R² von 36% zeigt auf, dass der RoE bei Vorliegen...

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10014574139

Corporate inequality : role of competition and institutions

Ayyagari, Meghana; Demirgüç-Kunt, Asli; Maksimovic, … - 2024

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10014574936

Issuer term variability, bond yield spreads, and reaching for yield

Kim, Gi Hyun; Massa, Massimo - 2024 - Revised version of 2022/41/FIN

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10015071827

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Issuer term variability, bond yield spreads, and reaching for yield

Kim, Gi Hyun; Massa, Massimo - 2024

Book / Working Paper

Dangerous liaisons? : debt supply and convenience yield spillovers in the euro area

Arcidiacono, Cristian; Bellon, Matthieu; Gnewuch, Matthias - 2024

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10015101930

Can farmer collectives empower women and improve their welfare? : mixed methods evidence from India

Ray, Soumyajit; Raghunathan, Kalyani; Bhanjdeo, Arundhita; … - 2024

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10015081048

Varietal turnover in potato and its effect on yield : evidence from household surveys in India

Sharma, Kriti; Kumar, Anjani; Kumar, Nalini Ranjan - 2024

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10015081160

Essays on currency crash risk, carry trade returns, and sovereign bond yields

Mavuş Kütük, Merve - 2024

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10015083986

Evaluating the yield curve effects of central bank asset purchases under a forward-looking supply factor

Equiza, Juan; Gimeno, Ricardo; Moreno, Antonio; Thomas, … - 2024

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10015076263

Mutual funds and safe government bonds : do returns matter?

Graziano, Marco; Habib, Maurizio Michael - 2024

This paper investigates the sensitivity of the demand for safe government debt to currency unhedged and hedged excess returns in a sample of US mutual funds. We find evidence of active rebalancing towards government bonds that offer relatively higher returns on an unhedged basis, in particular...

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10014527087

Scale or yield? : a present-value identity

Cho, Thummim; Kremens, Lukas; Lee, Dongryeol; Polk, … - 2024

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10014528730

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Scale or yield? : a present-value identity

Cho, Thummim; Kremens, Lukas; Lee, Dongryeol; Polk, … - 2024

Book / Working Paper

Scale or Yield? A Present-Value Identity

Cho, Thummim; Kremens, Lukas; Lee, Dongryeol; Polk, … - 2021

Book / Working Paper

Business news and business cycles

Bybee, Leland; Kelly, Bryan T.; Manela, Asaf; Xiu, Dacheng - 2024

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10015120829

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Business News and Business Cycles

Bybee, Leland; Kelly, Bryan T.; Manela, Asaf; Xiu, Dacheng - 2021

Book / Working Paper

Movements in Yields, not the Equity Premium : Bernanke-Kuttner Redux

Nagel, Stefan; Xu, Zhengyang - 2024

We show that the stock market price reaction to monetary policy surprises upon announcements of the Federal Open Market Committee (FOMC) is explained mostly by changes in the default-free term structure of yields, not by changes in the equity premium. We reach this conclusion based on a new...

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10015056210

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Movements in yields, not the equity premium : Bernanke-Kuttner redux

Nagel, Stefan; Xu, Zhengyang - 2024

Book / Working Paper

Dangerous liaisons : debt supply and convenience yield spillovers in the euro area

2024

Many advanced economies sell sovereign bonds at a yield below the risk-free rate plus a default risk premium, benefiting from strong demand for safe assets. The literature shows that this "convenience yield" premium diminishes with bond supply but has focused on individual economies in...

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10015322344

Bond performance measures and valuations : a primer for the inexperienced investor

Agius, Kimberley C.; Lethridge, Therese; Cortis, Kane - 2024

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10015329403

Litigation risk and the cost of debt financing in M&As

Liang, Qing; Li, Zhaohua - 2024

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10015591399

Macroeconomic indicators and yield curve of Indonesian government bond

Santosa, Perdana Wahyu - 2021

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10015558162

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Macroeconomic indicators and yield curve of Indonesian government bond

Santosa, Perdana Wahyu - 2021

Article

Are Government Bonds Safe in Times of War and Pandemic?

Jiang, Zhengyang; Lustig, Hanno; Nieuwerburgh, Stijn van; … - 2026

We analyze real returns on U.S. and U.K. government debt during major wars and the COVID-19 pandemic over the past three centuries. Wars are associated with sharply negative real returns on outstanding government debt, with returns falling far below economic growth, in contrast to peacetime...

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10015611125

Tariff War Shock and the Convenience Yield of US Treasuries — A Hedging Perspective

Acharya, Viral V.; Laarits, Toomas - 2026

We explain how the "Tariff War" shock of April 2025 affected the safe-asset status of US Treasuries. Convenience yield erosion for long bonds is consistent with a reduction in the hedging property, reflected in a rising stock-bond covariance. Decomposing the Treasury yield into risk-free rate,...

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10015593714

Climate disaster risks, response capacities and sovereign bond yield spreads

Chen, Wenpeng; Wang, Jiaqi; Zhao, Chao - 2026

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10015647641

A Tale of Two Market Returns : The Broad Market Factor and The Idiosyncratic Financial Factor

Byun, Sung Je; Loudis, Johnathan; Schmidt, Lawrence - 2026

We construct a Broad Market Factor (BMF), which is a proxy for the value-weighted equity return on all firms in the US economy (public and private). The BMF differs from the standard Value-weighted Market Factor (VMF), which reflects the value-weighted equity return on public firms. We define...

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10015654007

Expectation-driven term structure of equity and bond yields

Zeng, Ming; Zhao, Guihai - 2026

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10015561067

Sovereign bond spreads and credit sensitivity

Schefer, Ricardo - 2020

Expectations of risky bond payments are unobservable and recovery rates for sovereigns are hard to estimate because they have no contractual claims to defined assets and samples of defaults are limited. A geometric version of credit spread is used to derive expected payments, dependent on...

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10012307696

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Sovereign bond spreads and credit sensitivity

Schefer, Ricardo - 2020

Book / Working Paper

An introductory overview of the bond market

Borg, Alistair; Cortis, Kane; Lethridge, Therese; … - 2020

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10015329423

The influence of weeds on soybean yield

Chețan, Felicia; Rezi, Raluca; Urdă, Camelia; … - 2023

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10015049610

Central bank asset purchases : insights from quantitative easing auctions of government bonds

Laséen, Stefan - 2023

How willing are individual primary dealers to alter their offered yields in central bank quantitative easing auctions of government bonds in order to sell an additional share of the outstanding amount of a bond to the central bank? This question is of great importance for a central bank's...

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10013489780

Do pension funds reach for yield? : evidence from a new database

Konradt, Maximilian - 2023 - This version: February 1st, 2023

This paper investigates the financial risk-taking behavior of pension funds since 2000. I assemble a new database containing portfolio holdings of more than 100 pension funds from 14 advanced economies. The study reveals three key findings. First, I show that pension fund portfolios have become...

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10013540615

Shell-Shocked Investors : Earthquake Effect on Yield Spreads of Quasi-Municipal Bonds

Gao, Haoyu; Huang, Difang; Yang, Xiaoguang; Zhou, Ye - 2023

Using a comprehensive data set of earthquakes in China, we show that investors perceive increased credit risk in quasi-municipal bonds exposed to devastating earthquakes, leading to a significant positive risk premium. Our study identifies that this bias is temporary and decreases as investors...

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10014354877

War Discourse and Disaster Premia : 160 Years of Evidence from Stock and Bond Markets

Hirshleifer, David; Mai, Dat; Kuntara Pukthuanthong - 2023

Using a semi-supervised topic model on 7,000,000 New York Times articles spanning 160 years, we test whether topics of media discourse predict future stock and bond market returns to test rational and behavioral hypotheses about market valuation of disaster risk. Focusing on media discourse...

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10014287305

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War Discourse and Disaster Premia : 160 Years of Evidence from Stock and Bond Markets

Hirshleifer, David A.; Mai, Dat; Kuntara Pukthuanthong - 2023

Book / Working Paper

The influence of weeds on soybean yield

Chețan, Felicia; Rezi, Raluca; Urdă, Camelia; … - 2023

The research was carried out at the Turda Agricultural Research and Development Station (ARDS), located in the hilly area of Transylvania and followed the influence of weed infestation on the Felix soybean variety yield, grown in two tillage systems (CS-conventional-plow, NT-...

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10014546998

Modelling asymmetric sovereign bond yield volatility with univariate GARCH models : evidence from India

Lithin BM; Chakraborty, Suman; Iyer, Vishwanathan; Nikhil MN - 2023

Does Indian sovereign yield volatility reflect economic fundamentals, or whether it is a self-generated force flowing through markets with little connection to such fundamentals? To answer the question, this research explores the volatility dynamics and measures the persistence of shocks to the...

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10014500716

Seed systems development to navigate multiple expectations in Ethiopia, Malawi and Tanzania

Haug, Ruth; Hella, Joseph P.; Mulesa, Teshome Hunduma; … - 2023

The purpose of this study was to assess how multiple expectations of seed systems outcomes, such as closing the yield gap, adapting to climate change, improving nutrition, ensuring equality, enhancing agro-biodiversity, and securing farmers' rights, influence seed systems development in...

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10014517649