Littérature scientifique sur le sujet « Bonds (Government) »
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Articles de revues sur le sujet "Bonds (Government)"
Pawłowski, Maciej. « Green government bonds ». Ekonomiczne Problemy Usług 129 (2017) : 219–27. http://dx.doi.org/10.18276/epu.2017.129-18.
Texte intégralPawłowski, Maciej. « Green government bonds ». Ekonomiczne Problemy Usług 129 (2018) : 219–27. http://dx.doi.org/10.18276/epu.2018.129-18.
Texte intégralAdhitia, Rezki, et Adler Haymans Manurung. « Analysis of Indonesia Bond’s Duration : Corporate Versus Government Bond ». Journal of Applied Finance & ; Accounting 1, no 2 (28 juin 2009) : 328–38. http://dx.doi.org/10.21512/jafa.v1i2.129.
Texte intégralBank,, Matthias, Alexander Kupfer, et Rupert Sendlhofer. « Performance-Sensitive Government Bonds ». Credit and Capital Markets – Kredit und Kapital 47, no 1 (mars 2014) : 79–101. http://dx.doi.org/10.3790/ccm.47.1.79.
Texte intégralFeng, Xingyuan. « Local Government Debt and Municipal Bonds in China : Problems and a Framework of Rules ». Copenhagen Journal of Asian Studies 31, no 2 (23 mai 2014) : 23–53. http://dx.doi.org/10.22439/cjas.v31i2.4332.
Texte intégralKhurria, Arima. « Mengapa Pemerintah Daerah Belum Berhasil Menerbitkan Obligasi Daerah ». Jurnal Syntax Admiration 4, no 5 (25 mai 2023) : 594–611. http://dx.doi.org/10.46799/jsa.v4i5.595.
Texte intégralXie, Mingyan. « The Influence of Implicit Guarantee on the Yield Spread of China’s Quasi-municipal Bond ». Highlights in Business, Economics and Management 10 (9 mai 2023) : 57–64. http://dx.doi.org/10.54097/hbem.v10i.7931.
Texte intégralYanto, Edy Sudaryanto, et Ramlan Ramlan. « Analisis Pembiayaan Pembangunan Dengan Penerbitan Surat Utang (Obligasi) Daerah Studi Kasus Pada Pemerintah Kota Bogor ». Jurnal Maneksi 13, no 1 (28 mars 2024) : 35–47. http://dx.doi.org/10.31959/jm.v13i1.2089.
Texte intégralProkopovic, Tijana, Maja Mladenovic et Milos Mihajlovic. « Municipal bonds by local government ». Ekonomika 62, no 4 (2016) : 175–82. http://dx.doi.org/10.5937/ekonomika1604175p.
Texte intégralKan, Kamhon. « Credit spreads on government bonds ». Applied Financial Economics 8, no 3 (juin 1998) : 301–13. http://dx.doi.org/10.1080/096031098333050.
Texte intégralThèses sur le sujet "Bonds (Government)"
Minella, Carmine Mattia <1994>. « Connectedness in European government bonds : an empirical analysis ». Master's Degree Thesis, Università Ca' Foscari Venezia, 2021. http://hdl.handle.net/10579/19575.
Texte intégralCox, David Anthony. « Computable equilibria in the UK government bond market with non-neutral tax rules ». Thesis, London Business School (University of London), 2000. http://ethos.bl.uk/OrderDetails.do?uin=uk.bl.ethos.313056.
Texte intégralSernova, Elena V. « Adiós to the long-bond will we miss it ? / ». Diss., Restricted to subscribing institutions, 2005. http://proquest.umi.com/pqdweb?did=921022491&sid=1&Fmt=2&clientId=1564&RQT=309&VName=PQD.
Texte intégralHuff, Richard F. « Achieving High Performance in Local Government : Linking Government Outcomes with Human Resource Management Practices ». VCU Scholars Compass, 2007. http://hdl.handle.net/10156/2064.
Texte intégralVoss, Maj-Lis A. « The term structure of interest rates : U.S. government bonds, 1955-1989 / ». Thesis, This resource online, 1990. http://scholar.lib.vt.edu/theses/available/etd-03032009-040609/.
Texte intégralSilva, Teresa Gaspar. « The effect of quantitative easing programmes on long-term government bonds ». Master's thesis, Instituto Superior de Economia e Gestão, 2017. http://hdl.handle.net/10400.5/14611.
Texte intégralO objectivo desta dissertação é apresentar os programas de Quantitative Easing levados a cabo nos Estados Unidos da América, Reino Unido, Zona Euro e no Japão durante a Crise Financeira de 2007-2009 e avaliar o seu impacto na variação das taxas de juro de longo prazo para títulos do Governo, usando dados mensais e trimestrais. A analise empírica consiste em quatro equações para cada frequência temporal usando um estimador OLS. No caso dos USA, foi encontrado suporte de que as politicas de QE diminuem a taxa de juro de longo prazo para títulos do Governo. A mesma relação foi encontrada para o Reino Unido, no entanto com menos assertividade. Os resultados para a Zona Euro e para o Japão foram ambíguos, não foi possível determinar o impacto das medidas de QE para estes países.
The aim of this dissertation is to clarify the Quantitative Easing programmes employed by the United States of America, United Kingdom, Euro Area and Japan during the financial crisis of 2007-2009 and assess its impact into the variation of the long-term Government bond yield, using monthly and quarterly based data. The empirical analysis consisted in four equations for each timeframe using an OLS estimator. It was found evidence supporting that QE diminishes the variation of the long-term Government bond yield in the US. On the UK case, it was found evidence that QE measures reduces the explained variable but with modest strength. In the EA and in Japan the results were ambiguous and one cannot be assertive about the impact of QE policies for both economies.
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Begg, Anne, et n/a. « Bicultural nationhood in the bonds of capital ». University of Otago. Department of Communication Studies, 2006. http://adt.otago.ac.nz./public/adt-NZDU20070508.142710.
Texte intégralMachac, Erik, et Renato Cucurnia. « The attraction of foreign government bonds from the perspective of swedish investors ». Thesis, Umeå University, Umeå School of Business, 2007. http://urn.kb.se/resolve?urn=urn:nbn:se:umu:diva-1285.
Texte intégralEven though today´s world unwinds on the increasing way of the globalisation, investors are aware of the possibilities the international markets offer and distance is not an issue any more, they are still governed by the “home bias factor“. This phenomenon implies that investors tend to prefer investing in domestic securities rather than entering the global market. Swedish investors are not the exception and the issue of the attraction of foreign fixed income securities is highlighted even more when we have found out there is lack of academic research about the topic from the perspective of Swedish investors. To narrow down the research subject and provide a reader with an interesting approach, we decided to examine the attraction of foreign government bonds from the perspective of Swedish investors.
At the beginning of the paper we raised three research questions and defined the objective of the paper in questioning the existence of reasons to invest in foreign government bonds. Another research question was defined as identifying our local investor, who is entering the global market and last, but not least, what investing strategy do we recommend him to follow.
Along the paper we proposed to apply a decent level of informative as well as a scientific approach to provide a reader with a valuable study concerning pre-defined topic. To reach more concrete outcomes of the study we have accepted couple of assumtions which we have identified ourselves with and we have stressed them especially during the theoretical part of the paper.
After conducting the comprehensive analysis of the Swedish market for government bonds we have identified a huge gap between the demand and supply for such bonds and based on the discussion concerning the opportunities and risks connected with such investments we have defined our investor. Under given assumptions, as the most probable case of occurance we consider a rational investor, who is offsetting the balance of interest rate sensitive assets and liabilities simultaneously looking for the best possible yield, the lowest possible risk and sound level of diversification.
During the empirical analysis, namely examination of the national yield curves we set first, however very limited investment strategy. After the incorporation of the portfolio theory, currency rate risk and the existence of instruments covering the foreign currency exposure we have come into a conclusion that our investor does not have to necessarily prefer a security from the depicted efficient frontier, but he can employ other securities as well. As a consequence, when using 100% hedging he can use whichever security on the global market.
At the conclusion, stated findings imply another investigation, since our research was based on very strong assumptions presented during the study. Thus it by far does not provide the reader with a comprehensive investment analysis, which some readers might be interested in. However, even from the beginning we claimed that we do not have such an ambitious goal.
Correia, Alexandra Coelho. « The impact of fiscal rules on government performance and borrowing costs ». Master's thesis, Instituto Superior de Economia e Gestão, 2020. http://hdl.handle.net/10400.5/20618.
Texte intégralWe assess the impact of numerical fiscal rules on budget balances and sovereign yields, as well as the impact of expenditure rules on primary expenditure. The panel data covers 28 EU countries for the period of 1990-2018. The results show that numerical fiscal rules improve government performance leading to a reduction of budget deficits and lowers sovereign bond yields. Distinctively, expenditure rules hold a significant impact on primary expenditure.
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Coelho, Miguel de Campos Pinto. « Credit ratings and government bonds : evidence before, during and after european debt crisis ». Master's thesis, reponame:Repositório Institucional do FGV, 2016. http://hdl.handle.net/10362/120122.
Texte intégralLivres sur le sujet "Bonds (Government)"
Govett, Security Pacific Hoare, dir. Synthetic government bonds. London : Security Pacific Hoare Govett, 1988.
Trouver le texte intégralPublishing, IFR, dir. Global government bonds. London : IFR Publishing, 1988.
Trouver le texte intégralLondon International Financial Futures and Options Exchange. BTP : Government bonds : Italian government bond futures and options contracts. London : London International Financial Futures and Options Exchange, 1994.
Trouver le texte intégralTybjerg, Lars. Government bonds in Denmark. Copenhagen : Ministry of Finance, 1989.
Trouver le texte intégralEuromoney, dir. Government bonds, changing markets. London : Euromoney, 1989.
Trouver le texte intégralInc, Mergent. Mergent municipal & government manual. New York : Mergent, 2004.
Trouver le texte intégralLivingston, Miles. Bonds and bond derivatives. Malden, Mass : Blackwell Business, 1999.
Trouver le texte intégralLivingston, Miles. Bonds and bond derivatives. 2e éd. Malden, Ma : Blackwell Publishing, 2005.
Trouver le texte intégralplc, DC Gardner Group, dir. Government bonds : A practical introduction. London : DC Gardner Group, 1989.
Trouver le texte intégralLondon International Financial Futures and Options Exchange. BTP : Long term bonds : Italian government bond futures & options contracts. London : London International Financial Futures and Options Exchange, 1993.
Trouver le texte intégralChapitres de livres sur le sujet "Bonds (Government)"
Lynn, Stephen. « Government Bonds ». Dans Springer Texts in Business and Economics, 71–103. Singapore : Springer Singapore, 2020. http://dx.doi.org/10.1007/978-981-15-0357-3_3.
Texte intégralSutherland, Andrew, et Jason Court. « Government Bonds ». Dans The Front Office Manual, 161–86. London : Palgrave Macmillan UK, 2013. http://dx.doi.org/10.1057/9781137030696_9.
Texte intégralChoudhry, Moorad. « Investing in non-UK government bonds ». Dans Bonds, 71–86. London : Palgrave Macmillan UK, 2006. http://dx.doi.org/10.1057/9780230627260_4.
Texte intégralRutterford, Janette, et Marcus Davison. « Bonds and government securities ». Dans An Introduction to Stock Exchange Investment, 68–101. London : Macmillan Education UK, 2007. http://dx.doi.org/10.1007/978-0-230-21350-0_3.
Texte intégralSchoenmaker, Dirk, et Willem Schramade. « Valuing Bonds ». Dans Springer Texts in Business and Economics, 207–38. Cham : Springer International Publishing, 2023. http://dx.doi.org/10.1007/978-3-031-35009-2_8.
Texte intégralMele, Antonio, et Yoshiki Obayashi. « Government Bonds and Time-Deposits ». Dans Springer Finance, 125–209. Cham : Springer International Publishing, 2015. http://dx.doi.org/10.1007/978-3-319-26523-0_4.
Texte intégralBerger, Verena Anna. « Simulation of government bond spread increase ». Dans Impact of Government Bonds Spreads on Credit Derivatives, 45–70. Wiesbaden : Springer Fachmedien Wiesbaden, 2017. http://dx.doi.org/10.1007/978-3-658-20219-4_4.
Texte intégralDoi, Takero. « The System and Role of Local Bonds Permits in Japan ». Dans Government Deficit and Fiscal Reform in Japan, 123–51. Boston, MA : Springer US, 2002. http://dx.doi.org/10.1007/978-1-4757-3528-4_8.
Texte intégralBerger, Verena Anna. « Introduction ». Dans Impact of Government Bonds Spreads on Credit Derivatives, 1–6. Wiesbaden : Springer Fachmedien Wiesbaden, 2017. http://dx.doi.org/10.1007/978-3-658-20219-4_1.
Texte intégralBerger, Verena Anna. « Theoretical underpinnings ». Dans Impact of Government Bonds Spreads on Credit Derivatives, 7–25. Wiesbaden : Springer Fachmedien Wiesbaden, 2017. http://dx.doi.org/10.1007/978-3-658-20219-4_2.
Texte intégralActes de conférences sur le sujet "Bonds (Government)"
Ganchev, Alexander. « INVESTMENT CHARACTERISTICS OF INDONESIAN GOVERNMENT BOND MARKET DURING THE COVID-19 PANDEMIC ». Dans 12th International Scientific Conference „Business and Management 2022“. Vilnius Gediminas Technical University, 2022. http://dx.doi.org/10.3846/bm.2022.825.
Texte intégralTrubetskaya, Olga Veniaminovna, et Victoria Igorevna Fomicheva. « CURRENT STATUS OF THE RUSSIAN GOVERNMENT BONDS MARKET ». Dans Российская наука : актуальные исследования и разработки. Самара : Самарский государственный экономический университет, 2022. http://dx.doi.org/10.46554/russian.science-2022.02-2-191/194.
Texte intégralXing, Wenjie. « The Research on Credit Risk of Local Government Bonds Based on KMV Model : A Case Study of Shanghai Government Bonds ». Dans 2017 International Conference on Sports, Arts, Education and Management Engineering (SAEME 2017). Paris, France : Atlantis Press, 2017. http://dx.doi.org/10.2991/saeme-17.2017.6.
Texte intégralGanchev, Alexander. « THE BEHAVIOUR OF CHINESE GOVERNMENT BOND YIELD CURVE BEFORE AND DURING THE COVID-19 PANDEMIC ». Dans 13th International Scientific Conference „Business and Management 2023“. Vilnius Gediminas Technical University, 2023. http://dx.doi.org/10.3846/bm.2023.1008.
Texte intégralQin, Shang, et Zhang Guozhong. « Longevity risk management for government pension fund : Longevity bonds design ». Dans 2013 6th International Conference on Information Management, Innovation Management and Industrial Engineering (ICIII). IEEE, 2013. http://dx.doi.org/10.1109/iciii.2013.6702972.
Texte intégralHo, Varabott. « Capacity Building in Green Bonds in Cambodia : Universities Must Play a Key Role to Support the Industry ». Dans ACBSP Region 10 Annual Conference 2023. CamEd Business School, 2023. http://dx.doi.org/10.62458/camed/oar/acbsp/73-86.
Texte intégralXiaoquan, Liu. « The policy of Kuomintang Government to receive and sort local bonds ». Dans 2013 6th International Conference on Information Management, Innovation Management and Industrial Engineering (ICIII). IEEE, 2013. http://dx.doi.org/10.1109/iciii.2013.6703563.
Texte intégralZhang, Chunyan. « Research on the Issuance Management of China's Local Government Special Bonds ». Dans Proceedings of the 2019 4th International Conference on Financial Innovation and Economic Development (ICFIED 2019). Paris, France : Atlantis Press, 2019. http://dx.doi.org/10.2991/icfied-19.2019.43.
Texte intégralPing, Yu, et Liu Qin. « Notice of Retraction : Discussion on the management of US treasury bonds ». Dans 2011 International Conference on E-Business and E-Government (ICEE). IEEE, 2011. http://dx.doi.org/10.1109/icebeg.2011.5881495.
Texte intégralChou, Jian-Hsin, Hong-Fwu Yu et Chien-Yun Chang. « The Use of Term Structure Information in the Hedging of Japanese Government Bonds ». Dans 2008 3rd International Conference on Innovative Computing Information and Control. IEEE, 2008. http://dx.doi.org/10.1109/icicic.2008.575.
Texte intégralRapports d'organisations sur le sujet "Bonds (Government)"
He, Zhiguo, Arvind Krishnamurthy et Konstantin Milbradt. What Makes US Government Bonds Safe Assets ? Cambridge, MA : National Bureau of Economic Research, février 2016. http://dx.doi.org/10.3386/w22017.
Texte intégralFernandez, Jose Maria, et Reinaldo Le Grazie. Secondary Government Bond Market. Inter-American Development Bank, octobre 2006. http://dx.doi.org/10.18235/0009209.
Texte intégralSchmid, Lukas, Vytautas Valaitis et Alessandro T. Villa. Government Debt Management and Inflation with Real and Nominal Bonds. Federal Reserve Bank of Chicago, 2022. http://dx.doi.org/10.21033/wp-2022-28.
Texte intégralKürşat Önder, Yasin, Maria Alejandra Ruiz-Sanchez, Sara Restrepo-Tamayo et Mauricio Villamizar-Villegas. Government Borrowing and Crowding Out. Banco de la República, décembre 2021. http://dx.doi.org/10.32468/be.1182.
Texte intégralNugraha, Muhammad Fajar. Examining US Monetary Spillover to Indonesian Local Currency Government Bonds in Volatile Periods. Asian Development Bank Institute, mai 2023. http://dx.doi.org/10.56506/mvmb2557.
Texte intégralOutes Velarde, Juliana, Eleanor Carter et Ruairi Macdonald. INDIGO Impact Bond Insights. Government Outcomes Lab, juillet 2021. http://dx.doi.org/10.35489/bsg-golab-ri_2021/001.
Texte intégralMasci, Pietro. The Inter-American Development Bank and Sub-Sovereign Governments Development. Inter-American Development Bank, juin 1999. http://dx.doi.org/10.18235/0006811.
Texte intégralKim, Namsuk, et John Joseph Wallis. The Market for American State Government Bonds in Britain and the United States, 1830-1843. Cambridge, MA : National Bureau of Economic Research, novembre 2003. http://dx.doi.org/10.3386/w10108.
Texte intégralOutes Velarde, Juliana, Srinithya Nagarajan, Eleanor Carter, Michael Gibson et Ruairi Macdonald. INDIGO Impact Bond Insights. Government Outcomes Lab, septembre 2022. http://dx.doi.org/10.35489/bsg-golab-ri_2022/002.
Texte intégralEquiza, Juan, Ricardo Gimeno, Antonio Moreno et Carlos Thomas. Evaluating central bank asset purchases in a term structure model with a forward-looking supply factor. Madrid : Banco de España, janvier 2023. http://dx.doi.org/10.53479/25046.
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