scholarly journals Real and Nominal Equilibrium Yield Curves: Wage Rigidities and Permanent Shocks

2016 ◽  
Vol 2016 (32) ◽  
pp. 1-52 ◽  
Author(s):  
Alex Hsu ◽  
◽  
Erica X.N. Li ◽  
Francisco Palomino
Keyword(s):  
Yield Curves ◽  
Equilibrium Yield ◽  
Permanent Shocks

scholarly journals Real and Nominal Equilibrium Yield Curves with Endogenous Inflation: A Quantitative Assessment

2014 ◽  
Author(s):  
Alex C. Hsu ◽  
Erica X. N. Li ◽  
Francisco Palomino
Keyword(s):  
Quantitative Assessment ◽  
Yield Curves ◽  
Equilibrium Yield

Equilibrium Yield Curves [with Comments and Discussion]

2006 ◽  
Vol 21 ◽  
pp. 389-472 ◽  
Author(s):  
Monika Piazzesi ◽  
Martin Schneider ◽  
Pierpaolo Benigno ◽  
John Y. Campbell
Keyword(s):  
Yield Curves ◽  
Equilibrium Yield

A Robust Approach to Equilibrium Yield Curves

1986 ◽  
Vol 43 (7) ◽  
pp. 1332-1339 ◽  
Author(s):  
Gilbert G. Walter
Keyword(s):  
Fisheries Management ◽  
Management Strategies ◽  
Real Data ◽  
Concave Function ◽  
Fishing Effort ◽  
Approach To Equilibrium ◽  
Yield Curves ◽  
Fish Stocks ◽  
Robust Approach ◽  
Equilibrium Yield

The surplus yield models of fisheries management usually assume that a concave function of equilibrium yield versus fishing effort exists. However, this function is notoriously difficult to fit to real data for a number of reasons, including the fact that few fisheries are in equilibrium. A procedure for obtaining rough estimates of these equilibrium curves is introduced. Management strategies based on these estimates and the annual yield curves are also presented. The procedures are then applied to several fish stocks.

scholarly journals Equilibrium Yield Curves and the Interest Rate Lower Bound

2016 ◽  
Vol 2016 (085) ◽  
Author(s):  
Taisuke Nakata ◽  
◽  
Hiroatsu Tanaka ◽  
Keyword(s):  
Interest Rate ◽  
Lower Bound ◽  
Yield Curves ◽  
Equilibrium Yield ◽  
The Interest Rate

scholarly journals Equilibrium Yield Curves

2006 ◽  
Author(s):  
Monika Piazzesi ◽  
Martin Schneider
Keyword(s):  
Yield Curves ◽  
Equilibrium Yield

The Equilibrium Yield Curve for Government Securities

1979 ◽  
Vol 35 (3) ◽  
pp. 31-39 ◽  
Author(s):  
Herbert F. Ayres ◽  
John Y. Barry
Keyword(s):  
Yield Curve ◽  
Equilibrium Yield

Modeling the green bond yield on bond offering

2020 ◽  
Vol 26 (12) ◽  
pp. 2858-2878
Author(s):  
M.I. Emets
Keyword(s):  
Linear Regression ◽  
Yield Curve ◽  
Bond Market ◽  
Third Party ◽  
Bond Pricing ◽  
Market Development ◽  
Fair Price ◽  
Lower Yield ◽  
Yield Curves ◽  
Bond Yield

Subject. The article addresses the green bond pricing as compared to bonds other than green ones. Objectives. The aims are to determine how the fact that a bond is identified as a green one, the issue amount, and the availability of third-party verification, influence the yield to maturity; to make recommendations on effective green bond pricing. Methods. The study employs econometric testing of hypotheses, using the multiple linear regression. The sample includes 318 green and 1695 conventional bonds. Results. Green bonds have a lower yield to maturity in comparison with conventional bonds. The yield to maturity of green bonds with third-party verification is lower, as contrasted with green bonds without verification. Conclusions. The next step in the green bond market development is creating a benchmark yield curve for sovereign green bonds, with parallel issuance of conventional, non-green bonds. The yield curve is crucial for effective bond pricing. Two yield curves, i.e. for green and non-green bonds, will enable investors to estimate the fair price on issuance, as well as to define, if there is a difference in pricing.

Arbitrage Smoothing in Fitting a Sequence of Yield Curves

2008 ◽  
Author(s):  
Paul A. Bekker ◽  
Kees E. Bouwman
Keyword(s):  
Yield Curves

Transitory Versus Permanent Shocks: Explaining Corporate Savings and Investment

2017 ◽  
Author(s):  
Sebastian Gryglewicz ◽  
Loriano Mancini ◽  
Erwan Morellec ◽  
Enrique J. Schroth ◽  
Philip Valta
Keyword(s):  
Permanent Shocks

Empirical Analysis and Forecasting of Multiple Yield Curves

2019 ◽  
Author(s):  
Christoph Gerhart ◽  
Eva Lütkebohmert
Keyword(s):  
Empirical Analysis ◽  
Yield Curves
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