Sovereign Bond Return Behavior to News Reports in the COVID–19 Crisis

2021 ◽  
Author(s):  
Ameet Kumar Banerjee ◽  
Nguyet Nguyen ◽  
Md Akhtaruzzaman ◽  
Biplab Mahapatra
Keyword(s):  
News Reports ◽  
Sovereign Bond ◽  
Return Behavior ◽  
Bond Return

News reports

2001 ◽  
Vol 8 (6) ◽  
pp. 363-365
Author(s):  
A Mayhew
Keyword(s):  
News Reports

Analysis of the Bank of Russia information policy

2017 ◽  
pp. 88-110 ◽  
Author(s):  
S. Drobyshevsky ◽  
P. Trunin ◽  
A. Bozhechkova ◽  
E. Gorunov ◽  
D. Petrova
Keyword(s):  
Interest Rate ◽  
Nonparametric Tests ◽  
Information Policy ◽  
Var Models ◽  
New Approach ◽  
Interest Rate Policy ◽  
News Reports ◽  
Internet Users ◽  
Rate Policy ◽  
Exchange Markets

The article investigates the Bank of Russia information policy using a new approach to measuring information effects on Russian data, including the analysis of the tonality of news reports, as well as internet users’ queries on Google. The efficiency of regulator’s information signals is studied using EGARCH-, VAR- models, as well as nonparametric tests. The authors conclude that the regulator communicates effectively in terms of the predictability of interest rate policy, the degree to which information signals affect the money and foreign exchange markets.

Media

2018 ◽  
Author(s):  
Michael B. Munnik
Keyword(s):  
Sexual Abuse ◽  
News Media ◽  
News Reports ◽  
Central Focus

Muslims are a subsidiary concern for religion reporting in Scotland’s news media. If journalists must cover religion, issues pertaining to Christian sectarianism still occupy a central focus, although, as more Scots identify with no religion, news reports take on a memorialising tone, marking religion’s decline. Sometimes these storylines merge, as was the case with the biggest religion story in the news during my research about Muslims and the news media in Scotland: the revelation of the sexual abuse of several priests by Cardinal Keith O’Brien (Deveney, 2013). The dominant Scottish story overall was the preparation for the referendum on independence. Muslims played a humble part in coverage of the second story and no part at all in the first.

ICERD in Malaysian online news reports: A cross-linguistic comparative corpus analysis

2019 ◽  
Vol 3 (4) ◽  
pp. 51
Author(s):  
Siti Aeisha Joharry ◽  
Nor Diyana Saupi
Keyword(s):  
Comparative Analysis ◽  
Public Discourse ◽  
Online News ◽  
Corpus Analysis ◽  
Search Term ◽  
International Convention ◽  
Online Newspapers ◽  
News Reports ◽  
The Media ◽  
Online Sources

The International Convention for the Elimination of Racial Discrimination (ICERD), which was not ratified in Malaysia, created a heated public discourse in the media. This cross-linguistic comparative study investigates the representation of ICERD in Malaysian news reports of two online sources in Malaysia – the widely read English portal: The Star Online, and its Malay equivalent: Berita Harian. A corpus-assisted discourse analysis was conducted to examine how news on ‘ICERD’ were reported in both English and Malay online newspapers. Initial comparative analysis of both newspapers revealed that the search term co-occurs statistically more frequently with the verb ‘ratify’ and its equivalent: ‘meratifikasi’. Patterns indicate that ‘ICERD’ was mostly referring to the act of sanctioning the agreement –particularly to ‘not ratify’ or ‘tidak akan meratifikasi’, which is concurrent with the timeframe of events. Interestingly, different patterns can be found in Berita Harian (e.g. the expression of ‘thanks’ or gratitude of not ratifying ICERD) that are not as revealing in The Star Online reports. Some inconsistencies were also reported between the two newspapers, e.g. referring to different ministers’ speech about the initial plan to ratify ICERD alongside five (The Star Online) or six (Berita Harian) other treaties in the following year.  

Impact of exchange rate and oil price on the yield of sovereign bond and sukuk: Evidence from Malaysian capital market

2017 ◽  
Vol 5 (4) ◽  
pp. 27
Author(s):  
Huda Arshad ◽  
Ruhaini Muda ◽  
Ismah Osman
Keyword(s):  
Exchange Rate ◽  
Capital Market ◽  
Time Series Data ◽  
Oil Prices ◽  
Oil Price ◽  
Series Data ◽  
Sovereign Bond ◽  
Long Run ◽  
Short Run ◽  
The Impact

This study analyses the impact of exchange rate and oil prices on the yield of sovereign bond and sukuk for Malaysian capital market. This study aims to ascertain the effect of weakening Malaysian Ringgit and declining of crude oil price on the fixed income investors in the emerging capital market. This study utilises daily time series data of Malaysian exchange rate, oil price and the yield of Malaysian sovereign bond and sukuk from year 2006 until 2015. The findings show that the weakening of exchange rate and oil prices contribute different impacts in the short and long run. In the short run, the exchange rate and oil prices does not have a direct relation with the yield of sovereign bond and sukuk. However, in the long run, the result reveals that there is a significant relationship between exchange rate and oil prices on the yield of sovereign bond and sukuk. It is evident that only a unidirectional causality relation is present between exchange rate and oil price towards selected yield of Malaysian sovereign bond and sukuk. This study provides numerical and empirical insights on issues relating to capital market that supports public authorities and private institutions on their decision and policymaking process.

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