Practical Applications of Hedging High-Yield and Emerging Market Bond Tail Risk With VIX® Futures

2019 ◽  
Vol 22 (Supplement) ◽  
pp. 1.2-6
Author(s):  
Berlinda Liu ◽  
Hong Xie
2001 ◽  
Vol 2001 (1) ◽  
pp. 60-79
Author(s):  
Barry Coffman ◽  
Ismail Dalla ◽  
Kenneth Windheim

2011 ◽  
Author(s):  
David E. Allen ◽  
Akhmad Kramadibrata ◽  
Robert J. Powell ◽  
Abhay Kumar Singh
Keyword(s):  

2020 ◽  
Author(s):  
Anusha Chari ◽  
Karlye Dilts Stedman ◽  
Christian T. Lundblad

2020 ◽  
Vol 10 (1) ◽  
Author(s):  
Aumber Abbas ◽  
Tanveer A. Tabish ◽  
Steve J. Bull ◽  
Tuti Mariana Lim ◽  
Anh N. Phan

AbstractGraphene quantum dots (GQDs), a novel type of zero-dimensional fluorescent materials, have gained considerable attention owing to their unique optical properties, size and quantum confinement. However, their high cost and low yield remain open challenges for practical applications. In this work, a low cost, green and renewable biomass resource is utilised for the high yield synthesis of GQDs via microwave treatment. The synthesis approach involves oxidative cutting of short range ordered carbon derived from pyrolysis of biomass waste. The GQDs are successfully synthesised with a high yield of over 84%, the highest value reported to date for biomass derived GQDs. As prepared GQDs are highly hydrophilic and exhibit unique excitation independent photoluminescence emission, attributed to their single-emission fluorescence centre. As prepared GQDs are further modified by simple hydrothermal treatment and exhibit pronounced optical properties with a high quantum yield of 0.23. These modified GQDs are used for the highly selective and sensitive sensing of ferric ions (Fe3+). A sensitive sensor is prepared for the selective detection of Fe3+ ions with a detection limit of as low as 2.5 × 10–6 M. The utilisation of renewable resource along with facile microwave treatment paves the way to sustainable, high yield and cost-effective synthesis of GQDs for practical applications.


Subject QE’s influence on Central Europe’s bond markets. Significance Hawkish signals from the ECB are adding to recent strains on global bond markets, causing German ten-year Bund yields to shoot up to their highest levels since July. The sell-off is contributing to sharp outflows from Central Europe’s local debt markets, already under pressure as monetary tightening starts in the region; the Czech Republic, which has raised rates twice since August, is suffering the largest withdrawals. However, the absence of large inflows since the ECB started quantitative easing (QE) in 2015 could help mitigate the fallout from its end. Impacts As OPEC members reaffirm their commitment to production cuts, oil prices are shooting up to their highest level in nearly three years. Sales of speculative-grade US corporate debt have had their strongest New Year since 2014, a sign of enduring demand for high-yield bonds. The three-year low in the dollar index will help keep financial conditions loose and buoy up emerging market currencies.


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