[HTML][HTML] Term premium in emerging market sovereign yields: Role of common and country specific factors

İ Özbek, İ Talaslı - Central Bank Review, 2020 - Elsevier
This paper provides cross-country analysis of local bond market term premia in emerging
countries. In order to investigate the role of domestic and global factors in the determination …

Domestic sovereign yields puzzle in 2020: falling yields amid a large fiscal shock in emerging markets

H Avetisyan, V Ilin, D Yakovlev - Foreign Exchange Constraint and …, 2023 - elgaronline.com
A vast amount of existing literature has studied the determinants of the sovereign risk premia
or bond spreads in emerging countries, and a few also researched the issues in the context …

[PDF][PDF] Prediksjon av terminpremien på norske statsobligasjoner: Hvilke kategorier av økonomiske variabler kan predikere terminpremien i perioden 2009-2019?

OM Dager, MPL Michelsen - 2021 - openaccess.nhh.no
I denne oppgaven predikerer vi terminpremien på norske 10-årige statsobligasjoner i
perioden 2009 til 2019. Med utgangspunkt i økonomisk teori og litteratur innhenter og …