搜索结果: 1-15 共查到“经济学 bond”相关记录28条 . 查询时间(0.229 秒)
2024年4月20-21日，湖北省第六届“立信杯”MPAcc学生案例大赛在湖北民族大学举办。本届大赛由全国会计专业学位研究生教育指导委员会指导，湖北省会计硕士专业学位联盟主办，湖北民族大学承办，武汉财通教育科技有限公司、立信会计师事务所（特殊普通合伙）湖北分所协办。经过激烈角逐，华中农业大学CC bond队凭借其出色表现荣获三等奖。
2018年5月9日下午，美国范德堡大学经济系Eric Bond教授应邀访问国际经济与贸易学院，并为学院师生作了题为“Border adjusted taxes, cash flow taxes, and transfer pricing”的学术报告。国际经济与贸易学院20余位师生参加讲座。2016年美国政府对于企业税改革的构想引起了来自经济学界和社会各方的争论。Bond教授构建了两个国家两种产品的...
Discussion of "The Cross Section and Time Series of Stock and Bond Returns" by Koijen, Lustig & Van Nieuwerburgh
Cross Section Stock and Bond Returns
2015/7/23
A￠ ne model in which:
ñ 3 priced factors explain the cross section of bond and stock returns:
level, CP, DP
ñ 2 factors explain the time variation in bond and stock returns:
CP, DP
Discussion of “The Bond Premium in a DSGE Model with Long-Run Real and Nominal Risks” by Glenn Rudebusch & Eric Swanson
DSGE Model Bond Premium
2015/7/23
contribution to monetary DSGE literature
⇒
Epstein Zin utility with high risk aversion (improves asset pricing)
can still match volatility of macro aggregates
same spirit as Tallarini (2000,...
From a macroeconomic perspective, the shortterm interest rate is a policy instrument under
the direct control of the central bank, which
adjusts the rate to achieve its economic stabilzation goals. ...
Bond yields respond to policy decisions by the Federal Reserve and
vice versa. To learn about these responses, I model a high-frequency
policy rule based on yield curve information and an arbitrage-...
武汉理工大学货币银行学英文课件Chapter5 Bonds,Bond Prices and the Determination of Interest Rates
武汉理工大学 货币银行学 英文 课件 Chapter5 Bonds,Bond Prices and the Determination of Interest Rates
2015/6/4
武汉理工大学货币银行学英文课件Chapter5 Bonds,Bond Prices and the Determination of Interest Rates。
The Maturity of Debt Issues and Predictable Variation in Bond Returns
Borrowing and Debt Bonds Investment Return Financial Markets Forecasting and Prediction
2015/5/13
The maturity of new debt issues predicts excess bond returns. When the share of long term debt issues in total debt issues is high, future excess bond returns are low. This predictive power comes in t...
Monetary Policy Drivers of Bond and Equity Risks
Risk and Uncertainty Bonds Central Banking System Shocks Policy Macroeconomics
2015/4/28
The exposure of U.S. Treasury bonds to the stock market has moved considerably over time. While it was slightly positive on average in the period 1960–2011, it was unusually high in the 1980s and nega...
Monetary Policy Drivers of Bond and Equity Risks
Risk and Uncertainty Bonds Central Banking System Shocks Policy Macroeconomics
2015/4/27
The exposure of U.S. Treasury bonds to the stock market has moved considerably over time. While it was slightly positive on average in the period 1960–2011, it was unusually high in the 1980s and nega...
Reaching for Yield in the Bond Market
Fixed Income Reaching For Yield Financial Intermediation Insurance Companies Insurance Bonds
2015/4/27
Reaching-for-yield—the propensity to buy riskier assets in order to achieve higher yields—is believed to be an important factor contributing to the credit cycle. This paper analyses this phenomenon in...
Can Civil Law Countries Get Good Institutions?Creditor Rights and Bond Markets in Brazil,1850-2003
Civil Law Countries Creditor Rights Bond Markets
2015/4/20
Can we assume that the effect of early institutions is persistent over time? Work by La Porta,Lopez de Silanes, Shleifer, and Vishny, also known as the “law and finance” literature, implicitly argues ...
A CB (corporate bond) pricing probabilities and recovery rates model for deriving default probabilities and recovery rates
Government Bond (GB) model Corporate Bond (CB) model Term Structure of Default Probabilities (TSDP) Recovery Rate (RR) Credit Default Swap (CDS) business portfolio, credit risk management
2012/9/14
In this paper we formulate a corporate bond (CB) pricing model for deriving the term structure of default probabilities (TSDP) and the recov-ery rate (RR) for each pair of industry factor and credit r...
Interest Rate Risk of Bond Prices on Macedonian Stock Exchange - Empirical Test of the Duration, Modified Duration and Convexity and Bonds Valuation
Treasury Bonds risk-free valuation intrinsic value duration, convexity
2012/9/14
This article presents valuation of Treasury Bonds (T-Bonds) on Macedonian Stock Exchange (MSE) and empirical test of duration, modified duration and convexity of the T-bonds at MSE in order to determi...
Binomial Tree Model for Convertible Bond Pricing within Equity to Credit Risk Framework
Binomial Tree Model Bond Pricing Credit Risk
2012/9/14
In the present paper we fill an essential gap in the Convertible Bonds pricing world by deriving a Binary Tree based model for valuation subject to credit risk. This model belongs to the framework kno...