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Journal articles on the topic 'Fixed Income Markets'

Author: Grafiati

Published: 7 June 2025

Last updated: 2 August 2025

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1

Jordan, Bradford D., and Suresh Sundaresan. "Fixed Income Markets and their Derivatives." Journal of Finance 52, no. 2 (1997): 918. http://dx.doi.org/10.2307/2329508.

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2

Wu, Y. C., and David Soanes. "Insurance and the Fixed Income Capital Markets." Geneva Papers on Risk and Insurance - Issues and Practice 32, no. 1 (2007): 46–57. http://dx.doi.org/10.1057/palgrave.gpp.2510117.

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3

Boyarchenko, Nina, and Or Shachar. "A Hitchhiker’s Guide to Federal Reserve Participation in Fixed Income Markets." Journal of Economic Perspectives 39, no. 2 (2025): 171–94. https://doi.org/10.1257/jep.20241436.

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We review US dealer-intermediated fixed income markets, including Treasuries, agency mortgage-backed securities, corporate bonds, and municipal bonds. Through the lenses of primary dealers’ positions, we show these markets’ evolution over the past decade and the effects of recent episodes of abrupt deterioration in market functioning. We then overview how the Federal Reserve interacts with fixed income markets for the purposes of monetary policy implementation and liquidity interventions. We conclude by discussing the shifting composition of investors in US fixed income markets, and what conse

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4

Contessi, Silvio, Pierangelo De Pace, and Massimo Guidolin. "Mildly explosive dynamics in U.S. fixed income markets." European Journal of Operational Research 287, no. 2 (2020): 712–24. http://dx.doi.org/10.1016/j.ejor.2020.03.053.

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5

Fontaine, Jean‐Sébastien, and Guillaume Nolin. "MEASURING LIMITS OF ARBITRAGE IN FIXED‐INCOME MARKETS." Journal of Financial Research 42, no. 3 (2019): 525–52. http://dx.doi.org/10.1111/jfir.12187.

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6

Bessembinder, Hendrik, Chester Spatt, and Kumar Venkataraman. "A Survey of the Microstructure of Fixed-Income Markets." Journal of Financial and Quantitative Analysis 55, no. 1 (2019): 1–45. http://dx.doi.org/10.1017/s0022109019000231.

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In this article, we survey the literature that studies fixed-income trading rules and outcomes, including Treasury securities, corporate and municipal bonds, and structured credit products. We compare and contrast the microstructure and regulation of fixed-income markets with equity markets. We highlight the nature of over-the-counter trading in the face of search costs and the associated slow evolution of electronically facilitated intermediation. We discuss the databases available to study fixed-income microstructure, as well as measures and determinants of trading costs, and the important r

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7

Broto, Carmen, and Matías Lamas. "Measuring market liquidity in US fixed income markets: A new synthetic indicator." Spanish Review of Financial Economics 14, no. 1 (2016): 15–22. http://dx.doi.org/10.1016/j.srfe.2016.01.001.

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8

Churchill, Dwight D. "The Evolution of E-Trading in Fixed-Income Markets." AIMR Conference Proceedings 2002, no. 1 (2002): 106–14. http://dx.doi.org/10.2469/cp.v2002.n1.3177.

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9

Grantier, Bruce J. "Time and Seasonal Patterns in the Fixed-Income Markets." CFA Digest 28, no. 4 (1998): 38–39. http://dx.doi.org/10.2469/dig.v28.n4.367.

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10

Dwyer, Gerald P., and Paula Tkac. "The financial crisis of 2008 in fixed-income markets." Journal of International Money and Finance 28, no. 8 (2009): 1293–316. http://dx.doi.org/10.1016/j.jimonfin.2009.08.007.

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11

De Vassal, Vladimir. "Time and Seasonal Patterns in the Fixed-Income Markets." Journal of Fixed Income 7, no. 4 (1998): 7–16. http://dx.doi.org/10.3905/jfi.1998.408227.

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12

Dar, Arif Billah, and Firdous Ahmad Shah. "Are Eurozone Fixed Income Markets Integrated? An Analysis Based on Wavelet Multiple Correlation and Cross Correlation." Economics Research International 2014 (August 28, 2014): 1–8. http://dx.doi.org/10.1155/2014/219652.

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This paper investigates the synchronization of fixed income markets within Eurozone countries using the new wavelet based methodology. Conventional wavelet methods that use multivariate set of variables to calculate pairwise correlation and cross correlation lead to spurious correlation due to possible relationships with other variables, amplification of type-1 errors, and results, in the form of large set of erroneous graphs. Given these disadvantages of conventional wavelet based pairwise correlation and cross-correlation method, we avoid these limitations by using wavelet multiple correlati

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13

Carvalhal, Andre, and Miguel Murillo. "Economic activity forecast in emerging markets." Corporate Ownership and Control 12, no. 1 (2014): 325–29. http://dx.doi.org/10.22495/cocv12i1c3p1.

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This paper uses a forecasting model for real economic activity for a group of emerging economies (Brazil, India, Mexico and Russia) based on the information contained in their capital markets. We forecast the industrial production in emerging markets throughout different time horizons using information contained in stock and fixed-income markets. Our results suggest that fixed-income and stock markets do not reveal information regarding future economic growth in Brazil, Mexico and Russia. In the case of India, the yield spread explain part of the variation of the economic activity, but the sto

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14

International Monetary Fund. "Thailand: Financial Sector Assessment Program - Technical Note: Fixed Income Markets." IMF Staff Country Reports 09, no. 151 (2009): 1. http://dx.doi.org/10.5089/9781451836905.002.

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15

Almeida, Caio Ibsen Rodrigues de, Antonio Marcos Duarte Júnior, and Cristiano Augusto Coelho Fernandes. "Interest rate risk measurement in Brazilian sovereign markets." Estudos Econômicos (São Paulo) 34, no. 2 (2004): 321–44. http://dx.doi.org/10.1590/s0101-41612004000200004.

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Fixed income emerging markets are an interesting investment alternative. Measuring market risks is mandatory in order to avoid unexpected huge losses. The most used market risk measure is the Value at Risk, based on the profit-loss probability distribution of the portfolio under consideration. Estimating this probability distribution requires the prior estimation of the probability distribution of term structures of interest rates. An interesting possibility is to estimate term structures using a decomposition of the spread function into a linear combination of Legendre polynomials. Numerical

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16

Owens, Andre, and Cherie Weldon. "SEC’s Fixed Income Market Structure Advisory Committee discusses bond market liquidity in its inaugural meeting." Journal of Investment Compliance 19, no. 3 (2018): 5–8. http://dx.doi.org/10.1108/joic-04-2018-0035.

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Purpose The purpose of this paper is to summarize the January 11, 2018, Fixed Income Market Structure Advisory Committee’s (“FIMSAC”) inaugural meeting held at the US Securities and Exchange Commission (“SEC”). Design/methodology/approach This paper discusses the various topics covered at the inaugural FIMSAC meeting including the exploration of a variety of bond market liquidity issues, including the metrics for analyzing liquidity in the bond market and what these metrics mean for liquidity and dealer intermediation, electronic trading, exchange-traded funds (ETFs), transparency and potentia

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17

Cardella, Laura, Jia Hao, Ivalina Kalcheva, and Yung-Yu Ma. "Computerization of the Equity, Foreign Exchange, Derivatives, and Fixed-Income Markets." Financial Review 49, no. 2 (2014): 231–43. http://dx.doi.org/10.1111/fire.12033.

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18

Garrido, José, and Ramin Okhrati. "Desirable Portfolios in Fixed Income Markets: Application to Credit Risk Premiums." Risks 6, no. 1 (2018): 23. http://dx.doi.org/10.3390/risks6010023.

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19

Van Vliet, Ben, and Apostolos Xanthopoulos. "Iso-risk: an analysis of risk-taking in fixed income markets." Applied Economics 51, no. 50 (2019): 5498–514. http://dx.doi.org/10.1080/00036846.2019.1616063.

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20

Balduzzi, Pierluigi, and Fabio Moneta. "Economic Risk Premia in the Fixed-Income Markets: The Intraday Evidence." Journal of Financial and Quantitative Analysis 52, no. 5 (2017): 1927–50. http://dx.doi.org/10.1017/s0022109017000631.

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We use high-frequency data to precisely estimate bond price reactions to macroeconomic announcements and the associated compensation for macro risks. We find evidence of a single factor summarizing the reaction of bond prices to different announcements. Before the financial crisis, the factor risk premium is substantial, significant, and mainly earned before announcement releases. After the crisis, the stock–bond covariance becomes negative and the preannouncement factor risk premium becomes insignificant. Our empirical results are consistent with information leakages that take place ahead of

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21

Cheong, Chee Seng, Richard Gerlach, Simon Stevenson, Patrick J. Wilson, and Ralf Zurbruegg. "Equity and fixed income markets as drivers of securitised real estate." Review of Financial Economics 18, no. 2 (2009): 103–11. http://dx.doi.org/10.1016/j.rfe.2008.03.002.

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22

Ortobelli, Sergio, Sebastiano Vitali, Marco Cassader, and Tomáš Tichý. "Portfolio selection strategy for fixed income markets with immunization on average." Annals of Operations Research 260, no. 1-2 (2016): 395–415. http://dx.doi.org/10.1007/s10479-016-2182-8.

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23

Schinasi, Garry J., and T. Todd Smith. "Fixed-Income Markets in the United States, Europe, and Japan-Some Lessons for Emerging Markets." IMF Working Papers 98, no. 173 (1998): 1. http://dx.doi.org/10.5089/9781451977349.001.

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24

de Carvalho, Raul Leote, Patrick Dugnolle, Xiao Lu, and Pierre Moulin. "Low-Risk Anomalies in Global Fixed Income: Evidence from Major Broad Markets." Journal of Fixed Income 23, no. 4 (2014): 51–70. http://dx.doi.org/10.3905/jfi.2014.23.4.051.

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25

Passos, G.D., and Wesley Mendes-Da-Silva. "Specific Legislation for Infrastructure and R&D Induces Risk Reduction of Debentures in Brazil." Revista de Finanças Aplicadas 2 (February 16, 2014): 1–35. https://doi.org/10.5281/zenodo.2566943.

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Objective: The objective of this study is to analyze the impact of incentive devices Law No. 12,431/11, the performance of emissions of corporate debt in the Brazilian market; Methodology: In this article are used OLS models, from data on 106 emissions registered in the period between 2007 and 2014 the dependent variable consists of a proxy for the spreads, i.e. the rating assigned by the rating agencies; Results and Conclusions: Encouraging emissions of debentures to finance investment projects in infrastructure or PD & I has significant influence on the risk classification (rating) emiss

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26

Thupayagale, P., and I. Molalapata. "Dynamic co-movement and correlations in fixed income markets: Evidence from selected emerging market bond yields." Investment Analysts Journal 41, no. 76 (2012): 25–38. http://dx.doi.org/10.1080/10293523.2012.11082548.

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27

Guo, Jiequn. "Fair Value Adjusted Pricing of Mutual Funds Using Treasury Futures." Journal of International Commerce, Economics and Policy 09, no. 01n02 (2018): 1850006. http://dx.doi.org/10.1142/s1793993318500060.

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The U.S. Investment Company Act of 1940 requires mutual fund boards to determine fair value of their portfolios. With mutual fund investments on foreign securities, there is a potential market timing issue when markets evolve between foreign and domestic market close. However, there is little research to date relating to fair value pricing procedures for foreign fixed-income securities. In this paper, we discuss the market timing problems and present a statistical approach utilizing treasury futures to fair value pricing of foreign fixed income securities. Timely valuation adjustment of foreig

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28

Tarun Chataraju. "NLP pipeline for fixed-income market intelligence: From unstructured data to actionable insights." World Journal of Advanced Research and Reviews 26, no. 2 (2025): 1801–9. https://doi.org/10.30574/wjarr.2025.26.2.1670.

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This article explores the transformative impact of Natural Language Processing (NLP) on fixed-income market analysis and index management. It examines how NLP technologies enable the systematic processing of vast amounts of unstructured textual data - including regulatory filings, earnings calls, central bank communications, and financial news - to extract actionable investment insights. The article presents a comprehensive framework for implementing NLP in fixed-income markets, covering sentiment analysis methodologies, automated data extraction techniques, and integration approaches with tra

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29

Satyadhar, Joshi. "Review of Gen AI in Fixed Income Markets: Trading, Modeling and Risk Management." International Journal of Management and Commerce Innovations 13, no. 1 (2025): 63–74. https://doi.org/10.5281/zenodo.15462128.

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<strong>Abstract:</strong> This paper presents a systematic review of generative artificial intelligence (AI) applications in fixed income markets, synthesizing insights from key studies published mostly between 2024 and 2025. The analysis spans the latest developments in AI-driven analytics, trading strategies, risk management techniques, and the evolution of investment approaches within this crucial sector of finance. The review covers advancements in interest rate yield curve modeling, algorithmic trading, credit and liquidity risk assessment, and structured product valuation. Special atten

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30

Hotz, V. Joseph, and Mo Xiao. "The Impact of Regulations on the Supply and Quality of Care in Child Care Markets." American Economic Review 101, no. 5 (2011): 1775–805. http://dx.doi.org/10.1257/aer.101.5.1775.

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We examine the impact of state child care regulations on the supply and quality of care in child care markets. We exploit panel data on both individual establishments and local markets to control for state, time, and, where possible, establishment-specific fixed effects to mitigate the potential bias due to policy endogeneity. We find that the imposition of regulations reduces the number of center-based child care establishments, especially in lower income markets. However, such regulations increase the quality of services provided, especially in higher income areas. Thus, there are winners an

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31

Bisat, Amer. "Sources of Return within an Emerging Markets Fixed-Income and Foreign Exchange Portfolio." Journal of Alternative Investments 13, no. 1 (2010): 79–86. http://dx.doi.org/10.3905/jai.2010.13.1.079.

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32

Rehman, Seema, and Jameel Ahmed Khilji. "Why bond market couldn’t thrive in Pakistan." International Journal of Accounting and Economics Studies 5, no. 1 (2017): 33. http://dx.doi.org/10.14419/ijaes.v5i1.6501.

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Fixed income market has recently emerged in Pakistan. Onward 1990, prolusion of government securities paved a way for corporates to come forward with their debt papers and long term yield curve came in to existence by introducing FIB’s in 1992 followed by issuance of first Term Finance Certificates (TFC) in 1995. The TFCs’ coupon rate exhibits a wide range of different fixed and floating coupons related to numerous interest rates containing the discount rate, the Karachi Inter-bank Offer Rate (KIBOR) and Pakistan Investment Bond (PIB) rates. The SBP launched electronic trading platform for fix

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33

Tarun Chataraju. "The Role of Event-Driven Architectures in Fixed-Income Workflows." Journal of Computer Science and Technology Studies 7, no. 4 (2025): 649–55. https://doi.org/10.32996/jcsts.2025.7.4.76.

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The evolution of event-driven architectures represents a transformative paradigm shift in fixed-income workflows across financial institutions. This technological transition has enabled real-time processing capabilities that fundamentally alter how market data is ingested, analyzed, and acted upon. The migration from traditional batch processing models to event-driven systems has yielded substantial improvements in resource utilization, operational efficiency, and decision-making agility within trading environments. Agent-based models demonstrate how decentralized, event-driven methods can eff

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34

Wei, Ming, Yanli Pu, Qi Lou, Yida Zhu, and Zeyu Wang. "Machine Learning-Based Intelligent Risk Management and Arbitrage System for Fixed Income Markets: Integrating High-Frequency Trading Data and Natural Language Processing." Journal of Industrial Engineering and Applied Science 2, no. 5 (2024): 56–67. https://doi.org/10.5281/zenodo.13858262.

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This paper introduces risk management and competitive advantage in fixed-income trading, machine learning, high-volume trading (HFT), and natural language processing (NLP). The system integrates advanced analytics and deep learning techniques to improve decision-making, providing real-time risk assessment and detection arbitrage. The main innovations include combining HFT data, which captures the random product of microstructure dynamics, and NLP, which removes the agreement from the non-disordered text, such as financial information and management information. The system employs a hierarchica

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35

Wu, Meidianzi. "Digital Inclusive Finance, Rural E-Commerce, and Urban-Rural Income Gap." GBP Proceedings Series 3 (March 12, 2025): 35–43. https://doi.org/10.70088/7hvzt370.

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This study explores the impact of digital inclusive finance and rural e-commerce on the income disparity between urban and rural areas in China. Using county-level panel data from 2014 to 2022, a fixed-effects model is employed to assess how these two factors contribute to reducing income inequality. The findings show that digital inclusive finance plays a vital role in narrowing the urban-rural income gap, with rural e-commerce acting as an intermediary. Specifically, digital inclusive finance promotes economic growth in rural areas, boosting residents' income through accessible and inclusive

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36

Olafisayo Ogunbiyi-Badaru, Olakunle Babatunde Alao, Oritsematosan Faith Dudu, and Enoch O. Alonge. "The impact of FX and fixed income integration on global financial stability: A comprehensive analysis." Comprehensive Research and Reviews in Science and Technology 2, no. 2 (2024): 083–91. http://dx.doi.org/10.57219/crrst.2024.2.2.0039.

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The integration of Foreign Exchange (FX) and Fixed Income markets has become a pivotal factor in shaping global financial stability. This paper explores the dynamics of these interconnected markets, analyzing their roles in enhancing liquidity, risk diversification, and economic resilience. While integration offers numerous benefits, such as improved market efficiency and capital allocation, it also introduces significant risks, including contagion effects and heightened systemic vulnerabilities. The study examines theoretical foundations, key interconnection mechanisms, and the global trends

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37

Ahmed, Amanj Mohamed, and Journal of International University of Erbil Academic. "Financial Market Development and its Implication on Economic Performance: Evidence from APEC countries." Academic Journal of International University of Erbil 02, no. 02 (2025): 149–59. https://doi.org/10.5281/zenodo.15306396.

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Establishing a strong financial market could help countries economically by acting as an accelerator. It has been discovered that countries with robust stock markets promote the creation of decent jobs, improve national income, and support economic expansion that is consistent with long-term economic growth. This study aimed to investigate the effect of financial market development on economic performance among the Asia-Pacific Economic Cooperation (APEC) countries. The data, which spans the prior 32 years from 1991 to 2022, has been collected from reputable databases, such as Internal Monetar

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38

Chataraju, Tarun. "The Evolution of Sustainable Finance in Fixed-Income Indices: Challenges, Opportunities, and Future Directions." European Journal of Computer Science and Information Technology 13, no. 33 (2025): 30–42. https://doi.org/10.37745/ejcsit.2013/vol13n333042.

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The integration of environmental, social, and governance (ESG) criteria has fundamentally transformed global financial markets, particularly in fixed-income investments. This article examines four critical dimensions shaping the evolution of sustainable fixed-income indices. First, data standardization challenges reveal inconsistencies in impact measurement and reporting across green, social, and sustainability bonds, creating barriers to market transparency and comparability. Second, technological innovations emerge as powerful enablers of enhanced ESG assessment, with digital transformation

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39

Corelli, Angelo. "GARCH volatilities applied to an asset selection algorithm: the case of fixed income markets." International Journal of Bonds and Derivatives 4, no. 1 (2018): 52. http://dx.doi.org/10.1504/ijbd.2018.097423.

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40

Corelli, Angelo. "GARCH volatilities applied to an asset selection algorithm: the case of fixed income markets." International Journal of Bonds and Derivatives 4, no. 1 (2018): 52. http://dx.doi.org/10.1504/ijbd.2018.10018568.

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41

Collin-Dufresne, Pierre, and Robert S. Goldstein. "Do Bonds Span the Fixed Income Markets? Theory and Evidence for Unspanned Stochastic Volatility." Journal of Finance 57, no. 4 (2002): 1685–730. http://dx.doi.org/10.1111/1540-6261.00475.

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42

Ambrose, Brent W., Yiying Cheng, and Tao-Hsien Dolly King. "The Financial Crisis and Temporary Liquidity Guarantee Program: Their Impact on Fixed-Income Markets." Journal of Fixed Income 23, no. 2 (2013): 5–26. http://dx.doi.org/10.3905/jfi.2013.23.2.005.

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43

Lenzo, Jason, William Skimming, Ashley Grissom, and Brandon Rasmussen. "Does Trading in a Competitive Framework across Multiple Venues in Fixed-Income Markets Add Value?" Journal of Trading 8, no. 4 (2013): 81–86. http://dx.doi.org/10.3905/jot.2013.8.4.081.

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44

Tsaurai, Kunofiwa. "The Impact of Remittances on Poverty Alleviation in Selected Emerging Markets." Comparative Economic Research. Central and Eastern Europe 21, no. 2 (2018): 51–68. http://dx.doi.org/10.2478/cer-2018-0011.

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The study explored the impact of remittances on poverty in selected emerging markets. On the theoretical front, the optimistic view argued that remittances inflow into the labour exporting country reduces poverty whereas the pessimistic view proponents said that remittances dependence syndrome retards both economic growth and income per capita. Separately, using two measures of poverty [the poverty headcount ratio at US $1.90 and US $3.10 a day (% of population)] as dependent variables, the fixed effects approach produced results which supported the remittances led poverty reduction (optimisti

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45

Mezentsev, K., N. Provotar, and V. Parenyuk. "ECONOMIC FACTORS OF REGIONAL DIFFERENTIATION OF YOUNG PEOPLE’S UNEMPLOYMENT AND MIGRATION INTENTIONS IN UKRAINE." Bulletin of Taras Shevchenko National University of Kyiv. Geography, no. 76-77 (2020): 16–23. http://dx.doi.org/10.17721/1728-2721.2020.76-77.2.

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Migration intentions of young people are related to the youth labour market situation, incomes, investment attractiveness and innovations. Such economic factors, in turn, determine the situation on regional labour markets. Labour and educational migration of young people threaten to lose the working-age high-skilled population, and therefore a further demographic crisis, shortage of skilled labour and qualified personnel in the regional labour markets in Ukraine. This article discusses the study results of economic factors of spatial variation of young people’s unemployment in Ukraine in the c

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46

Arestis, Philips, Jesús Ferreiro, and Carmen Gómez. "Labour market flexibilization and income distribution in Europe." Panoeconomicus 68, no. 2 (2021): 167–85. http://dx.doi.org/10.2298/pan2102167a.

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This paper analyses the role played by the flexibilization of labour markets on functional income distribution. Specifically, we analyse whether employment protection legislation affects the evolution of labour income share, measured by the size of compensation of employees as a percentage of GDP, the sum of wages and salaries as a percentage of GDP and the size of the adjusted wage share, in twenty European economies. Our study?s results show that the evolution of labour income share is explained by the economic growth, the growth of employment and unemployment rates, and the growth of real w

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47

Wahyuda, Indra, Yusniar Yusniar, and Syahbudin Syahbudin. "Analysis of the Difference in Business Costs of Broiler Chicken Traders in Various Markets." Journal La Sociale 6, no. 3 (2025): 824–31. https://doi.org/10.37899/journal-la-sociale.v6i3.2108.

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This study aims to analyze the difference in business costs of broiler chicken traders in various markets in Kuala Simpang City, Aceh Tamiang Regency, as well as to find out the level of income obtained by traders. The research method used is a qualitative approach with data collection techniques through interviews, observations, and documentation. The data obtained was analyzed using descriptive methods to understand the factors that affect the cost structure and income of traders. The results of the study show that the business cost structure of broiler chicken traders consists of fixed cost

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48

Malkhozov, Aytek, Philippe Mueller, Andrea Vedolin, and Gyuri Venter. "Hedging in Fixed Income Markets." SSRN Electronic Journal, 2013. http://dx.doi.org/10.2139/ssrn.2235592.

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49

Remolona, Eli M., and Philip D. Wooldridge. "The Changing Shape of Fixed Income Markets." SSRN Electronic Journal, 2001. http://dx.doi.org/10.2139/ssrn.847544.

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50

Ramaswamy, Srichander. "Global Asset Allocation in Fixed Income Markets." SSRN Electronic Journal, 1997. http://dx.doi.org/10.2139/ssrn.860686.

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