Relevant bibliographies by topics / Profitability spread of government bonds

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  2. Dissertations / Theses
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Academic literature on the topic 'Profitability spread of government bonds'

Author: Grafiati
Published: 28 May 2022
Last updated: 30 July 2025

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Journal articles on the topic "Profitability spread of government bonds"

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Teixeira, José Carlos, Carlos Vieira, and Paulo Ferreira. "The Effects of Government Bonds on Liquidity Risk and Bank Profitability in Cape Verde." International Journal of Financial Studies 9, no. 1 (2021): 2. http://dx.doi.org/10.3390/ijfs9010002.

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To analyze the effects of government debt securities on the liquidity risk and profitability of banks in Cape Verde, this research employs an unbalanced panel dataset from 2000 to 2017 on the activity of all commercial banks operating at the end of 2017 (seven in total). The study employs models with lagged regressors, estimated by the ordinary least squares estimation method. The results show that government debt securities have no effect on bank liquidity risks, but they have an effect on bank profitability, with government debt securities having a positive impact on assets’ profitability, i
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He, Ling T., James R. Webb, and Neil Myer. "International Real Estate Review." International Real Estate Review 6, no. 1 (2003): 1–21. http://dx.doi.org/10.53383/100043.

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In order to identify effective interest rate proxies for equity and mortgage REITs, this study analyzes seven different interest rate proxies that have been widely used in the REIT literature. They are the monthly holding period returns on long-term U.S. government bonds and high-grade corporate bonds, the percentage changes in yields for long-term U.S. government bonds and high-yield (Baa) corporate bonds, the difference between returns on long-term U.S. government bonds and T-bill rates, the spread between yields on high-yield (Baa) corporate bonds and returns on long-term U.S. government bo
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Xie, Mingyan. "The Influence of Implicit Guarantee on the Yield Spread of China’s Quasi-municipal Bond." Highlights in Business, Economics and Management 10 (May 9, 2023): 57–64. http://dx.doi.org/10.54097/hbem.v10i.7931.

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Local government debts are an important part of the bond market. This paper mainly investigates the risk that the implicit guarantee brings to the market of quasi-municipal bonds. The implicit guarantee comes from local government financing vehicles (LGFVs), which are the finance entities for the local government, issue quasi-municipal bonds. Because people are potentially thought these bonds are guaranteed by the local government, the funding cost of quasi-municipal bonds is lower than other bonds. However, some local government's ability to pay back the investors' money is weak which causes
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BARLYBAEV, Azamat A., Niyazgali Ya AKHMETDINOV, and Yuliya A. RAKHMATULLINA. "The current state and prospects for the development of the Russian sub-federal and municipal bond market." Regional Economics: Theory and Practice 23, no. 3 (2025): 153–63. https://doi.org/10.24891/re.23.3.153.

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Subject. This article discusses the issues related to providing additional financing for budgets and attracting investments to the regions of Russia. Objectives. The article aims to assess the volume of issue, profitability and risk level of government, sub-federal and municipal bonds. Methods. For the study, we used the methods of economic and statistical analyses. Results. The article finds that the share of federal loan bonds and government savings bonds in the total volume of bonds in Russia exceeds 95%. Since 2005, there has been a steady increase in the volume of sub-federal and municipa
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Jiang, Xiao Wan. "The Impact of Government Intervention on Municipal Bond Liquidity Premium: Evidence from China." Applied Economics and Finance 6, no. 3 (2019): 79. http://dx.doi.org/10.11114/aef.v6i3.4217.

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Government intervention is an important factor which restricts the development of municipal bond market in China. Based on the revenue bond innovation pilot policy implemented by the Ministry of Finance in 2017, this paper uses municipal bond trading data of Chinese inter-bank bond market from May 2017 to June 2018 and the two-stage least squares method to study the impact of government intervention on the liquidity premium of municipal bonds. The results of the empirical research show: (1) The liquidity risk of municipal bonds is a factor that affects the yield spread, and the marginal impact
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Bouzouita, Raja, Mihaela Craioveanu, and Arthur Young. "Insurance Stock Returns Sensitivity to Changes in the Default Spread." Journal of Finance Issues 10, no. 2 (2012): 132–39. http://dx.doi.org/10.58886/jfi.v10i2.2302.

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Default spreads between corporate bonds and government bonds proxy the systematic risk of default. Using insurance monthly stock returns covering a period from 2000 through 2009, this paper investigates empirically the relationship between insurance company stock returns and default spreads. We find evidence of stock return sensitivity to changes in the default spread. The results are consistent for property- liability and life-health insurance companies.
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An, Ji Young, and S. Saeyeul Park. "A Study on Determinants of the Cost of Debt in Public Institutions." Korean Journal of Financial Studies 52, no. 1 (2023): 1–34. http://dx.doi.org/10.26845/kjfs.2023.2.52.1.001.

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This study examines the factors affecting the cost of debt in public institutions from the perspective of the risk premium paid to investors when issuing public finance bonds. The results of comparing the sample of public finance bonds for four years and six months with the sample of corporate bonds issued by private companies during the same period are as follows. First, compared with corporate bonds, financial and operating risks have relatively weaker effects on the yield spread in public finance bonds. This is because investors in the bond market underestimate the default risk on public fi
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Et. al., Praveen Gupta,. "FACTORS AFFECTING CREDIT SPREAD IN INDIAN DEBT MARKET." INFORMATION TECHNOLOGY IN INDUSTRY 9, no. 2 (2021): 333–37. http://dx.doi.org/10.17762/itii.v9i2.351.

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This paper shows that how Macro risk factors affect the credit spread in the Indian debt market. Credit spread is the difference between government bonds and corporate bonds of the same maturity. Various factors impact the spread directly and indirectly. The main focus of this paper to determine the relationship between these factors and find out which factors are explaining credit spread. This paper determines the significance linear dependency of credit spread on various factors through regression analysis. These factors are the market risk factors such as Inflation, GDP growth, and liquidit
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Afik Maulana, Alfian. "STRUKTUR MODAL DAN KINERJA KEUANGAN BANK DI INDONESIA." Jurnal Nusa Manajemen 1, no. 1 (2024): 175–97. http://dx.doi.org/10.62237/jnm.v1i1.51.

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This research aims to investigate how the capital structure of banks in Indonesia is related to the level of profitability, taking into account company size and the overall impact of the Covid-19 pandemic and whether the increase in capital (debt) provided by the Indonesian government affects bank profitability, providing new results. . considering the increased credit risks resulting from the pandemic. This study fulfills the research objectives by building a broad framework regarding the influence of liquidity, capital adequacy, credit risk, tax protection and ownership structure on bank fin
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Chandra, Kristian, Wahyuni Rusliyana Sari, Dwi Yantik Sriwulan, and Muhammad Raditya Adhimukti. "Effect of Yield Spreads (State Bonds) on Economic Growth Performance in Indonesia." Journal of Risk and Financial Management 16, no. 3 (2023): 175. http://dx.doi.org/10.3390/jrfm16030175.

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This research analyzes the effect of the government bond yield curve spread on economic growth performance in Indonesia using the indicators of exchange rate, inflation, BI rate, foreign investment, portfolio investment, current account, and government accounts. Furthermore, it aims to prove the accuracy of the vector autoregression (VAR) or vector autoregression model in predicting economic growth from Q1 2010 to Q3 2020. The results showed that the yield curve spread has a significant effect on economic growth. Meanwhile, the exchange rate, inflation, and the BI rate have a negative effect o
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Dissertations / Theses on the topic "Profitability spread of government bonds"

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Ісаєва, Олена Володимирівна, Елена Владимировна Исаева та Olena Volodymyrivna Isaieva. "Оцінка діяльності держави на фінансовому ринку України". Thesis, Українська академія банківської справи Національного банку України, 2015. http://essuir.sumdu.edu.ua/handle/123456789/51123.

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Дисертаційне дослідження присвячене розробці методичного підґрунтя оцінювання діяльності держави на фінансовому ринку України в якості продавця і покупця ресурсів, регулятора та фінансового посередника. В дисертації обґрунтовано сутність, форми та інструментарій фінансового посередництва держави на фінансового ринку; розроблено дворівневий підхід до оцінювання якості державного регулювання фінансового ринку України та оцінено його вплив на стійкість розвитку окремих сегментів фінансового ринку; розроблено методичні засади оцінювання спреду доходності державних облігацій України та оптимізації
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Kalantari, Arian. "Government yield spread determinants in the eurozone and the effect of the European debt crisis." Thesis, KTH, Skolan för industriell teknik och management (ITM), 2019. http://urn.kb.se/resolve?urn=urn:nbn:se:kth:diva-264178.

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The inception of the economic and monetary union (EMU) in January 1999 created new conditions for government debt. By eliminating currency exchange rate risk between the member states, the hope was to achieve a more sustainable and integrated government debt market in the euro area. Even though we witnessed relative stability for several years, the financial turmoil starting in 2008 and more so the European government debt crisis starting in late 2009 led to higher and more volatile yield differentials between the member states. This thesis explores the European government bond market to find
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Books on the topic "Profitability spread of government bonds"

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Scalia, Antonio. Bidder profitability under uniform price auctions and systematic reopenings: The case of Italian treasury bonds. Banca d'Italia, 1997.

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Chakravarty, Sugato. Liquidity in U.S. fixed income markets: A comparison of the bid-ask spread in corporate, government and municipal bond markets. Federal Reserve Bank of New York, 1999.

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Book chapters on the topic "Profitability spread of government bonds"

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Berger, Verena Anna. "Simulation of government bond spread increase." In Impact of Government Bonds Spreads on Credit Derivatives. Springer Fachmedien Wiesbaden, 2017. http://dx.doi.org/10.1007/978-3-658-20219-4_4.

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Quinn, Sarah L. "The Credit Frontier." In American Bonds. Princeton University Press, 2019. http://dx.doi.org/10.23943/princeton/9780691156750.003.0002.

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This chapter discusses the problem of farm credit distribution in the nineteenth century and discusses some early examples of how federal credit and securitization were mobilized in response to it. It first looks at the federal government's use of credit as a policy tool, focusing on two instances. These include the sale of land on credit to raise funds to pay down Revolutionary War debt and the use of land and credit as supports for the transcontinental railroads. Indeed, land was an essential political resource. The chapter then considers the demand for farm mortgage credit in the West and S
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Peinert, Erik. "Ententes and National Champions in Postwar France." In Monopoly Politics. Oxford University Press, 2025. https://doi.org/10.1093/oso/9780197789506.003.0004.

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Abstract Chapter 4 examines France from 1945 to 1970, focusing on the French government’s pro-competition stance and policies following World War II, as they gave way to price protections and industrial consolidation in the 1960s. It first dispels with the conventional wisdom—of France as a fundamentally statist political economy opposed to market mechanisms—by demonstrating through new archival evidence that French policy favored expanding competitive mechanisms from the end of World War II through the early 1960s in an effort to modernize France through expanded output and productivity growt
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Schleicher, David. "Building Better Bailouts." In In a Bad State. Oxford University PressNew York, 2023. http://dx.doi.org/10.1093/oso/9780197629154.003.0009.

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Abstract Chapter 8 discusses how the federal government could design bailouts in ways that would encourage greater future fiscal discipline, spread harms across overlapping governments, and balance the downsides of moral hazard, austerity, and harms to the future lending to state and local governments. Suggestions include conditioning the income tax exemption for interest on municipal bonds on states agreeing to adopt generally accepted accounting principles when budgeting; passing changes in securities laws alongside distributions of federal aid; and providing emergency federal fiscal aid to
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Sherman, Taylor C. "The Myth of the Successful Democracy." In Nehru's India. Princeton University Press, 2022. http://dx.doi.org/10.23943/princeton/9780691222585.003.0006.

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This chapter assesses the myth of the success of India's democracy, which begins with the introduction of universal adult franchise. It explores the dynamic relationship between elections and democracy more broadly, with elections as the focal point. Although India successfully held elections, the conduct of those elections brought increasing disquiet among those who hoped democracy would transform Indians, rather than the other way around. First, while democracy was supposed to create bonds that transcended caste, it in fact revitalised caste during the first three elections. Second, the insi
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Moss QC, Gabriel, Bob Wessels, and Matthias Haentjens. "Spain." In EU Banking and Insurance Insolvency. Oxford University Press, 2017. http://dx.doi.org/10.1093/oso/9780198759393.003.0019.

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The consequences of the international financial crisis that started in 2007 unveiled a real estate bubble crisis in Spain that left the majority of its financial sector on the verge of insolvency. National financial institutions had been financing the over-development of the real estate market for years, borrowing abroad to lend locally at an unsustainable pace. The moment the international interbank market dried up, Spanish financial entities were unable to refinance their debts and stopped financing the development and retail acquisition of housing. This happened at a time when the internati
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Rose, Jonathan. "Death to Gradgrind." In Readers' Liberation. Oxford University Press, 2018. http://dx.doi.org/10.1093/oso/9780198723554.003.0011.

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There has always been a “reading crisis,” at least for the last two hundred years. Up to the end of the nineteenth century critics fretted over the spread of mass literacy, which (they anticipated) would degrade the quality of literature. And then, at various points over the twentieth century, critics warned that the Book-of-the-Month Club, or middlebrow literature, or paperbacks, or the Great Books of the Western World, or Oprah Winfrey would mean the end of serious reading. As documented here, none of these irrational fears had any basis in reality. But even if others frequently cried wolf i
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Conference papers on the topic "Profitability spread of government bonds"

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Speian, Olesea. "The profitability of the government securities: interest rate vs. yield." In The 3rd International Scientific Conference "Development through Research and Innovation". Academy of Economic Studies of Moldova, 2023. http://dx.doi.org/10.53486/dri2022.17.

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The profitability of the financial instruments is in tandem with the managerial investment decision. To take right decisions the investors must have practical skills. Thus besides the general notions of government securities, investors must be familiar with the main calculation formulas applied to determine their profitability. In this context, the author shows how the price and the interest rate/yield of the government securities issued through the auctions by the government are determined. Based on this, investors can easily appreciate which government securities to buy: treasury bills or go
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Gercekovich, D. A., O. Yu Basharina, I. S. Shilnikova, E. Yu Gorbachevskaya, and S. A. Gorsky. "Information and algorithmic support of a multi-level integrated system for the investment strategies formation." In 3rd International Workshop on Information, Computation, and Control Systems for Distributed Environments 2021. Crossref, 2021. http://dx.doi.org/10.47350/iccs-de.2021.06.

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The article summarizes the accumulated practical experience of the authors in the development of algorithms for the formation of investment strategies. For this purpose, the optimization of the studied parameters, information support of investment activities, verification, monitoring and adjustment in the testing mode and the subsequent practical application of the described tools are considered. The system is based on the main provisions of the Markowitz portfolio theory. The analytical block of the Information System Portfolio Investor includes Profitability-Risk model; empirical models of o
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