SZodixStudyAcademic Library
ShelvesOpen access
Study · an open academic library·Metadata from OpenAlex (CC0)·Shelves·OpenAlex metadata, de-duplicated
MACROECONOMIC INDICATORS AND YIELD CURVE OF INDONESIAN GOVERNMENT BOND
7 references·0 citing·35 second hop
MACROECONOMIC INDICATORS AND YIELD CURVE OF INDONESIAN GOVERNMENT BOND (2021)MACROECONOMIC INDICATORS AND YIELD CURVE …LINKING BANK COMPETITION, FINANCIAL STABILITY, AND ECONOMIC GROWTH (2020)LINKING BANK COMPETITION, FIN…The influence of Macroeconomic Indicators and Foreign Ownership on Government Bond Yields: A Case of Indonesia (2015)The influence of Macroeconomi…Analyzing determinants of bond yield spreads with Bayesian Model Averaging (2013)Analyzing determinants of bon…Sovereign bond yield spreads: A time-varying coefficient approach (2011)Sovereign bond yield spreads:…Emerging market yield spreads: Domestic, external determinants, and volatility spillovers (2011)Emerging market yield spreads…How Does Liquidity Affect Government Bond Yields? (2009)How Does Liquidity Affect Gov…Modern portfoliO theory and investment analysis, 3th ed (1987)Modern portfoliO theory and i…A No-Arbitrage Vector Autoregression of Term Structure Dynamics with Macroeconomic and Latent Variables (1999)A no-arbitrage vector autoregression of term structure dynamics with macroeconomic and latent variables (2003)Gold prices, cost of carry, and expected inflation (2009)Common risk factors in the returns on stocks and bonds (1993)Modeling Term Structures of Defaultable Bonds (1999)Investor Sentiment and the Cross‐Section of Stock Returns (2006)Sovereign defaults by currency denomination (2015)Sub-Saharan African Eurobond yields: What really matters beyond global factors? (2018)The Determinants of Sovereign Risk Premium in African Countries (2019)Some Tests of Specification for Panel Data: Monte Carlo Evidence and an Application to Employment Equations (1991)Another look at the instrumental variable estimation of error-components models (1995)Initial conditions and moment restrictions in dynamic panel data models (1998)Banking system and economic growth linkages in MENA region: complementarity and substitutability between Islamic and conventional banking (2022)The Impact of Digital Financial Inclusion and Bank Competition on Bank Stability in Sub-Saharan Africa (2023)The impact of digital finance and financial inclusion on banking stability: International evidence (2024)Yield spreads on EMU government bonds (2003)Pricing the commonality across alternative measures of liquidity (2007)Flight-to-Quality or Flight-to-Liquidity? Evidence from the Euro-Area Bond Market (2008)What precious metals act as safe havens, and when? Some US evidence (2014)Economic policy uncertainty and risk spillovers in the Eurozone (2016)Oil price shocks, global financial markets and their connectedness (2020)Spurious regression and residual-based tests for cointegration in panel data (1999)Unit root tests in panel data: asymptotic and finite-sample properties (2002)Testing for unit roots in heterogeneous panels (2003)Global and regional range-based volatility spillover effects (2012)Global contagion of market sentiment during the US subprime crisis (2014)Frontier and emerging government bond markets (2015)Optimum consumption and portfolio rules in a continuous-time model (1971)Bank Runs, Deposit Insurance, and Liquidity (1983)A Theory of the Term Structure of Interest Rates (1985)What drives spreads in the euro area government bond market? (2009)Mind the Gap: Disentangling Credit and Liquidity in Risk Spreads (2010)CAPM: An Absurd Model (2015)Betas Used by Professors: A Survey With 2,500 Answers (2016)A further analysis of robust regression modeling and data mining corrections testing in global stocks (2020)
this work references cited by second hop

References

  • 2009How Does Liquidity Affect Government Bond Yields?342 cited
  • 2011Sovereign bond yield spreads: A time-varying coefficient approach252 cited
  • 2020LINKING BANK COMPETITION, FINANCIAL STABILITY, AND ECONOMIC GROWTH98 cited
  • 1987Modern portfoliO theory and investment analysis, 3th ed95 cited
  • 2013Analyzing determinants of bond yield spreads with Bayesian Model Averaging38 cited
  • 2011Emerging market yield spreads: Domestic, external determinants, and volatility spillovers33 cited
  • 2015The influence of Macroeconomic Indicators and Foreign Ownership on Government Bond Yields: A Case of Indonesia26 cited

Cited by

No citing works inside the corpus for this window.

Only edges whose both ends are imported exist here. Widen the year window, or show the whole map. Back to the work