An Analysis of Bidding in the Japanese Government Bond Auctions

An Analysis of Bidding in the Japanese Government Bond Auctions PDF Author: Yasushi Hamao
Publisher:
ISBN:
Category :
Languages : en
Pages : 72

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An Analysis of Bidding in the Japanese Government Bond Auctions

An Analysis of Bidding in the Japanese Government Bond Auctions PDF Author: Yasushi Hamao
Publisher:
ISBN:
Category :
Languages : en
Pages : 72

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Book Description


Japanese Government Bond Auctions

Japanese Government Bond Auctions PDF Author: Yasushi Hamao
Publisher:
ISBN:
Category : Bonds
Languages : en
Pages : 76

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Discriminatory Versus Uniform Auctions

Discriminatory Versus Uniform Auctions PDF Author:
Publisher:
ISBN:
Category :
Languages : en
Pages : 42

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Treasury Bill Auctions

Treasury Bill Auctions PDF Author: Mr.Carlo Cottarelli
Publisher: International Monetary Fund
ISBN: 1451855648
Category : Business & Economics
Languages : en
Pages : 70

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Book Description
We review the main issues that arise in the design of treasury bill auctions and survey the relevant empirical literature. We also provide a detailed description of the actual design of these auctions in a sample of 42 industrial and developing countries.

Coupon Effects and the Pricing of Japanese Government Bonds

Coupon Effects and the Pricing of Japanese Government Bonds PDF Author: Young Ho Eom
Publisher:
ISBN:
Category : Bonds
Languages : en
Pages : 68

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Bidding Behavior in Treasury Bill Auctions

Bidding Behavior in Treasury Bill Auctions PDF Author: Daniel C. L. Hardy
Publisher: International Monetary Fund
ISBN:
Category : Business & Economics
Languages : en
Pages : 36

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Book Description
Behavior in the first three years of auctions for Pakistani treasury bills is studied. Bidding strategies rapidly converged to a consistent pattern after the auctions started in 1991. Factors are identified that influenced the expected profitability of auction participation, which was on average low and did not differ between types of bidders. Prices bid are found to reflected both ‘buy and sell’ and ‘buy and hold’ strategies, and were affected by risk considerations and bidder-specific variables. The Pakistani experience suggests the robustness of auctions as a market-based allocation mechanism, and their value in public debt management.

Monetary Policy & the Economy

Monetary Policy & the Economy PDF Author:
Publisher:
ISBN:
Category : Austria
Languages : en
Pages : 406

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Fixed Income Analysis

Fixed Income Analysis PDF Author: CFA Institute
Publisher: John Wiley & Sons
ISBN: 1119850541
Category : Business & Economics
Languages : en
Pages : 915

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Book Description
The essential guide to fixed-income portfolio management, from experts working with CFA Institute Fixed Income Analysis, 5th Edition delivers an authoritative overview of how successful investment professionals manage fixed-income portfolios. Back with expanded content on the defining elements of fixed income securities, corporate debt, repurchase agreements, term structure models, and more, the 5th edition gives students and practitioners alike the tools to understand and apply effective fixed income portfolio management tactics. Revised and updated by a team of investment experts in collaboration with CFA Institute, this text introduces the fundamental topics of fixed income securities and markets while also providing in-depth coverage of fixed income security valuation. This new edition offers refreshed and expanded content on the analysis and construction of active yield curve and credit strategies for portfolio managers. Thanks to a wealth of real-world examples, Fixed Income Analysis remains an excellent resource for professionals looking to expand upon their current understanding of this important facet of portfolio management, as well as for students in the undergraduate or graduate classroom. Through this text, readers will: Understand the main features and characteristics of fixed income instruments Master the key return and risk measures of fixed income instruments Develop and evaluate key fixed income investment strategies based on top-down and bottom-up analysis The companion workbook (sold separately) includes problems and solutions aligning with the text and allows learners to test their comprehension of key concepts. CFA Institute is the world’s premier association for investment professionals, and the governing body for the CFA® Program, CIPM® Program, CFA Institute ESG Investing Certificate, and Investment Foundations® Program. Investment analysts, portfolio managers, individual and institutional investors and their advisors, and any reader with an interest in fixed income markets will value this accessible and informative guide.

Guidelines for Public Debt Management -- Amended

Guidelines for Public Debt Management -- Amended PDF Author: International Monetary Fund
Publisher: International Monetary Fund
ISBN: 149832892X
Category : Business & Economics
Languages : en
Pages : 39

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Bidder Behavior in Multiple Unit Auctions

Bidder Behavior in Multiple Unit Auctions PDF Author: Kjell G. Nyborg
Publisher:
ISBN:
Category : Government securities
Languages : en
Pages : 54

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