GASB Mandatory Disclosure Rules and Municipal Bond Yield Spreads

2013 ◽  
Author(s):  
Ali Nejadmalayeri ◽  
Sheri Faircloth ◽  
Jeanne Wendel ◽  
Surya Chelikani
Keyword(s):  
Municipal Bond ◽  
Mandatory Disclosure ◽  
Yield Spreads ◽  
Bond Yield ◽  
Disclosure Rules

GASB mandatory disclosure rules and municipal bond yield spreads

2016 ◽  
Vol 49 (2) ◽  
pp. 379-405
Author(s):  
Ali Nejadmalayeri ◽  
Sheri Faircloth ◽  
Jeanne Wendel ◽  
Surya Chelikani
Keyword(s):  
Municipal Bond ◽  
Mandatory Disclosure ◽  
Yield Spreads ◽  
Bond Yield ◽  
Disclosure Rules

The Impact of Rating Recalibration on Municipal Bond Yield Spreads

2017 ◽  
Vol 37 (2) ◽  
pp. 83-101
Author(s):  
Kenneth A. Kriz ◽  
Yan Xiao
Keyword(s):  
Municipal Bond ◽  
Yield Spreads ◽  
Bond Yield ◽  
The Impact

Cash Flow Volatility and Corporate Bond Yield Spreads

2008 ◽  
Author(s):  
Kenneth R. Vetzal ◽  
Alan V. S. Douglas ◽  
Alan Guoming Huang
Keyword(s):  
Cash Flow ◽  
Corporate Bond ◽  
Yield Spreads ◽  
Bond Yield ◽  
Cash Flow Volatility

scholarly journals Principal component regression in GAMLSS applied to Greek–German government bond yield spreads

2021 ◽  
pp. 1471082X2110229
Author(s):  
D. Stasinopoulos Mikis ◽  
A. Rigby Robert ◽  
Georgikopoulos Nikolaos ◽  
De Bastiani Fernanda
Keyword(s):  
Additive Model ◽  
Principal Component Regression ◽  
Principal Component ◽  
Complex Nature ◽  
Government Bond ◽  
German Government ◽  
Yield Spreads ◽  
Explanatory Variables ◽  
Interaction Terms ◽  
Bond Yield

A solution to the problem of having to deal with a large number of interrelated explanatory variables within a generalized additive model for location, scale and shape (GAMLSS) is given here using as an example the Greek–German government bond yield spreads from 25 April 2005 to 31 March 2010. Those were turbulent financial years, and in order to capture the spreads behaviour, a model has to be able to deal with the complex nature of the financial indicators used to predict the spreads. Fitting a model, using principal components regression of both main and first order interaction terms, for all the parameters of the assumed distribution of the response variable seems to produce promising results.

On the Comovement of Bond Yield Spreads and Country Risk Ratings

1999 ◽  
Vol 8 (4) ◽  
pp. 100-103 ◽  
Author(s):  
Bert Scholtens ◽  
Ramon Tol
Keyword(s):  
Country Risk ◽  
Yield Spreads ◽  
Bond Yield

The term structure and callable bond yield spreads

1983 ◽  
Vol 9 (2) ◽  
pp. 57-63 ◽  
Author(s):  
Jess B. Yawitz ◽  
Kevin J. Maloney ◽  
William J. Marshall
Keyword(s):  
Term Structure ◽  
Yield Spreads ◽  
Bond Yield

Bond Yield Spreads

1992 ◽  
Vol 19 (1) ◽  
pp. 68-75 ◽  
Author(s):  
Chris P. Dialynas ◽  
David H. Edington
Keyword(s):  
Yield Spreads ◽  
Bond Yield
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