scholarly journals The COVID-19 Pandemic and Sovereign Bond Risk

2020 ◽  
Author(s):  
Alin Marius Andries ◽  
Steven R. G. Ongena ◽  
Nicu Sprincean
Keyword(s):  
Sovereign Bond ◽  
Bond Risk

scholarly journals Sovereign Bond Risk Premiums

2013 ◽  
Author(s):  
Engelbert J. Dockner ◽  
Manuel Mayer ◽  
Josef Zechner
Keyword(s):  
Risk Premiums ◽  
Sovereign Bond ◽  
Bond Risk

scholarly journals The COVID-19 Pandemic and Sovereign Bond Risk

2021 ◽  
pp. 101527
Author(s):  
Alin Marius Andries ◽  
Steven Ongena ◽  
Nicu Sprincean
Keyword(s):  
Sovereign Bond ◽  
Bond Risk

scholarly journals Euro Area Sovereign Bond Risk Premia During the COVID-19 Pandemic

2021 ◽  
Author(s):  
Stefano Corradin ◽  
Niklas Grimm ◽  
Bernd Schwaab
Keyword(s):  
Euro Area ◽  
Risk Premia ◽  
Sovereign Bond ◽  
Bond Risk Premia ◽  
Bond Risk

Impact of exchange rate and oil price on the yield of sovereign bond and sukuk: Evidence from Malaysian capital market

2017 ◽  
Vol 5 (4) ◽  
pp. 27
Author(s):  
Huda Arshad ◽  
Ruhaini Muda ◽  
Ismah Osman
Keyword(s):  
Exchange Rate ◽  
Capital Market ◽  
Time Series Data ◽  
Oil Prices ◽  
Oil Price ◽  
Series Data ◽  
Sovereign Bond ◽  
Long Run ◽  
Short Run ◽  
The Impact

This study analyses the impact of exchange rate and oil prices on the yield of sovereign bond and sukuk for Malaysian capital market. This study aims to ascertain the effect of weakening Malaysian Ringgit and declining of crude oil price on the fixed income investors in the emerging capital market. This study utilises daily time series data of Malaysian exchange rate, oil price and the yield of Malaysian sovereign bond and sukuk from year 2006 until 2015. The findings show that the weakening of exchange rate and oil prices contribute different impacts in the short and long run. In the short run, the exchange rate and oil prices does not have a direct relation with the yield of sovereign bond and sukuk. However, in the long run, the result reveals that there is a significant relationship between exchange rate and oil prices on the yield of sovereign bond and sukuk. It is evident that only a unidirectional causality relation is present between exchange rate and oil price towards selected yield of Malaysian sovereign bond and sukuk. This study provides numerical and empirical insights on issues relating to capital market that supports public authorities and private institutions on their decision and policymaking process.

Sign in / Sign up

Export Citation Format

Share Document