Publication:
Risky bonds and futures asset pricing
| DC Field | Value | |
|---|---|---|
| dc.contributor.author | Belal Ehsan Baaquie | |
| dc.contributor.author | Miao Yu | |
| dc.date.accessioned | 2018-08-21T02:13:54Z | |
| dc.date.available | 2018-08-21T02:13:54Z | |
| dc.date.issued | 2018 | |
| dc.description.abstract | The global bond market is the main component of the capital market, being about three times larger than the global equity markets. In 2009, the global bond market (total outstanding debt) was estimated to be $82.2 trillion; the US dominated the bond market with th outstanding U.S. bond debt at approximately $35.2 trillion. Risk-free forward interest rates - and their realization by US Treasury bonds as the leading exemplar - have been studied extensively. The bond market considers US Treasury bonds as being risk-free instruments and consequently have the lowest yields. | en_US |
| dc.identifier.citation | Baaquie, B. E., & Miao, Y. (2018). Risky bonds and futures asset pricing. CIAWM Bulletin, 3 (2017), pp. 9-10. | en_US |
| dc.identifier.uri | https://ikr.inceif.org/handle/INCEIF/2934 | |
| dc.language | English | |
| dc.language.iso | en | en_US |
| dc.publisher | CIAWM | en_US |
| dc.rights | 2018. INCEIF | |
| dc.source | KMC | |
| dc.subject | Bond markets | en_US |
| dc.subject | Equity markets | en_US |
| dc.subject | Bonds | en_US |
| dc.title | Risky bonds and futures asset pricing | en_US |
| dc.type | Newsletter & Bulletin | en_US |
| dlc.maintopic | Conventional finance | |
| dlc.subtopic | Capital Markets | |
| dspace.entity.type | Publication | |
| ikr.doctype | Expert Insights | |
| ikr.topic.maintopic | Conventional finance | en_US |
| ikr.topic.subtopic | Conventional finance | en_US |
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