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The Market for American State Government Bonds in Britain and the United States, 1830 to 1843
American State Government Market
2015/9/22
The following notice must accompany the PDF on the Contributing Author's website: This is an electronic version of an article published in The Economic History Review: complete citation information fo...
Inflation Bets or Deflation Hedges? The Changing Risks of Nominal Bonds
Inflation and Deflation Bonds Interest Rates Investment Return Risk Management United States
2015/4/23
The covariance between U.S. Treasury bond returns and stock returns has moved considerably over time. While it was slightly positive on average in the period 1953–2009, it was unusually high in the ea...
Just Keep My Money! Supporting Tax-time Savings with U.S. Savings Bonds
Household Characteristics Income Characteristics Bonds Investment
2015/4/21
This paper reports the results of a 2007 experiment testing if specific process simplification can foster increased take-up rates for savings products, particularly by low-to-moderate income (LMI) hou...
The central insight of asset pricing is that a securityís value depends on both its distribution of payo§s across economic states and state prices. In Öxed income markets, many investors focus ex...
Defaultable Bonds via HKA
(non-)systematic risk state price density killed HKA Markov functional model quadratic Gaussian
2011/3/30
To construct a no-arbitrage defaultable bond market, we work on the state price density framework. Using the heat kernel approach (HKA for short) with the killing of a Markov process, we construct a s...