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The article discusses two separate research papers. The first paper examines the factors that influence changes in household asset allocation patterns, finding that three factors (long-term equity risk premium, credit premium, and municipal bond premium) explain 81% of the variation in rebalancing across asset classes. The second paper analyzes the impact of central bank announcements on interest rates and exchange rates during the COVID-19 pandemic. It finds that "whatever-it-takes" announcements had a greater effect on lowering bond yields compared to size-limited announcements, and that open-ended announcements had a significant impact on longer-term yields. The researchers caution that central banks cannot solely rely on whatever-it-takes policies in future crises. Additionally, the article briefly mentions another research paper that examines the effects of increased immigration enforcement on public safety, specifically among Hispanics. The study finds that the Secure Communities program led to a decrease in crime reporting among Hispanics and an increase in victimization rates. [Extracted from the article]

The article discusses the task given to investment management firm BlackRock Inc. by the U.S. Federal Reserve (Fed) in supporting the corporate bond market. According to the article, BlackRock was planning to purchase $750 billion in debt on behalf of the Fed. The article discusses BlackRock's administration of exchange trade funds (ETFs), the influence of BlackRock in monetary policy, and its influence globally.

The article examines how the U.S. Federal Reserve has been supporting financial markets during Covid-19 pandemic. It mentions discusses plans of the Federal Reserve to buy corporate bonds through exchange-traded funds; and lenders were invited to register for its "Main Street Lending Programme", that will purchase loans to small- and medium-sized businesses.

The article discusses the monetary policies of the U.S. Federal Reserve (Fed) as related to corporate bonds amid the economic downturn caused by the coronavirus pandemic, particularly concerning backing corporate bonds and setting the interest rate.

The article discusses the quick sale of corporate bonds resulting from the lowering of the rediscount rates by U.S. Federal Reserve Board on November 14, 1957. The author describes the effect of the lowered rate on U.S. securities market. Companies offering bonds included American Telephone & Telegraph, Michigan Bell Telephone Co., and chemical company Olin Mathieson Corp.

The article focuses on the decline in the prices of corporate bonds in the U.S. and the conditions of the corporate bond market in 1948. Underwriters have agreed that corporate financing either in bonds or in preferred stocks is going to be more costly in 1948. As reported, there is expectation among underwriters regarding the bond market due to the behavior of the market since the U.S. Federal Reserve System cut its support prices for U.S. Treasury securities in December 1947.

The article presents information on several topics such as the U.S. Federal Reserve would buy corporate bonds. It mentions that Norwegian Air struggling before covid-19 grounded flights, has received its first cash injection; and Boeing has suspended production at its factory in Seattle, Washington. It also mentions about the reopening of Nike's stores in China.

The article focuses on high yield investments. Topics include the risk in buying Treasury bonds, the drop in value of the U.S. dollar, and how the U.S. Federal Reserve has artificially lowered interest rates in order to stimulate the economy. The author recommends cashing in Treasury bonds to invest in municipal and corporation bonds or stocks.

Munis lagged, as they are wont to do in times of severe volatility, with triple-A municipal yields cut three to four basis points, while USTs were cut up to 17 in the seven-year and double-digit moves to higher yields were across the taxable curve. Municipals greatly outperformed a large selloff in U.S. Treasuries Tuesday with yields rising to multi-year highs in the global safety benchmark curve following Federal Reserve officials' hawkish remarks about shrinking its balance sheet and a likely 50 basis point interest rate increase as soon as May. [Extracted from the article]

The article focuses on issues related to investments in bonds. With an end to the U.S. Federal Reserve's interest rate cuts and the economy heading for recovery, bond investors are likely to face a tougher environment. Treasuries and municipal bonds with maturities that offer the best relative values, and investment-grade and high-yield corporate bonds that stand to strengthen as the economy improves are expected to perform well.

The article reports on the effort of U.S. Federal Reserve Board Chairman Paul A. Volcker in imposing new restrictions on the use of junk bond financing in hostile takeovers. It has been mentioned that Volcker is apparently willing to jeopardize his relations with the Administration and compromise his position in order to block extremely speculative takeovers. It also discusses a decision indicating the rule that limits the use of junk bonds.

Discusses the Federal Reserve Board's (Fed) message to cautious investors that states the need to take a little risk in order for a return. The Fed has made it easier to take some risk and forage for higher yields; Statistics; Common sense dictates that investors purchase longer-maturing securities; The ratio between long-term rates and short-term rates; Other ways to yield boost; Municipal bonds as an attractive alternative; Utility stocks; The Fed's favoring of risk takers.

The article reports on the plan of the U.S. government to provide corporate bond offerings in 1960. It notes that long-term interest rates dropped and corporate bond flotation increased due to credit reduction by the Board of Governors of the Federal Reserve System. It points out that corporations go to the market to receive funds thinking that the yield trend will increase.

Effective spread data yielded interesting results about the way corporate and municipal bonds were treated by Fed backstop programs. [ABSTRACT FROM AUTHOR]

The article focuses on taxable bond funds in the U.S. in 2014. Topics include the problems that could stem from a mass sell-off of bonds, the U.S. Federal Reserve's decision to keep interest rates near zero, and if outflows in the bond market will occur if interest rates are increased. Information is provided on the corporate bond market in the U.S. in 2014.

The article discusses corporate debt markets, the issuance of corporate bonds in the U.S., and an analysis of the impact of the 2012 American presidential election on interest rates. It states that several companies such as the retailer Costco Wholesale Corp. have issued billions of dollars in debt as a means of paying out large dividends. An examination of the U.S. Federal Reserve Board's policy on interest rates is also provided.

The article focuses on the likelihood the U.S. Federal Reserve (Fed) will increase interest rates (IR) in 2016. It states in December 2015 the Fed increased IR from between 0.25 percent (%) and 0.5%, the first increase since 2008. It mentions that concerns over economic growth in China, stock market losses, and spreads on corporate bonds caused the Fed to hold off on an expected rate increase in January and March of 2015. It suggests the economy is doing well enough to result in a rate increase.

The article focuses on financial market reactions to revised global economic forecasts in 2016. It states despite an increase in default rates for corporate bonds and economic forecasts begin revised downward, bond spreads paid by corporate borrowers has significantly fallen while share prices have seen a strong rally. It reports that data is suggesting the Chinese economy is only undergoing a slowdown, while the U.S. Federal Reserve is expected to move cautiously in interest rates.

The article looks at trends in capital markets in the U.S. as of March 2016. It highlights the impact of the plan of the Federal Reserve to raise interest rates. Investors are advised to consider venturing into corporate bonds. The advantage of higher inflation to Treasury Inflation-Protected Securities (TIPS) is also mentioned.

The article discusses the views of U.S. Federal Reserve Board of Governor member Lael Brainard about the benefits of requiring big banks to have special capital buffers. Topics discussed include additional capital to be required to big U.S. banks during robust economic conditions to counter the increased potential for riskier lending activities, the criteria for the implementation of countercyclical capital buffer (CCyB), and the status of the corporate bond market.

The article reports that investors' interest in junk bonds continues to rise despite some analysts' claim that the bonds are overvalued. Topics discussed include reasons behind investors' interest in junk bonds despite their high prices, yield and average trading price of junk-rated corporate bonds as of May 2014 and influence of the U.S. Federal Reserve's low-interest rate policies on investors' decisions with regards to bonds. Also discussed is the difference between U.S. and European bonds.

The article discusses the resurgence of bonds after the announcement of the U.S. Federal Reserve not to wind down its 85 billion U.S. dollar monthly bond-buying program. The 3.1 billion U.S. dollars poured by investors into high-yield corporate-bond mutual funds and exchange-traded funds in the third week of September 2013 is noted. The renewed interest in corporate bonds is attributed to investors' fears about the abatement of rising interest rates.

The article reports that corporate bond issuance in Europe is expected to continue in December 2011 if the credit rally seen in November 2011 continues. It is noted that even before the Federal Reserve, European Central Bank (ECB) and national central banks agreed to ease funding pressures on banks, hope of progress on the eurozone crisis was already lifting the market. Successful bond sales also indicate that investors are still open for business to make deals possible.

The article reports on 10 different deals worth $7 billion that were priced in the corporate bond market in the U.S. The $250 million five year deal for business information provider Dun & Bradstreet was pulled in the closing hours of trading. Meanwhile, it says that the U.S. Federal Reserve had bailed out Bear Stearns and seemed to be saying that the failure of a leading financial institution would not be tolerated by its chairman Ben Bernanke.

The article reports that European corporate bond issuers have spurned opportunities despite recoveries in some markets. It states that corporate issuers and investors practice caution as they ignored the chance of issuance that followed a 75 basis points (bp) rate cut by the U.S. Federal Reserve and better than expected results from Lehman Brothers and Goldman Sachs. It adds that market anxiety and volatility prevented some corporate issuers from issuing bonds.

The article reports on the status of the bond market as 5 billion euros of European financial institution bonds could be launched by April 30, 2008. It states that the performance of broker dealers Lehman Brothers, Goldman Sachs and Morgan Stanley and a positive reaction to the 75 basis points (bp) rate cut of the U.S. Federal Reserve was all the market needed to recover. It mentions that the subordinated iTraxx index was back to around 220bp.

The author reflects on the emergency rate cut announced by the U.S. Federal Reserve before the scheduled policy meeting on January 29 and 30, 2008. He believes that several financial collapses may result if specialized companies that insure corporate bonds were to be in default. He asserts that a second rate cut is likely, unless there is immediate improvement in the economy. He argues that a second rate cut would amplify the extraordinary concern of the Federal Reserve over financial markets.

The article reports on the improved performance of the European corporate bond market with a total €4.5 billion worth of deals. Market participants sighed with relief at the decision by the U.S. Federal Reserve to cut interest rates by 50bp. The GECC priced a €200 million 10 year constant maturity swap-linked transaction, followed by German chemical company industrial BASF Finance Europe's €1 billion seven year deal and the dual tranche €3.5 billion from E.On.

Corporate bond prices have already factored in the inevitable return of rate normalization. Higher-yield bonds with solid balance sheets offer a safe way to boost cash flow. [ABSTRACT FROM AUTHOR]