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Your search keyword '"RATE of return"' showing total 11 results
11 results on '"RATE of return"'

1. Government Bond Returns, Measurement of Interest Rate Risk, and the Arbitrage Pricing Theory.

Author

GULTEKIN, N. BULENT and ROGALSKI, RICHARD J.

Subjects
GOVERNMENT securities, CAPITAL assets pricing model, RATE of return, ARBITRAGE, INTEREST rate risk, BOND market, SECURITIES trading, RISK assessment, FINANCIAL markets, PORTFOLIO management (Investments), ECONOMIC forecasting, ECONOMICS
Abstract

Empirical tests are reported for Ross' arbitrage pricing theory using monthly data for U.S. Treasury securities during the 1960-1979 period. We find that mean returns on bond portfolios are linearly related to at least two factor loadings. Multivariate test results, however, are not consistent with the APT. Our sample data in the U.S. Treasury securities market are also not consistent with either version of the CAPM. One-month-ahead forecasts of excess returns using factor-generating models are compared with corresponding naive predictions or predictions using the "market model" with various market portfolios. [ABSTRACT FROM AUTHOR]

Published
1985
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2. BOND RISK AND RETURN IN THE SSE.

Author

LONGZHEN FAN

Subjects
BOND prices, BONDS (Finance), RATE of return, BOND market, CAPITAL market, ECONOMICS
Published
2003

5. U.S. Stocks Post Weekly Loss.

Author

Otani, Akane and Bird, Mike

Subjects
*STOCKS (Finance), *BOND market, *RATE of return, *ECONOMICS, UNITED States economy, 2017-2021
Published
2018

10. Mutual Funds Swelling Even as Yields Shrink.

Author

Seymour, Dan

Subjects
RATE of return, MUNICIPAL bonds, BOND market, ECONOMICS
Abstract

The article offers information on the decline of yields on municipal (munis) bonds in the U.S. in September 2009. According to the Municipal Market Data, the yield on one-, five-, 10- and 20-year triple-A munis all declined. Much of the extra yield paying bondholders for taking risks on lower-quality municipals also failed. Moreover, the dissemination of the single-A 10-year over the triple-A 10-year has been removed by almost 40 basis points in the past month.

Published
2009

11. Munis Unchanged Amid Mixed Economic Data.

Author

Scarchilli, Michael and Campbell, Dakin

Subjects
MUNICIPAL bonds, GOVERNMENT securities, BOND market, ECONOMICS, RATE of return
Abstract

The article provides updates concerning municipal bond market for April 2007 in the U.S. On April 25 2007, the municipal market was largely unchanged as economic data came in mixed. According to one trader in New York, there are a lot of new issues this week and there's not going on much in the secondary market while some traders projected a mild improvement in the market. The Treasury market reported mild losses on April 25, 2007, where yield was opened at 4.62% and finished at 4.65%.

Published
2007

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