Unit root properties of macroeconomic data are important for both econometric modelling
specifications and policy making. The form of variables (whether they are a unit root …

This study examines the response of safe-haven assets (gold, US dollar) and Bitcoin to
market risk before and after yield curve inversions in the US market. Using the VIX volatility …

This study examines the relationship that both domestic and foreign institutional net equity
flows have with the India stock markets. The motivation behind is the study to examine …

In recent years, there has been renewed interest in the moments of the yield curve (or
alternatively, the term spread) as a predictor of future economic activity, defined as either …

Purpose The politically unstable economies have high and volatile sovereign spread. The
purpose of this paper is to investigate the impact of geopolitical uncertainty on sovereign …

Purpose To examine the relationship between the term structure of interest rates of
sovereign bonds in emerging nations and their macroeconomic indicators, specifically …

This study analyses the dynamic relationship between yield curve behaviour and the
macroeconomy in India, with a focus on both monetary and fiscal policy impacts. Using the …

This bibliometric paper investigates the research landscape in emerging bond market
literature, spanning 1993 to 2023, and encompasses a total of 325 research articles …

In this paper, we forecast local currency debt of five major emerging market countries (Brazil,
Indonesia, Mexico, South Africa, and Turkey) over the period January 2010 to January 2019 …

The yield curve represents the prevailing interest rates in the economy for different times to
maturity and is essential for pricing a well-functioning bond market. Yield curve modeling is …