Search academic resources

The object of the study is identification of the bond yields volatility in selected European countries, during the crisis of Greece’s public finances from 2010 to 2013. For this purpose used GARCH (1.1) model. The spec...

Bond investors can calculate investment income on the funds invested in these bonds using a yield measurement tool. Yield is used, which is the primary metric investors use to assess investment profitability, aid decisio...

External financial market data institutions (vendors) may provide different prices for the same US municipal bond due to differences among market participants in perception about its market value. The valuation control f...

Abstract This study investigates whether machine learning effectively processes high-dimensional data, a challenging task for traditional predictive models, to optimize portfolio strategies. Using daily data from Decembe...