Modeling subfederal fixed rate bond yields

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In recent times, Russia's economy has experienced significant fluctuations, with notable spikes in the key interest rates and inflation. These developments have had an impact on bond yields. Issuers have been hesitant to enter the market, and investors, in turn, have been cautious about taking risks. This article conducts an analysis of foreign yield modeling methods, considering regional factors that influence the yields of sub-federal fixed coupon bonds. Ultimately, the article presents a yield forecasting model for sub-federal fixed-coupon bonds within the domestic bond market. This model takes into account various variables and can project future yields based on the current economic and political landscape. It serves as a valuable tool for investors and participants in the financial market, aiding in their decision-making processes regarding the purchase or sale of sub-federal bonds.

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Subfederal bonds, fixed rate bond, yield modelling

Короткий адрес: https://sciup.org/143180864

IDR: 143180864

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