Perspectives on International Fixed Income InvestingJohn Wiley & Sons, 15. feb. 1998 - 291 sider U.S. investors are pouring billions of dollars into the international fixed income markets. In Perspectives on International Fixed Income Investing, an international cast of experts discusses proven strategies for investing successfully in these challenging markets. Topics addressed include assessing credit risk, managing currency volatility, understanding local markets, and maximizing yields. |
Indhold
Trading International Bond Markets | 1 |
International Bond Portfolio Management | 21 |
Philosophy and Process | 97 |
An Integrated Framework for Valuation and | 135 |
The Real Yield Approach to Global Investing | 155 |
Improved Measurement of Duration Contributions of | 165 |
Almindelige termer og sætninger
allocation analysis bank basis points benchmark bond and currency bond market bond portfolio manager bond yields bond's Brady bonds capital cash flows changes collateral component corporate bonds correlation credit risk currency exposure currency hedging currency returns currency risk curvature default developing countries discount domestic economic effect emerging market bonds emerging market debt equation estimate Eurobonds example excess return exchange rate Exhibit expected return factors fixed income fixed income portfolio floating-rate floating-rate bonds forecast foreign bonds foreign exchange German global bond global fixed income Government Bond impact increase inflation interest rate duration international fixed income investors issuers issues J.P. Morgan Japan liquidity maturity measure options performance period position real yield relative Salomon Brothers sector securities shift slope sovereign spread strategies T+3M term structure tion total return tracking error trading U.S. dollar U.S. Treasury unhedged value at risk volatility weight WGBI yield curve