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[DOC File]Fixed-Income Readings
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The yield curve can be represented either by coupon bond yields (par rates), zero coupon bond yields (spot rates), or forward rates. The yield curve shape depends on three determinants: the market's rate expectations, the required bond risk premiums, and the convexity bias.
corporate bond yield historical data

[DOC File]Cost of Capital, Instructor's Manual
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Moreover, the risk premium is not a complete guess. Careful surveys of portfolio managers have been taken to provide evidence about the size of the premium, and, if one likes the historical approach, the Ibbotson data provide information on historical differentials between stock and corporate bond yields.
corporate bond rates historical

[DOC File]2010 Inter-bank Bond Market Statistical Analysis Annual Report
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the bond market trends. According to historical data，under the influence of economy and policy environment, the period of bond market fluctuation is 3 years. Each period contains a 1-year rapid growth and a 2.5-year relatively slow fall.
historical bond prices

[DOC File]A History of Discount Rates and Their Use by Government ...
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Their data are based on Tables 38, 45, 48, 51 and 84 of Homer and Sylla (1998), with recent data for 1996-1999 from the Federal Reserve (2000). From about 1865 until 1920, U.S. government bond yields were distorted due to major changes in banking policies.
us bond yield data

[DOC File]Chapter 11
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27. The bond equivalent yields for U.S. Treasury and A-rated corporate bonds with maturities of 93 and 175 days are given below: Bond Maturities 93 days 175 days. U.S. Treasury 8.07% 8.11%. A-rated corporate 8.42% 8.66%. Spread 0.35% 0.55%. a. What are the implied forward rates for both an 82-day Treasury and an 82-day A-rated bond beginning in ...
bond market historical data

Estimating the cost of equity - Open University
Figure 3 Greek and German long-term government bond yields (monthly data) (Source: Bloomberg) Description. Figure 3 is a line graph showing Greek and German long-term bond yields (which equate to what it costs for both countries to borrow long-term money) between 2005 and 2013.
us bond rate history

[DOC File]Modeling The Term Structure Of Interest Rates In The Thai ...
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Data samples employed in the study consist of Treasury bill and government bond prices for the period January 1999 to January 2004 from the Thai Bond Dealing Center (ThaiBDC). Results reveal that CIR is the better model in terms of fitting Thai historical data as well as more efficient in forecasting bond prices due to lower residuals or errors.
10 year bond historical data

Historical bond yields data