...M. Mansoor Khan; M. Ishaq Bhatti; Saiful Azhar Rosly; Mohammad Ashadi Mohd. Zaini Purpose The purpose of this paper is to study the differences or variance in the yields of Islamic and conventional bank deposits and capital, respectively, in view of their contractual differences, namely the former...

...Andreas C. Christofi Refers to previous research on the yields of default‐free securities and uses the Nelson‐Siegel model for estimating yield curve as a basis for developing a model which decomposes the risk premium into long‐term risk, two factors influencing the rate of decay (curvature...

..., citing previous research; and presents a study comparing their yields for three maturities using 1986‐1995 data. Presents the results and analyses further to explore the links between changes in treasury yields and lagged changes in CD yields; and upward CD yield stickiness. Finds that CD and treasury...

... root tests, for a range of maturities. Shows skewness and negative kertosis, and cointegration for German bond yields from one to ten year maturities. Concludes that German interest rates behave like US interest rates. © MCB UP Limited 1998 Bonds Germany Interest rates Yield ...