Economics, Econometrics and Finance
a year ago

New study reveals how bond yield method impacts interest rate risk

Finance Theory and Practice
On the yield to maturity of a coupon bond
Natalia V. Popova

Paper Summary

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The article explores different ways to calculate the yield to maturity of a bond and how it affects the interest rate risk. By comparing two methods, the researchers found that using the effective interest rate method gives more accurate results than the nominal interest rate method. This means that the way we calculate the yield to maturity can impact how we understand the risk associated with a bond.