title: Investigation of factors affecting the government bond return
title: Ð²ÑÐ¿ÑÑÐºÐ½Ð°Ñ ÐºÐ²Ð°Ð»Ð¸ÑÐ¸ÐºÐ°ÑÐ¸Ð¾Ð½Ð½Ð°Ñ ÑÐ°Ð±Ð¾ÑÐ° Ð¼Ð°Ð³Ð¸ÑÑÑÐ°
titleType: Subtitle
Creators: name: ÐÐ¾Ð¿ÐµÐ¹ÐºÐ¸Ð½, ÐÐ°ÐºÑÐ¸Ð¼
Publisher: name: Ð¡Ð°Ð½ÐºÑ-ÐÐµÑÐµÑÐ±ÑÑÐ³ÑÐºÐ¸Ð¹ Ð¿Ð¾Ð»Ð¸ÑÐµÑÐ½Ð¸ÑÐµÑÐºÐ¸Ð¹ ÑÐ½Ð¸Ð²ÐµÑÑÐ¸ÑÐµÑ ÐÐµÑÑÐ° ÐÐµÐ»Ð¸ÐºÐ¾Ð³Ð¾
Year: 2023
Subjects: Ð³Ð¾ÑÑÐ´Ð°ÑÑÑÐ²ÐµÐ½Ð½ÑÐµ Ð¾Ð±Ð»Ð¸Ð³Ð°ÑÐ¸Ð¸
Ð¼Ð°ÐºÑÐ¾ÑÐºÐ¾Ð½Ð¾Ð¼Ð¸ÑÐµÑÐºÐ¸Ðµ ÑÐ°ÐºÑÐ¾ÑÑ
ÑÐºÐ¾Ð½Ð¾Ð¼Ð¸ÑÐµÑÐºÐ¸Ðµ Ð½Ð¾Ð²Ð¾ÑÑÐ¸
Ð´Ð¾Ñ Ð¾Ð´Ð½Ð¾ÑÑÑ Ð¾Ð±Ð»Ð¸Ð³Ð°ÑÐ¸Ð¹
ÑÐµÐ³ÑÐµÑÑÐ¸Ð¾Ð½Ð½ÑÐ¹ Ð°Ð½Ð°Ð»Ð¸Ð·
government bonds
macroeconomic factors
economic news
bonds return
regression analysis

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description: The subject of the graduate qualification paper is âInvestigation of factors affecting the government bond returnâ. The object of the research is the developed countries. The selection of the countries for analysis is based on two main criteriaâtheir membership in the Organization for Economic Cooperation and Development (OECD) and their presence at the Top 25 of the competitiveness index (The World Bank 2020). The goal of the final qualifying work is to analyze factors affecting the government bond return. consists of 2 parts of the research. The first part investigates factors with observation period on year basis, the second one - on weekly basis. The analyzed time period for the first part of the research is from 2017 to 2020, and for the second part from 2017 to 2022. For data collection and analysis, the Python has been used was used, as well as a specialized econometric program Stata has been used for checking significance of selected variables. In the framework of research, there are the following factors analysed - inflation rate, gold and oil prices, savings, federal Direct Investments, GDP Per Capita, exchange rate and world uncertainty Index, sentimental index, stock index and COVID-19.