Bond of Samuel Shapleigh to Ebenezer Bradish, July 1, 1793

Although it is known that Bradish was a tavern keeper in Cambridge, the circumstances precipitating this bond are unclear. Shapleigh's name has been cut out from the bottom of the document. It was "signed, sealed and delivered" in the presence of John Warland and Raham Richardson. Annotations on the verso indicate payments made in 1795 and 1796.

A. Bond to the College, 1796 August 15

This subseries contains one printed bond for Loammi Baldwin and Joseph Bartlett of Woburn County in the sun of two-hundred ounces of silver to the Presidents and Fellows of Harvard College.

Bond to Clement Maxfield, 30 March 1664

Stoughton's bond for forty pounds to the constable of Dorchester, Massachusetts, guaranteeing the appearance of Daniel Elders at court. Elders was the defendant in a suit brought by Mitchel Bacon of Woburn against Daniel Elders of Dorchester.

[ Bond of James Vansant and Richard Vanhorne], 1753

Bond signed by William Buckley, justice of the peace for Bucks County, Pennsylvania.

[ Bond of Edward Williams and John Black], 1764

Williams was accused of assault and battery against John Black. Bond signed by Joseph Hartz, (justice of the peace for Bucks County, Pennsylvania); dated 30 October 1764.

Counter bond, 1724/5 January 22

Handwritten counter bond between Samuel Whittemore and Andrew Bordman, securing Whittemore's loan from Nathaniel Hancock and James Reade.

Counter bond, 1728 June 5

Handwritten counter bond between Francis Foxcroft and Jonathan Remington, securing Foxcroft's loan from Andrew Bordman.

Counter bond, 1731 August 4

Handwritten counter bond between Stephen Palmer and Samuel Whittemore, and Edward Hutchinson, securing Stephen Palmer and Samuel Whittemore's loan from William Brattle and Andrew Bordman.

Bond, 1728/9 January 30

Handwritten bond of Andrew Bordman to John Hastings.

Bond, 1733 November 27

Bond of Daniel Barrett and Thomas Kidder to Andrew Bordman.

Bond, Robert, 2 autographed letters signed to John Winthrop; East Hampton, Conn., 1651 March 8-March 10

Correspondence regarding advice Winthrop had given to Bond's family, and requesting he remit instructions for treating an illness of a neighbor's children.

Illusions of a ‘Bond’: Tagging cultural products across online platforms

La plupart des études sur l'étiquetage social porte sur une plateforme ou un type de plateforme précis, ce qui limite la portée de leurs résultats. Cette étude explore et compare les pratiques d'étiquetage social de quatre plateformes--Goodreads, un catalogue de bibliothèque publique, Last.fm et WordPress--au moyen d'une étude de cas multiples et emboîtés. Le contenu généré par les utilisateurs, principalement les étiquettes ou "tags", lié au livre Casino royale de Ian Fleming ou à ses produits dérivés ou associés (p. ex. : chanson thème, film, billet de blogue) a été analysé avec une approche qualitative et inductive. L'analyse révèle que le contenu généré par les utilisateurs des quatre plateformes mettait l'emphase sur les événements historiques associés au livre tout en fournissant de nombreux points d'accès plus subjectifs : recommandation, ton, ambiance, opinion, expérience de lecture, d'écoute ou de visionnement. On remarque par ailleurs des différences entre les étiquettes associées au livre et à ses produits dérivés : alors que le contenu généré par les utilisateurs en lien avec le produit d'origine dans les catalogues de bibliothèques et dans Goodreads portait essentiellement sur le livre, les étiquettes attribuées par les utilisateurs aux produits dérivés dans Last.fm (la chanson thème du film) et WordPress (des billets de blogues sur le livre ou le film) renvoyaient souvent à d'autres produits culturels, incluant des livres, de la musique et des films.

Disappearing government bond spreads in the eurozone - Back to normal? CEPS Working Document No. 396, May 2014

Since the announcement of the Outright Monetary Transactions (OMT) programme by Mario Draghi, President of the ECB, in 2012, the government bond spreads began a strong decline. This paper finds that most of this decline is due to the positive market sentiments that the OMT programme has triggered and is not related to underlying fundamentals, such as the debt-to-GDP ratios or the external debt position that have continued to increase in most countries. The authors even argue that the market’s euphoria may have gone too far in taking into account the same market fundamentals. They conclude with some thoughts about the future governance of the OMT programme.

The Determinants of Country Risk in Eastern European Countries. Evidence from Sovereign Bond Spreads. Bruges European Economic Research (BEER) Papers 8/November 2006

The paper studies country risk in two Central and Eastern European countries - Bulgaria and Poland. The long run relationship between the yield differential (spread) of Eastern European national bonds (denominated in US dollars) over a US Treasury bond on one the hand and the country’s fundamentals as well as an US interest rate on the other hand, is examined. The cointegrated VAR model is used. First, the yield differentials are analyzed on a country by country basis to extract stochastic trends which are common for all bonds in a given country. Thereafter, the risk is disentangled into country and higher level risk. This paper is among the first ones which use time series data to study the evidence from sovereign bond spreads in Eastern Europe.

A macro-financial analysis of the euro area sovereign bond market. National Bank of Belgium Working Paper No. 259, June 2014

We estimate the 'fundamental' component of euro area sovereign bond yield spreads, i.e. the part of bond spreads that can be justified by country-specific economic factors, euro area economic fundamentals, and international influences. The yield spread decomposition is achieved using a multi-market, no-arbitrage affine term structure model with a unique pricing kernel. More specifically, we use the canonical representation proposed by Joslin, Singleton, and Zhu (2011) and introduce next to standard spanned factors a set of unspanned macro factors, as in Joslin, Priebsch, and Singleton (2013). The model is applied to yield curve data from Belgium, France, Germany, Italy, and Spain over the period 2005-2013. Overall, our results show that economic fundamentals are the dominant drivers behind sovereign bond spreads. Nevertheless, shocks unrelated to the fundamental component of the spread have played an important role in the dynamics of bond spreads since the intensification of the sovereign debt crisis in the summer of 2011