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  • Search: subject:"corporate bond spreads"
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Year of publication
Subject
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corporate bond spreads 22 Unternehmensanleihe 18 Corporate bond 16 Yield curve 15 Zinsstruktur 15 Corporate bond spreads 14 Credit risk 12 Kreditrisiko 12 Risikoprämie 9 Risk premium 9 Estimation 8 Schätzung 8 Liquidity 4 Public bond 4 Öffentliche Anleihe 4 Bond liquidity 3 Business cycle 3 EU-Staaten 3 Equity volatility 3 Japan 3 Konjunktur 3 Kreditderivat 3 Liquidität 3 Markov switching 3 credit spread puzzle 3 regime dependency 3 Bayesian vector autoregression 2 Corporate bond liquidity 2 Corporate debt securities issuance 2 Credit Default Swap Spreads 2 Credit derivative 2 Credit spread puzzle 2 Default rates 2 Dynamic relationships 2 EU countries 2 Emerging economies 2 Equity 2 Euro area 2 Eurozone 2 Forecasting model 2
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Online availability
All
Free 22 Undetermined 11
Type of publication
All
Book / Working Paper 20 Article 18
Type of publication (narrower categories)
All
Article in journal 12 Aufsatz in Zeitschrift 12 Working Paper 12 Graue Literatur 4 Non-commercial literature 4 Arbeitspapier 3 Konferenzschrift 1
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Language
All
English 29 Undetermined 9
Author
All
Fischer, Henning 3 Kalimipalli, Madhu 3 Nayak, Subhankar 3 Okimoto, Tatsuyoshi 3 Stolper, Oscar 3 Takaoka, Sumiko 3 Veleanu, Veronica 3 Alexopoulou, Ioana 2 Andersson, Magnus 2 Bleaney, Michael 2 Boyarchenko, Nina 2 Buchmann, Marco 2 Crump, Richard K. 2 Georgescu, Oana Maria 2 Grothe, Magdalena 2 Helwege, Jean 2 Hilscher, Jens 2 Huang, Jing-Zhi 2 Kovner, Anna 2 Meeks, Roland 2 Mizen, Paul 2 Perez, M. Fabricio 2 Shachar, Or 2 Staszewska-Bystrova, Anna 2 Valenzuela, Patricio 2 Wang, Yuan 2 Winker, Peter 2 de Bondt, Gabe 2 Barsotti, Flavia 1 Bleaney, Michael F. 1 Cavallo, Eduardo 1 Cavallo, Eduardo A. 1 Del Viva, Luca 1 Gallagher, Ronan 1 Grandes, Martín 1 Kim, Baeho 1 Krylova, Elizaveta 1 McKillop, Donal 1 Panigo, Demian Tupac 1 Pasquini, Ricardo Aníbal 1
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Institution
All
European Central Bank 5 Centre for Finance, Credit and Macroeconomics (CFCM), School of Economics 2
Published in...
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ECB Working Paper 6 Working Paper Series / European Central Bank 5 Journal of banking & finance 3 Discussion Papers / Centre for Finance, Credit and Macroeconomics (CFCM), School of Economics 2 Journal of Banking & Finance 2 Central European Journal of Economic Modelling and Econometrics 1 Central European journal of economic modelling and econometrics 1 Deutsche Bundesbank Discussion Paper 1 Discussion paper 1 Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets 1 International journal of finance & economics : IJFE 1 Jahrbücher für Nationalökonomie und Statistik 1 Journal of Economic Dynamics and Control 1 Journal of Financial Intermediation 1 Journal of economic dynamics & control 1 Journal of international money and finance 1 Journal of the Japanese and international economies : an international journal ; JJIE 1 Pacific-Basin finance journal 1 RIETI discussion paper series 1 Staff Reports 1 Staff reports / Federal Reserve Bank of New York 1 The European Journal of Finance 1 The European journal of finance 1 Working Paper 1
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Source
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ECONIS (ZBW) 16 RePEc 13 EconStor 9
Showing 1 - 10 of 38
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Redenomination risk in eurozone corporate bond spreads
Bleaney, Michael F.; Veleanu, Veronica - In: The European journal of finance 27 (2021) 13, pp. 1303-1325
Persistent link: https://www.econbiz.de/10012653094
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Measuring corporate bond market dislocations
Boyarchenko, Nina; Crump, Richard K.; Kovner, Anna; … - 2021 - Revised July 2021
We measure dislocations in the market for corporate bonds in real time with the Corporate Bond Market Distress Index (CMDI), allowing for the aggregation of a broad set of measures of market functioning from primary and secondary bond markets into a single measure. The index quantifies...
Persistent link: https://www.econbiz.de/10012423810
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Cover Image
Measuring corporate bond market dislocations
Boyarchenko, Nina; Crump, Richard K.; Kovner, Anna; … - 2021
We measure dislocations in the market for corporate bonds in real time with the Corporate Bond Market Distress Index (CMDI), allowing for the aggregation of a broad set of measures of market functioning from primary and secondary bond markets into a single measure. The index quantifies...
Persistent link: https://www.econbiz.de/10012619534
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The credit spread curve distribution and economic fluctuations in Japan
Okimoto, Tatsuyoshi; Takaoka, Sumiko - 2020 - Revised: April 2021
Persistent link: https://www.econbiz.de/10014366814
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The credit spread curve distribution and economic fluctuations in Japan
Okimoto, Tatsuyoshi; Takaoka, Sumiko - In: Journal of international money and finance 122 (2022), pp. 1-21
Persistent link: https://www.econbiz.de/10013433552
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The nonlinear dynamics of corporate bond spreads: Regime-dependent effects of their determinants
Fischer, Henning; Stolper, Oscar - 2019
This paper studies the behavior of corporate bond spreads during different market regimes between 2004 and 2016 …
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Persistent link: https://www.econbiz.de/10011984924
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The nonlinear dynamics of corporate bond spreads : regime-dependent effects of their determinants
Fischer, Henning; Stolper, Oscar - 2019
This paper studies the behavior of corporate bond spreads during different market regimes between 2004 and 2016 …
Preview
Preview
Persistent link: https://www.econbiz.de/10011979160
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The nonlinear dynamics of corporate bond spreads : regime-dependent effects of their determinants
Fischer, Henning; Stolper, Oscar - In: Jahrbücher für Nationalökonomie und Statistik 241 (2021) 2, pp. 187-238
Persistent link: https://www.econbiz.de/10012437805
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Determinants of euro-denominated corporate bond spreads
Krylova, Elizaveta - 2016
rating effect was the major driver of corporate bond spreads during the pre-crisis period, while the recent financial crisis …
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Preview
Persistent link: https://www.econbiz.de/10011605957
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Measuring Forecast Uncertainty of Corporate Bond Spreads by Bonferroni-Type Prediction Bands
Staszewska-Bystrova, Anna; Winker, Peter - In: Central European Journal of Economic Modelling and … 6 (2014) 2, pp. 89-104
The recent financial crisis has seen huge swings in corporate bond spreads. It is analyzed what quality VAR …
Persistent link: https://www.econbiz.de/10010837046
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