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The relative informational efficiency of corporate retail bonds : evidence from the London Stock Exchange

Tolikas, Konstantinos - In: International review of financial analysis 46 (2016), pp. 191-201

Persistent link: https://www.econbiz.de/10011581803

Green bond credit spreads and bank loans in China

Wang, Congcong; Wang, Chong; Long, Huaigang; Zaremba, Adam - In: International review of financial analysis 94 (2024), pp. 1-14

Persistent link: https://www.econbiz.de/10014544015

Regime switches between dividend and bond yields

Migiakis, Petros M.; Bekiris, Fivos V. - In: International review of financial analysis 18 (2009) 4, pp. 198-204

The relation between bond and equity returns serves as a proxy for estimating the premia investors' demand on their equity portfolio holdings and assessing the substitution effects between the two markets. With this in mind, we examine empirically the co-movements and the underlying information...

Persistent link: https://www.econbiz.de/10003921096

The valuation of catastrophe bonds with exposure to currency exchange risk

Lai, Van Son; Parcollet, Mathieu; Lamond, Bernard F. - In: International review of financial analysis 33 (2014), pp. 243-252

Persistent link: https://www.econbiz.de/10010520456

The effects of quantitative easing on the volatility of the gilt-edged market

Steeley, James M.; Matyushkin, Alexander - In: International review of financial analysis 37 (2015), pp. 113-128

Persistent link: https://www.econbiz.de/10011317236

Common factors, principal components analysis, and the term structure of interest rates

Juneja, Januj - In: International review of financial analysis 24 (2012), pp. 48-56

Persistent link: https://www.econbiz.de/10009688180

Derivative prices from interest rate models : results for Canada, Hong Kong, and United States

Nowman, Kalid Ben; Sorwar, Ghulam - In: International review of financial analysis 14 (2005) 4, pp. 428-438

Persistent link: https://www.econbiz.de/10003117478

The effectiveness of interest-rate futures contracts for hedging Japanese bonds of different credit quality and duration

Young, Martin R.; Hogan, Warren Pat; Batten, Jonathan A. - In: International review of financial analysis 13 (2004) 1, pp. 13-25

Persistent link: https://www.econbiz.de/10002066700

The WPPSS mess, or "what's in a bond rating?" : a case study

Carleton, Willard T. - In: International review of financial analysis 2 (1993) 1, pp. 1-16

Persistent link: https://www.econbiz.de/10001151105

Fixed income excess returns and time to maturity

Drakos, Kōnstantinos - In: International review of financial analysis 10 (2001) 4, pp. 431-442

Persistent link: https://www.econbiz.de/10001651759