Showing 1 - 10 of 12
Persistent link: https://www.econbiz.de/10012483258
Persistent link: https://www.econbiz.de/10012321935
Persistent link: https://www.econbiz.de/10012485731
Persistent link: https://www.econbiz.de/10014294827
Persistent link: https://www.econbiz.de/10013410898
Persistent link: https://www.econbiz.de/10013438374
Persistent link: https://www.econbiz.de/10012254268
Persistent link: https://www.econbiz.de/10012597897
Persistent link: https://www.econbiz.de/10014463344
We investigate the impact of monetary policy shocks on excess corporate bonds returns. We obtain a significant negative response of bond returns to policy shocks, which is especially strong among low-grading bonds. The largest portion of this response is related to higher expected bond returns...
Persistent link: https://www.econbiz.de/10012840287