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The systematic risk of corporate bonds : default risk, term risk, and index choice

Klein, Christian; Stellner, Christoph - In: Financial markets and portfolio management 28 (2014) 1, pp. 29-61

Persistent link: https://www.econbiz.de/10010249659

Does sovereign risk matter? : new evidence from eurozone corporate bond ratings and zero-volatility spreads

Klein, Christian; Stellner, Christoph - In: Review of financial economics : RFE 23 (2014) 2, pp. 64-74

Persistent link: https://www.econbiz.de/10010442592

The effect of environmental sustainability on credit risk

Höck, André; Klein, Christian; Landau, Alexander; … - In: The journal of asset management 21 (2020) 2, pp. 85-93

Persistent link: https://www.econbiz.de/10012292752

ESG criteria and the credit risk of corporate bond portfolios

Höck, André; Bauckloh, Michael Tobias; Dumrose, Maurice; … - 2023

Demand for sustainable fixed-income investment solutions is surging but there is hardly research on the impact of sustainability on the risk characteristics of fixed-income portfolios. This study examines the impact of sustainability on the credit risk exposure of U.S. corporate bond portfolios...

Persistent link: https://www.econbiz.de/10014322374

ESG criteria and the credit risk of corporate bond portfolios

Höck, André; Bauckloh, Michael Tobias; Dumrose, Maurice; … - In: The journal of asset management : a major new, … 24 (2023) 7, pp. 572-580

Persistent link: https://www.econbiz.de/10014447454