The rise of bond financing in EuropeUsing large panel data of public and private firms, this paper dissects the growth … of bond financing in the Euro Area through the lens of the cross-section of issuers. In recent years, the composition of … bond issuers has shifted, with the entry of many smaller and riskier issuers. New issuers invest and grow, instead of …

, there is uncertainty about the determination of the CAT bond premium. In addition, it is not apparent how CAT bonds react … after the financial crisis or a natural catastrophe. We empirically verify which factors determine the CAT bond premium and … that the recent financial crisis has a significant impact on CAT bond premiums. Furthermore, we find that after hurricane …

This paper studies the CDS-bond basis, i.e. a measure of price discrepancies between CDS and bonds spreads, for a …, to measures of “bond value uncertainty,” which proxy for the increase in “haircuts” and to the “OIS-Tbill” spread, a …

bond markets has contributed greatly to this. Stresses in international markets after the failure of Lehman severely tested ….Full publication: "http://ssrn.com/abstract=2001995" Weathering Financial Crises: Bond Markets in Asia and the Pacific …

bond prices fell more than six percent below more-liquid but otherwise identical notes. Using high-resolution data on …

In this paper we try to uncover the determinants of the 10-year Greek bond yield in both pre- and post-crisis period … more significant role as determinants of the 10-year Greek bond yield during the crisis than had before and second, during … speculation on the yield. These results are in line with other empirical studies and shed line to the motion of bond yield in an …

, cumulatively, due to low bond yields since the onset of the Euro crisis. In order to determine the contribution of the "flight to … quality" to this sum, we define the flight to quality as a factor which has caused German bond yields and crisis country bond …

This article examines the joint dynamics of volatility-volume relation in the high-yield (junk) corporate bond market … easily lead to different inferences about the volatility-volume relation in the junk bond market. More specifically …