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CDS-bond basis and bond return predictability

Kim, Gi H.; Li, Haitao; Zhang, Weina - In: Journal of empirical finance 38 (2016), pp. 307-337

Persistent link: https://www.econbiz.de/10011664711

Global Financial Crisis and Price Discovery between Credit Default Swaps Premia and Bond Yield Spreads

Klenina, Ekaterina - 2017

This paper examines the relationship between CDS and bond markets in the context of the financial crisis by employing …-lag relation is found between the markets, in which changes in CDS premia consistently forecast changes in bond spreads. Moreover …, it was found less bond market reaction for an increase on the insurance premium to investment grade bonds …

Persistent link: https://www.econbiz.de/10012949170

Relative value in corporate bond sectors

Leng, Fei; Noronha, Gregory M. - In: Review of quantitative finance and accounting 52 (2019) 3, pp. 717-735

Persistent link: https://www.econbiz.de/10012171722

How much can illiquidity affect corporate debt yield spread?

Abudy, Menachem; Raviv, Alon - In: Journal of financial stability 25 (2016), pp. 58-69

Persistent link: https://www.econbiz.de/10011704784

Determinants of credit spreads : an empirical analysis for the European corporate bond market

Wilkes, Arne - 2011 - 1. Aufl.

Persistent link: https://www.econbiz.de/10009300758

Gold vs bond : what is the safe haven for the Indonesian and Malaysian capital market?

Robiyanto, Robiyanto - In: Gadjah Mada international journal of business 20 (2018) 3, pp. 277-302

Persistent link: https://www.econbiz.de/10011993108

The market reaction to debt announcements : UK evidence surrounding the global financial crisis

Marshall, Andrew P.; McCann, Laura M. J.; McColgan, Patrick - In: The British accounting review : the journal of the … 51 (2019) 1, pp. 92-109

Persistent link: https://www.econbiz.de/10011998214

The role of high-yield bonds in strategic asset allocation over the great recession

Menounos, Georgios; Alexiou, Constantinos; Vogiazas, … - In: Investment management and financial innovations 14 (2017) 3, pp. 270-279

Persistent link: https://www.econbiz.de/10011873740

Defaults and returns in the high-yield bond market : third-quarter 2013 review

Altman, Edward I.; Kuehne, Brenda J. - In: Journal of financial management, markets and institutions 1 (2013) 2, pp. 269-296

Persistent link: https://www.econbiz.de/10011949626

Burned by leverage? : flows and fragility in bond mutual funds

Molestina Vivar, Luis; Wedow, Michael; Weistroffer, … - In: Journal of empirical finance 72 (2023), pp. 354-380

Persistent link: https://www.econbiz.de/10014476867

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