Similar Search Results - EconBiz

The effect of liquidity and solvency risk on the inclusion of bond covenants

Cook, Douglas O.; Fu, Xudong; Tang, Tian - In: Journal of banking & finance 48 (2014), pp. 120-136

Persistent link: https://www.econbiz.de/10010506929

Credit spreads, endogenous bankruptcy and liquidity risk

Fu, Jianping; Wang, Xingchun; Wang, Yongjin - In: Computational Management Science : CMS 9 (2012) 4, pp. 515-530

Persistent link: https://www.econbiz.de/10009657599

Emergency Liquidity : Impact on Default Likelihood of Corporate Credits

Karpikov, Alexander - 2016

the impact on credit quality of bank portfolios and their loss provisions is not clear at all. To study the impact of … emergency liquidity and lending we introduce an instrumental variable, responsible for available emergency liquidity, into the … account for emergency liquidity (ELA) presence. We showed that given the limited amount of relevant historical data, ignoring …

Persistent link: https://www.econbiz.de/10012984616

The default and liquidity premia of corporate bonds : evidence from the trade reporting and compliance engine

Ahn, Yongkil - In: Applied economics letters 28 (2021) 15, pp. 1271-1276

Persistent link: https://www.econbiz.de/10012609650

Liquidity risk of corporate bond returns : conditional approach

Acharya, Viral V.; Amihud, Yakov; Bharath, Sreedhar T. - In: Journal of financial economics 110 (2013) 2, pp. 358-386

Persistent link: https://www.econbiz.de/10010208670

Endogenous debt maturity : liquidity risk vs. default risk

Manuelli, Rodolfo E.; Sanchez, Juan M. - 2018

Persistent link: https://www.econbiz.de/10011950510

Bankruptcy regime change and credit risk premium on corporate bonds : evidence from the indian economy

Sengupta, Rajeswari; Vardhan, Harsh - 2023

Persistent link: https://www.econbiz.de/10013531305

Predicting corporate bond illiquidity via machine learning

Cabrol, Axel; Drobetz, Wolfgang; Otto, Tizian; Puhan, … - In: Financial analysts journal : FAJ 80 (2024) 3, pp. 103-127

Persistent link: https://www.econbiz.de/10015050475

Corporate credit default swap liquidity and its implications for corporate bond spreads

Chen, Ren-Raw; Fabozzi, Frank J.; Sverdlove, Ronald - In: The journal of fixed income 20 (2010/11) 2, pp. 31-57

Persistent link: https://www.econbiz.de/10008667946

How R&D investment affects bondholder wealth?

Ma, Jiameng; Xiao, Fenglong; Qiu, Yue; Xu, Zongyu - In: Asia-Pacific journal of accounting & economics : … 29 (2022) 2, pp. 304-328

Persistent link: https://www.econbiz.de/10013166569

1
2
3
4
5
6
7
8
9
10
Next
Last

A service of the