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Are covered bonds different from securitization bonds? A comparative analysis of credit spreads
Pinto, João - 2020
This study compares credit spreads and the pricing of securitization and covered bonds. Using a sample of 18,309 bonds issued by European banks in the 2000-2016 period, we find that asset-backed securities (ABS), mortgage-backed securities (MBS), public covered bonds (PCB), and mortgage covered...
Persistent link: https://www.econbiz.de/10012853679
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The impact of liquidity risk on the yield spread of green bonds
Febi, Wulandari; Schäfer, Dorothea; Stephan, Andreas; … - In: Finance research letters 27 (2018), pp. 53-59
Persistent link: https://www.econbiz.de/10012006738
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Pricing of project finance bonds : a comparative analysis of primary market spreads
Guedes, Sebastião S.; Pinto, João M. - In: The journal of corporate finance : contracting, … 82 (2023), pp. 1-28
Persistent link: https://www.econbiz.de/10014434933
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Uncertainty and the cost of bank versus bond finance
Grimme, Christian - In: Journal of money, credit and banking : JMCB 55 (2023) 1, pp. 143-169
Persistent link: https://www.econbiz.de/10014305959
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Liquidity risk and yield spreads of green bonds
Wulandari, Febi; Schäfer, Dorothea; Stephan, Andreas; … - 2018
This study analyses how liquidity risk affects bonds' yield spreads after controlling for credit risk, bond …
Persistent link: https://www.econbiz.de/10011810163
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Credit spreads in the European green bond market : a daily analysis of the COVID-19 pandemic impact
Cicchiello, Antonella Francesca; Cotugno, Matteo; … - In: Journal of international financial management & accounting 33 (2022) 3, pp. 383-411
Persistent link: https://www.econbiz.de/10013463780
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Municipal bond markets
Cestau, Dario; Hollifield, Burton; Li, Dan; Schürhoff, … - 2018
The effective functioning of the municipal bond market is crucial for the provision of public services, as it is the …
Persistent link: https://www.econbiz.de/10011938223
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Do Bond Issuers Shop for Favorable Credit Ratings?
Kronlund, Mathias - 2019
This paper provides evidence of ratings shopping in the corporate bond market. By estimating systematic differences in … issuers often delay less favorable ratings until after a bond is sold. Consistent with theoretical models of ratings shopping …
Persistent link: https://www.econbiz.de/10012905996
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Causality Relationship between Bond Ratings and Credit Spreads
Kume, Ortenca - 2013
evidence on the informational value of bond ratings for financial investors. In this study we examine the relationship between … bond ratings and credit spreads for US corporate bonds using a Granger causality approach in panel data sets. The findings … indicate that ratings generally carry some informational value for corporate bond investors. The causal relationship is more …
Persistent link: https://www.econbiz.de/10013074029
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Bond rating and bond market of Indian corporate : issues and recommendations
Kumari, Manisha; Jessica, V. Mary - In: International journal of business excellence : IJBEX 29 (2023) 2, pp. 204-221
Persistent link: https://www.econbiz.de/10014234749