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Commonality in liquidity in the US corporate bond market

Bethke, Sebastian - In: Essays on the determinants of corporate bond yield spreads, (pp. 86-129). 2016

Persistent link: https://www.econbiz.de/10011733594

Systematic risk and yield premiums in the bond market

Fu, Liang; Murphy, Austin; Benzschawei, Terry - In: The journal of credit risk : published quarterly by … 11 (2015) 2, pp. 1-40

Persistent link: https://www.econbiz.de/10011298058

Bond market response to the collapse of prominent investment banks

Li, Si; Madura, Jeff; Richie, Nivine - In: The financial review : the official publication of the … 48 (2013) 4, pp. 645-670

Persistent link: https://www.econbiz.de/10010197661

The impact of CDS trading on the bond market : evidence from Asia

Shim, Ilhyock; Zhu, Haibin - In: Journal of banking & finance 40 (2014), pp. 460-475

Persistent link: https://www.econbiz.de/10010404699

Do banks propagate debt market shocks?

Hale, Galina; Santos, João A. C. - In: Journal of financial economic policy 6 (2014) 3, pp. 270-310

Persistent link: https://www.econbiz.de/10010490584

Does Bond Liquidity Affect Equity Returns?

Anderson, Mike - 2012

I investigate the causal relationship between bond liquidity and stock returns. An improvement in bond liquidity can …). Moreover, average abnormal returns are significantly related to the improvement in bond liquidity and probability of informed …

Persistent link: https://www.econbiz.de/10013100475

Disaster Risks in Bond Returns

Lin, Hai - 2019

not spanned by the current yield curve. The disaster risk factor delivers a counter cycle bond risk premium, and the … risk accounts for a sizable portion of variations in the time-varying bond risk premium …

Persistent link: https://www.econbiz.de/10012860176

Masala bonds : adding spice to Indian bond market

Moid, Sana - In: The Indian journal of economics 99 (2019) 395, pp. 509-527

Persistent link: https://www.econbiz.de/10012583306

Pricing climate-related risks in the bond market

Agliardi, Elettra; Agliardi, Rossella - In: Journal of financial stability 54 (2021), pp. 1-18

Persistent link: https://www.econbiz.de/10012794081

A better criterion for forced selling in bond markets : credit ratings versus credit spreads

Choi, Jae Yong; Yi, Junesuh; Yoon, Sun-Joong - In: Finance research letters 37 (2020), pp. 1-8

Persistent link: https://www.econbiz.de/10012485057

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