Narrow search
Showing 1 - 10 of 23,008
Cover Image
Financial regulation policy uncertainty and credit spreads in the US
Nodari, Gabriela - In: Journal of macroeconomics 41 (2014), pp. 122-132
Persistent link: https://www.econbiz.de/10010514753
Cover Image
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
Cover Image
Downside risk and defaultable bond returns
Liang, Xinting; Yang, Baochen; Su, Yunpeng; An, Yunbi - In: Journal of management science and engineering 6 (2021) 1, pp. 99-110
This paper analyzes the influence of downside risk on defaultable bond returns. By introducing a defaultable bond-trading model, we show that the decline in market risk tolerance and information accuracy leads to trading loss under downside conditions. Our empirical analysis indicates that...
Persistent link: https://www.econbiz.de/10013206142
Cover Image
Pricing the pandemic : evidence from the bond market in China
Gao, Haoyu; Ouyang, Yiling; Wen, Huiyu - In: Emerging markets, finance & trade : a journal of the … 60 (2024) 1, pp. 59-82
Persistent link: https://www.econbiz.de/10014444336
Cover Image
Uncovering the impact of regulatory uncertainty on credit spreads : a study of the U.S. covered bond experience
Bhanot, Karan; Larsson, Carl F. - In: Journal of financial markets 39 (2018), pp. 84-110
Persistent link: https://www.econbiz.de/10012001884
Cover Image
Economic policy uncertainty and volatility of corporate bond credit spread : evidence from China and the United States
Zhang, Maojun; Zhang, Rongjia; Yang, Zhao - In: International review of economics & finance : IREF 93 (2024) 2, pp. 827-841
Persistent link: https://www.econbiz.de/10014535660
Cover Image
Endogenous debt maturity : liquidity risk vs. default risk
Manuelli, Rodolfo E.; Sanchez, Juan M. - 2018
Persistent link: https://www.econbiz.de/10011950510
Cover Image
Determinants of credit spreads : the role of ambiguity and information uncertainty
Guo, Liang - In: The North American journal of economics and finance : a … 24 (2013), pp. 279-297
Persistent link: https://www.econbiz.de/10009739631
Cover Image
Risk shocks and credit spreads
Kwon, Dohyoung - In: Journal of macroeconomics 64 (2020), pp. 1-11
Persistent link: https://www.econbiz.de/10012433738
Cover Image
Fundamentals, real-time uncertainty and CDS index spreads
Audzeyeva, Alena; Wang, Xu - In: Review of quantitative finance and accounting 61 (2023) 1, pp. 1-33
Persistent link: https://www.econbiz.de/10014341007