Similar Search Results

Convertibility risk, default risk, and the Mexdollar anomaly

Rogers, John H. - 1995

Persistent link: https://www.econbiz.de/10000902187

Economic policy uncertainty and the yield curve

Leippold, Markus; Matthys, Felix - In: Review of finance : journal of the European Finance … 26 (2022) 4, pp. 751-797

Persistent link: https://www.econbiz.de/10013349374

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

and contains almost all valid information on liquidity risk. As the credit level decreases, the explanatory power of …

Persistent link: https://www.econbiz.de/10013206142

State-varying illiquidity risk in sovereign bond spreads

Docherty, Paul; Easton, Steve - In: Pacific-Basin finance journal 50 (2018), pp. 235-248

Persistent link: https://www.econbiz.de/10012033797

Liquidity risk and volatility risk in credit spread models : a unified approach

Perrakis, Stylianos; Zhong, Rui - In: European financial management : the journal of the … 23 (2017) 5, pp. 873-901

Persistent link: https://www.econbiz.de/10011865496

Bond liquidity, debt maturity and bond risk premium

Zhou, Yimin; Wei, Xu - In: Finance research letters 54 (2023), pp. 1-12

Persistent link: https://www.econbiz.de/10014472667

Monetary policy uncertainty and the response of the yield curve to policy shocks

Tillmann, Peter - 2017

This paper studies the non-linear response of the term structure of interest rates to monetary policy shocks. We show that uncertainty about monetary policy changes the way the term structure responds to monetary policy. A policy tightening leads to a significantly smaller increase in long-term...

Persistent link: https://www.econbiz.de/10011661992

Determinants of CoCo issuance : liquidity and risk incentives

Abdallah, Bashar; Rodríguez Fernández, Francisco - In: Journal of financial regulation and compliance 30 (2022) 4, pp. 412-438

Persistent link: https://www.econbiz.de/10013389556

Long-run risk and money market rates : an empirical assessment

D'Addona, Stefano - In: Macroeconomic dynamics 21 (2017) 4, pp. 1096-1117

Persistent link: https://www.econbiz.de/10011805440

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

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