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Decomposing Japanese municipal bond spreads : default and liquidity premiums in times of crisis
Hattori, Takahiro - In: Journal of Asian economics 59 (2018), pp. 16-28
Persistent link: https://www.econbiz.de/10012102889
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Price distortions and municipal bonds premiums : evidence from Switzerland
Vukovic, Darko B.; Rincon, Carlos J.; Maiti, Moinak - In: Financial innovation : FIN 7 (2021), pp. 1-21
used to decompose the municipal to treasuries bond spreads into liquidity, maturity, and default risk premiums. The first … breaks in bond distortions. This study finds that the currency price distortions of the Swiss franc in January 2015 made long …-run changes in the composition of the municipal bond spreads. This research contributes to the understanding of municipal bond …
Persistent link: https://www.econbiz.de/10012617347
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The subprime crisis, bond insurers' credit risk, and the interest cost of municipal bonds
Liu, Gao - In: Municipal finance journal : the state and local … 32 (2011) 3, pp. 37-58
Persistent link: https://www.econbiz.de/10009666161
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Risk factors in Australian bond returns
Bianchi, Robert; Drew, Michael E.; Roca, Eduardo; … - In: Accounting and finance : journal of the Accounting … 57 (2017) 2, pp. 351-372
Persistent link: https://www.econbiz.de/10011756380
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The impact of default risk insurer's financial distress on insured municipal bonds
Brune, Chris; Liu, Pu - In: Municipal finance journal : the state and local … 32 (2011) 3, pp. 19-36
Persistent link: https://www.econbiz.de/10009666165
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Bond insurance utilization and yield spreads in the municipal bond market
Denison, Dwight V. - In: Public finance review : PFR 29 (2001) 5, pp. 394-411
Persistent link: https://www.econbiz.de/10001639576
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Empirical analysis of yield determinants in Japan's municipal bond market : does credit risk premium exist?
Hattori, Takahiro; Miyake, Hiroki - In: Journal of international economic studies 36 (2022), pp. 181-197
Persistent link: https://www.econbiz.de/10013363799
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Extraction of implied default probabilites and expected recovery values from a combination of bond prices and CDS spreads
Shynkevich, Andrei - In: The journal of fixed income 23 (2014) 3, pp. 91-102
Persistent link: https://www.econbiz.de/10010388886
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The behavior of emerging market sovereigns' credit default swap premiums and bond yield spreads
Adler, Michael; Song, Jeong - In: International journal of finance & economics : IJFE 15 (2010) 1, pp. 31-58
Persistent link: https://www.econbiz.de/10008702370
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Sovereign bond spreads and credit sensitivity
Schefer, Ricardo - 2020
Expectations of risky bond payments are unobservable and recovery rates for sovereigns are hard to estimate because …
Persistent link: https://www.econbiz.de/10012307696