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Koijen, Ralph S. J.; Moskowitz, Tobias J.; Pedersen, … - In: Journal of financial economics 127 (2018) 2, pp. 197-225

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Bond market response to the collapse of prominent investment banks

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Impact of credit quality on credit spread of Green Bonds : a global evidence

Colombage, Sisira; Nanayakkara, K. G. M. - In: Review of development finance 10 (2020) 1, pp. 31-42

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Do investors in Green Bond market pay a premium? : global evidence

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The analysis of China quasi-municipal bonds' issuing spread

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Global Financial Crisis and Price Discovery between Credit Default Swaps Premia and Bond Yield Spreads

Klenina, Ekaterina - 2017

This paper examines the relationship between CDS and bond markets in the context of the financial crisis by employing …-lag relation is found between the markets, in which changes in CDS premia consistently forecast changes in bond spreads. Moreover …, it was found less bond market reaction for an increase on the insurance premium to investment grade bonds …

Persistent link: https://www.econbiz.de/10012949170