Similar Search Results

Determinants of sovereign bond yield spreads and contagion in the peripheral EU countries

Silvapulle, Paramsothy; Fenech, Jean Pierre; Thomasa, Alice - In: Economic modelling 58 (2016), pp. 83-92

Persistent link: https://www.econbiz.de/10011647047

Cross-shareholding network and corporate bond financing cost in China

Guo, Hongling; Sun, Yue; Qiu, Xuemei - In: The North American journal of economics and finance : a … 57 (2021), pp. 1-21

Persistent link: https://www.econbiz.de/10012822194

High-speed railway and urban construction investment bond yield spreads : a quasi-natural experiment

Chen, Juan; Guo, Hongling; Zuoping, Xiao - In: Review of accounting & finance 22 (2023) 2, pp. 227-248

Persistent link: https://www.econbiz.de/10014302209

Monetary Policy and Corporate Bond Returns

Guo, Haifeng - 2020

We investigate the impact of monetary policy shocks on excess corporate bonds returns. We obtain a significant negative response of bond returns to policy shocks, which is especially strong among low-grading bonds. The largest portion of this response is related to higher expected bond returns...

Persistent link: https://www.econbiz.de/10012840287

An enterprise perspective of performance attribution : introducing the keel model

Brooks, Robert - In: Journal of risk 20 (2017/2018) 2, pp. 53-84

Persistent link: https://www.econbiz.de/10013262949

Information in the US treasury term structure of interest rates

Brooks, Robert; Cline, Brandon N.; Enders, Walter - In: The financial review : the official publication of the … 47 (2012) 2, pp. 247-272

Persistent link: https://www.econbiz.de/10009545426

A comparison of the information in the LIBOR and CMT term structures of interest rates

Brooks, Robert; Cline, Brandon N.; Enders, Walter - In: Journal of banking & finance 54 (2015), pp. 239-253

Persistent link: https://www.econbiz.de/10011377823

Implied volatilities, stochastic interest rates, and currency futures, options valuation : an empirical investigation

Bhargava, Vivek; Brooks, Robert; Malhotra, Davinder Kumar - In: The European journal of finance 7 (2001) 3, pp. 231-246

Persistent link: https://www.econbiz.de/10001603503

London Inter-Bank Offer Rate (LIBOR) versus Treasury rate : evidence from the parsimonious term structure model

Brooks, Robert; Yan, David Yong - In: The journal of fixed income 9 (1999) 1, pp. 71-83

Persistent link: https://www.econbiz.de/10001432380

Are term premiums risk premiums?

Brooks, Robert - In: Advances in quantitative analysis of finance and … 3 (1995), pp. 131-146

Persistent link: https://www.econbiz.de/10001201309