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The effects of credit rating announcements on bond liquidity : an event study
Abad, Pilar; Díaz Pérez, Antonio; Escribano, Ana; … - In: Mathematical and statistical methods for actuarial …, (pp. 1-15). 2017
Persistent link: https://www.econbiz.de/10012098736
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Summary of "an empirical analysis of priced systematic risk on bonds and market segmentation"
Murphy, Austin; Benzschawel, Terry; Fu, Liang - In: Proceedings of the Second International Conference on …, (pp. 116-119). 2014
Persistent link: https://www.econbiz.de/10011388084
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The war that bond markets did not perceive as such : the prices of South African bonds during the Second Anglo-Boer War: an extreme case of resilience
Oosterlinck, Kim; Van Gansbeke, Marie - In: Expectations : theory and applications from historical …, (pp. 147-167). 2020
When a conflict breaks out, warring states' bond prices generally experience sharp declines. As military defeat may prompt the winner to ask for reparations, bonds issued by the losing party are usually even more affected. By contrast, during the Second Anglo-Boer War (1899-1902), the prices of...
Persistent link: https://www.econbiz.de/10012199577
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Redemption risk and cash hoarding by asset managers
Morris, Stephen; Shim, Ilhyock; Shin, Hyun Song - In: Journal of monetary economics 89 (2017), pp. 71-87
Persistent link: https://www.econbiz.de/10011799193
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Dealer balance sheets and bond liquidity provision
Adrian, Tobias; Boyarchenko, Nina; Shachar, Or - In: Journal of monetary economics 89 (2017), pp. 92-109
Persistent link: https://www.econbiz.de/10011799199
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No arbitrage theory for bond markets
Klein, Irene; Schmidt, Thorsten; Teichmann, Josef - In: Advanced modelling in mathematical finance : in honour …, (pp. 381-421). 2016
Persistent link: https://www.econbiz.de/10011800388
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Green Bond and shareholders' wealth : a multi-country event study
Siti Nurhidayah Mohd Roslen; Yee, Lee Sin; Salizatul … - In: International journal of globalisation and small … 9 (2017) 1, pp. 61-69
Persistent link: https://www.econbiz.de/10011803122
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The Affordable Care Act : credit implications for U.S. hospitals
Gilliland, Jim; Singh, Anu R.; Zuckerman, Lisa; McLean, … - In: Municipal finance journal : the state and local … 36 (2016) 4, pp. 19-38
Persistent link: https://www.econbiz.de/10011875646
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Infrastructure in the United States : becoming "second to none"
Laing, Bryan; Bennon, Michael; Zuchorski, Scott; … - In: Municipal finance journal : the state and local … 38 (2017) 3, pp. 1-21
Persistent link: https://www.econbiz.de/10011875724
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Up-to-date interest rate curve and tax law changes : what are the effects on the municipal market?
Hatch, Kjerstin; Rai, Vikram; Doe, Thomas; Miller, John - In: Municipal finance journal : the state and local … 38 (2017) 3, pp. 23-43
Persistent link: https://www.econbiz.de/10011875743