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Corporate yields and sovereign yields

Bevilaqua, Julia; Hale, Galina; Tallman, Eric - In: Journal of international economics 124 (2020), pp. 1-15

Persistent link: https://www.econbiz.de/10012590677

Corporate bond ratings, underwriters’ reputation and cost of bonds

Chen, Chao; Zhao, Yang; Zhao, Yu - In: Asia-Pacific journal of accounting & economics : … 26 (2019) 1/2, pp. 1-16

Persistent link: https://www.econbiz.de/10012173902

Predictability of term spread for economic activity with liquidity premium theory

Hwang, Sunju; Lee, Hahn-shik - In: Emerging markets finance & trade : a journal of the … 52 (2016) 7/9, pp. 1528-1541

Persistent link: https://www.econbiz.de/10011594363

Lévy-Vasicek models and the long-bond return process

Brody, Dorje C.; Hughston, Lane P.; Meier, David M. - In: International journal of theoretical and applied finance 21 (2018) 3, pp. 1-26

Persistent link: https://www.econbiz.de/10011889447

Natural rate chimera and bond pricing reality

Brand, Claus; Goy, Gavin; Lemke, Wolfgang - 2020

Incorporating arbitrage-free term-structure dynamics into a semi-structural macro-model, we jointly estimate the real equilibrium interest rate (r*), trend inflation, and term premia for the United States and the euro area, using a Bayesian approach. The natural real rate and trend inflation are...

Persistent link: https://www.econbiz.de/10012425011

Liquidity, surprise volume and return premia in the oil market

Batten, Jonathan A.; Kinateder, Harald; Szilágyi, Péter G. - In: Energy economics 77 (2019), pp. 93-104

Persistent link: https://www.econbiz.de/10012306351

What factors shape the liquidity levels of euro area sovereign bonds?

Jurksas, Linas - In: Open economics 1 (2018) 1, pp. 154-166

The purpose of this paper is to determine the factors that shape the liquidity levels of euro area sovereign bonds. The … values of liquidity measure and explanatory variables were calculated from the limitorder book dataset for almost five …-sectional regression model. The results revealed that characteristics of sovereign bonds are indeed highly linked with bond liquidity …

Persistent link: https://www.econbiz.de/10011989217

Debt composition and lax screening in the corporate bond market

Ben-Zion, Uri; Galil, Koresh; Lahav, Eyal; Shapir, … - In: International review of economics & finance : IREF 56 (2018), pp. 178-189

Persistent link: https://www.econbiz.de/10012033684

Redemptions and asset liquidations in corporate bond funds

Dötz, Niko; Weth, Mark - 2019

Mutual funds' exposure to corporate bonds has brought concerns about risks arising from liquidity transformation back … to the fore. With a focus on fund asset liquidity and investors, this paper explores the flow-performance relationship … and the liquidity management of funds in the presence of net redemptions. We highlight the response of fund liquidity …

Persistent link: https://www.econbiz.de/10012268205

Does face-to-face contact matter? : evidence on loan pricing

Gabbi, Giampaolo; Giammarino, Michele; Matthias, Massimo; … - In: The European journal of finance 26 (2020) 7/8, pp. 820-836

Persistent link: https://www.econbiz.de/10012207308

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