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Fixed income analytics
Garbade, Kenneth D. (ed.) - 1996
Persistent link: https://www.econbiz.de/10013481458
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Examining US monetary spillover to Indonesian local currency government bonds in volatile periods
Nugraha, Muhammad Fajar - 2023
This study analyzes the magnitude of the US monetary policy spillover on the Indonesian local currency government bond …
Persistent link: https://www.econbiz.de/10014289870
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Can municipal bonds hedge US state-level climate risks?
Polat, Onur; Gupta, Rangan; Cepni, Oguzhan; Ji, Qiang - 2024
Persistent link: https://www.econbiz.de/10014521269
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ETF risk models
Kakushadze, Zura; Yu, Willie - In: Bulletin of applied economics 9 (2022) 1, pp. 1-17
Persistent link: https://www.econbiz.de/10013407268
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Standard & Poor's quality rankings revisited : the revisit confirms earlier findings
Muller, Frederick L. - In: The journal of portfolio management : a publication of … 13 (1987) 3, pp. 64-68
Persistent link: https://www.econbiz.de/10001114281
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Bond rating discrepancies and the effect on municipal bond yields
Perry, Larry G. - In: Quarterly journal of business and economics : QJBE 30 (1991) 1, pp. 110-127
Persistent link: https://www.econbiz.de/10001102468
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The effect of bond downratings on building industry stock returns
Hatfield, Gay B. - In: The southern business & economic journal 14 (1991) 4, pp. 196-206
Persistent link: https://www.econbiz.de/10001110804
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The impact of a third credit rating on the pricing of bonds
Jewell, Jeff; Livingston, Miles - In: The journal of fixed income 10 (2000) 3, pp. 69-85
Persistent link: https://www.econbiz.de/10001549800
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Expected returns, yield spreads, and asset pricing tests
Campbello, Murillo; Chen, Long; Zhang, Lu - 2005
Persistent link: https://www.econbiz.de/10002823463
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Good news is no news ? : The impact of credit rating changes on the pricing of asset-backed securities
Ammer, John; Clinton, Nathanael - 2004
Persistent link: https://www.econbiz.de/10002137755