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Research on corporate bond risk premium and default based on voluntary dual ratings selection

Yu, Qianlong; Xiao, Xiaoyi; Lin, Yimin - In: Emerging markets, finance & trade : a journal of the … 59 (2023) 6, pp. 1690-1706

Persistent link: https://www.econbiz.de/10014289783

Investment Commonality across Insurance Companies : Fire Sale Risk and Corporate Yield Spreads

Nanda, Vikram K. - 2018

Insurance companies often follow highly correlated investment strategies. As major investors in corporate bonds, their investment commonalities subject investors to fire-sale risk when regulatory restrictions prompt widespread divestment of a bond following a rating downgrade. Reflective of...

Persistent link: https://www.econbiz.de/10012936328

The impacts of liquidity measures and credit rating on corporate bond yield spreads : evidence from China's green bond market

Chang, Kai; Feng, Yan Ling; Liu, Wang; Lu, Ning; Li, … - In: Applied economics letters 28 (2021) 17, pp. 1446-1457

Persistent link: https://www.econbiz.de/10012626592

Reaching for yield and the cross section of bond returns

Chen, Qianwen; Choi, Jaewon - In: Management science : journal of the Institute for … 70 (2024) 8, pp. 5226-5245

Persistent link: https://www.econbiz.de/10015047067

Investment commonality across insurance companies : fire sale risk and corporate yield spreads

Nanda, Vikram; Wu, Wei; Zhou, Xing - In: Journal of financial and quantitative analysis : JFQA 54 (2019) 6, pp. 2543-2574

Persistent link: https://www.econbiz.de/10012165923

Do credit market shocks drive output fluctuations? : evidence from corporate spreads and defaults

Meeks, Roland - In: Journal of economic dynamics & control 36 (2012) 4, pp. 568-584

Persistent link: https://www.econbiz.de/10009554335

Modeling the effect of macroeconomic factors on corporate default and credit rating transitions

Figlewski, Stephen; Frydman, Halina; Liang, Weijian - In: International review of economics & finance : IREF 21 (2012) 1, pp. 87-105

Persistent link: https://www.econbiz.de/10009428084

Default clauses in debt contracts

Li, Ningzhong; Lou, Yun; Vasvari, Florin P. - In: Review of accounting studies 20 (2015) 4, pp. 1596-1638

Persistent link: https://www.econbiz.de/10011396659

Inferring default probabilities from credit spreads

Benzschawel, Terry; Assing, Andrew - In: The journal of fixed income 21 (2012) 4, pp. 13-24

Persistent link: https://www.econbiz.de/10009670765

Informed bond trading, corporate yield spreads, and corporate default prediction

Han, Song; Zhou, Xing - In: Management science : journal of the Institute for … 60 (2014) 3, pp. 675-694

Persistent link: https://www.econbiz.de/10010347894

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