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The effect of unfunded pension liabilities on corporate bond ratings, default risk, and recovery rate

Wang, F. Albert; Zhang, Ting - In: Review of quantitative finance and accounting 43 (2014) 4, pp. 781-802

Persistent link: https://www.econbiz.de/10010490992

Bankruptcy regime change and credit risk premium on corporate bonds : evidence from the indian economy

Sengupta, Rajeswari; Vardhan, Harsh - 2023

Persistent link: https://www.econbiz.de/10013531305

Asymmetric effects of noise in Merton default risk model : evidence from emerging Asia

Omar, Arti; Prasanna, P. Krishna - In: Pacific-Basin finance journal 65 (2021), pp. 1-16

Persistent link: https://www.econbiz.de/10013252819

Understanding corporate bond defaults in Korea using machine learning models

Park, Dojoon; Auh, Jun Kyung; Song, Giwan; Eom, Young Ho - In: Asia-Pacific journal of financial studies 53 (2024) 2, pp. 238-276

Persistent link: https://www.econbiz.de/10014530710

Unlocking the power of the topic content in news headlines : BERTopic for predicting Chinese corporate bond defaults

Tang, Wenjin; Bu, Hui; Zuo, Yuan; Wu, Junjie - In: Finance research letters 62 (2024) 1, pp. 1-8

Persistent link: https://www.econbiz.de/10014530802

The information value of credit rating withdrawals

Yi, Seongbaek; Fairchild, Lisa M.; Shin, Yoon S. - In: International journal of bonds and derivatives 2 (2016) 2, pp. 108-132

Persistent link: https://www.econbiz.de/10011587533

On the impact of bond's rating changes on the firm's stock price

Cohen, Gil - In: International journal of financial research 5 (2014) 1, pp. 64-70

Persistent link: https://www.econbiz.de/10010441804

The wealth effects of REIT property acquisitions and dispositions : the creditors' perspective

Li, Qing; Ling, David C.; Mori, Masaki; Ong, Seow-eng - In: The journal of real estate finance and economics 60 (2020) 3, pp. 308-337

Persistent link: https://www.econbiz.de/10012226680

Dissecting the bond profitability premium

Campbell, T. Colin; Chichernea, Doina C.; Petkevich, Alex - In: Journal of financial markets 27 (2016), pp. 102-131

Persistent link: https://www.econbiz.de/10011722223

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

Nanda, Vikram; Wu, Wei; Zhou, Xing - 2017

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/10011710064