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Fragmentation and heterogeneity in the euro-area corporate bond market : back to normal?

Zaghini, Andrea - 2016

We assess the degree of market fragmentation in the euro-area corporate bond market by disentangling the determinants of the risk premium paid on bonds at origination. By looking at over 2,400 bonds we are able to isolate the country-specific effects which are a suitable indicator of the market...

Persistent link: https://www.econbiz.de/10011431131

Euro corporate bond risk factors

Castagnetti, Carolina; Rossi, Eduardo - In: Journal of applied econometrics 28 (2013) 3, pp. 372-391

Persistent link: https://www.econbiz.de/10009756516

Credit risk in the euro area

Gilchrist, Simon; Mojon, Benoît - 2014

Persistent link: https://www.econbiz.de/10010353423

Credit risk in the euro area

Gilchrist, Simon; Mojon, Benoît - 2014

Persistent link: https://www.econbiz.de/10010356911

Corporate social responsibility and Eurozone corporate bonds : the moderating role of country sustainability

Stellner, Christoph; Klein, Christian; Zwergel, Bernhard - In: Journal of banking & finance 59 (2015), pp. 538-549

Persistent link: https://www.econbiz.de/10011544682

Measuring financial fragmentation in the euro area corporate bond market

Horny, Guillaume; Manganelli, Simone; Mojon, Benoît - 2016

Persistent link: https://www.econbiz.de/10011566761

MIDAS regressions with time-varying parameters : an application to corporate bond spreads and GDP in the Euro area ; conference paper

Schumacher, Christian - 2014 - 3 February 2014

Mixed-data sampling (MIDAS) regressions allow to estimate dynamic equations that explain a low-frequency variable by high-frequency variables and their lags. To account for temporal instabilities in this relationship, this paper discusses an extension to MIDAS with time-varying parameters, which...

Persistent link: https://www.econbiz.de/10010481353

Banking, business cycles and corporate bond markets in the context of financial stability and European integration

Gruber, Alexander - 2016

Ansteckungseffekte zwischen Banken und Staaten, die Spannungen in der Eurozone aufgrund von divergierenden Entwicklungen der … und adressiert die internationale Dimension des Themas in der fiskalisch fragmentierten Eurozone. Die Rolle des … Ungleichgewichte in der Realwirtschaft aufgrund von undisziplinierter und unkoordinierter Lohnsetzung innerhalb der Eurozone untersucht …

Persistent link: https://www.econbiz.de/10011478440

Sovereign and corporate credit risk : evidence from the Eurozone

Bedendo, Mascia; Colla, Paolo - In: The journal of corporate finance : contracting, … 33 (2015), pp. 34-52

Persistent link: https://www.econbiz.de/10011408394

Empirical estimates of the impact of the euro on the corporate bond market in the euro area

Bondt, Gabe J. de; Lichtenberger, Jung-Duk - In: Applied economics letters 11 (2004) 11, pp. 675-678

Persistent link: https://www.econbiz.de/10002195577