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Credit risk in the euro area

Gilchrist, Simon; Mojon, Benoît - 2014

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

Credit risk in the euro area

Gilchrist, Simon; Mojon, Benoît - 2014

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

Corporate bond markets and the euro : changes can already be seen

Ithurbide, Philippe - In: Economic & financial review : a journal of the European … 6 (1999) 2, pp. 53-85

Persistent link: https://www.econbiz.de/10001433631

Physical and transition risk premiums in euro area corporate bond markets

Bats, Joost; Bua, Giovanna; Kapp, Daniel - 2023

Persistent link: https://www.econbiz.de/10013477596

EURAXI : A Benchmark for Euro Credit Spreads

Saroyan, Susanna; Cont, Rama - 2023

We study the feasibility and benefits of implementing an across-the-curve credit spread index for the Eurozone. We …

Persistent link: https://www.econbiz.de/10014353428

Essays in empirical finance

Jankauskas, Tomas - 2023

Persistent link: https://www.econbiz.de/10014330066

The incorporation of climate change risk in the eurosystem monetary policy framework and the decarbonisation of the corporate bond portfolio

Capasso, Fabio; Imperato, Roberto; Russo, Luigi - In: Financial Risk Management and Climate Change Risk : The …, (pp. 163-176). 2023

Persistent link: https://www.econbiz.de/10014369678

The Role of Bank Lending Tightening on Corporate Bond Issuance in the Eurozone

Kaya, Orcun - 2017

The availability of bank lending and corporate bond markets underwent a drastic change in the eurozone with the break … lending tightening on non-financial corporate (NFC) bond issuance in the eurozone. By utilizing a unique data set provided by … reporting considerable tightening on loans leads to around a 7% increase in firms' bond issuance in the eurozone. The …

Persistent link: https://www.econbiz.de/10012973832

Leading Indicator Properties of Corporate Bond Spreads, Excess Bond Premia and Lending Spreads in the Euro Area

Krylova, Elizaveta - 2016

This paper analyses leading indicator properties of a broad set of credit spreads, compiled on the basis of information from both corporate bonds and bank loans for forecasting of real activity, unemployment, inflation and lending volumes in the euro area and in five major European economies. It...

Persistent link: https://www.econbiz.de/10012988612

Measuring Financial Fragmentation in the Euro Area Corporate Bond Market

Horny, Guillaume - 2016

This paper analyses the determinants of euro area non-financial corporate bonds over the last decade. We decompose the spread between the yield of German, French, Italian and Spanish corporate bonds vis-à-vis the German Bund of similar maturity into country, credit and duration risk premia...

Persistent link: https://www.econbiz.de/10012995485