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Default risk as a factor preventing companies from entering the sukuk market

Kalimullina, Madina; Hassan, M. Kabir - In: Risk management : an international journal 24 (2022) 4, pp. 298-326

Persistent link: https://www.econbiz.de/10013464188

Defaults on European Dollar bonds

1934

Persistent link: https://www.econbiz.de/10013448115

Foreign Dollar bond defaults

1934

Persistent link: https://www.econbiz.de/10013448118

Intertemporal defaulted bond recoveries prediction via machine learning

Nazemi, Abdolreza; Baumann, Friedrich; Fabozzi, Frank J. - In: European journal of operational research : EJOR 297 (2022) 3, pp. 1162-1177

Persistent link: https://www.econbiz.de/10013263044

Downside risk and defaultable bond returns

Liang, Xinting; Yang, Baochen; Su, Yunpeng; An, Yunbi - In: Journal of management science and engineering 6 (2021) 1, pp. 99-110

This paper analyzes the influence of downside risk on defaultable bond returns. By introducing a defaultable bond … bond excess returns using a portfolio-level analysis and Fama-MacBeth regressions. We find that downside risk is a strong … and robust predictor for future bond returns. In addition, due to the higher proportion of abnormal transactions in the …

Persistent link: https://www.econbiz.de/10013206142

Designing GDP-linked bonds with default

Leventides, John; Melas, Evangelos; Poulios, Costas; … - In: Applied economics quarterly 67 (2021) 4, pp. 311-335

Persistent link: https://www.econbiz.de/10014228939

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

Yu, Qianlong; Xiao, Xiaoyi; Lin, Yimin - In: Emerging markets, finance and trade : EMFT 59 (2023) 6, pp. 1690-1706

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

Pricing defaultable bonds under Hawkes jump-diffusion processes

Chen, Li; Ma, Yong; Xiao, Weilin - In: Finance research letters 47 (2022) 2, pp. 1-8

Persistent link: https://www.econbiz.de/10013553778

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

A default contagion model for pricing defaultable bonds from an information based perspective

Nakagawa, Hidetoshi; Takada, Hideyuki - In: Quantitative finance 23 (2023) 1, pp. 169-185

Persistent link: https://www.econbiz.de/10013490963