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Unsolicited versus solicited : credit ratings and bond yields

Han, Seung Hun; Moore, William Theodore; Shin, Yoon S.; … - In: Journal of financial services research : JFSR 43 (2013) 3, pp. 293-319

Persistent link: https://www.econbiz.de/10009758096

Credit ratings and bond spreads of the GIIPs

Vries, Tim de; Haan, Jakob de - 2014

Persistent link: https://www.econbiz.de/10010384304

Credit ratings and bond spreads of the GIIPS

Vries, Tim de; Haan, Jakob de - In: Applied economics letters 23 (2016) 1/3, pp. 107-111

Persistent link: https://www.econbiz.de/10011414439

Exorbitant privilege? : quantitative easing and the bond market subsidy of prospective fallen angels

Acharya, Viral V.; Banerjee, Ryan; Crosignani, Matteo; … - 2022

We document capital misallocation in the U.S. investment-grade (IG) corporate bond market, driven by quantitative easing (QE). Prospective fallen angels - risky firms just above the IG rating cutoff-enjoyed subsidized bond financing since 2009, especially when the scale of QE purchases peaked...

Persistent link: https://www.econbiz.de/10013161890

Exorbitant privilege? : quantitative easing and the bond market subsidy of prospective fallen angels

Acharya, Viral V.; Banerjee, Ryan; Crosignani, Matteo; … - 2022

Persistent link: https://www.econbiz.de/10012888480

Dollar borrowing, firm credit risk, and FX-hedged funding opportunities

Gálvez, Julio; Gambacorta, Leonardo; Mayordomo, Sergio; … - In: The journal of corporate finance : contracting, … 68 (2021), pp. 1-21

Persistent link: https://www.econbiz.de/10012585788

Do bond issuers shop for favorable credit ratings?

Kronlund, Mathias - In: Management science : journal of the Institute for … 66 (2020) 12, pp. 5944-5968

Persistent link: https://www.econbiz.de/10012391473

The evolving nature of Japanese corporate governance : guaranteed bonds vs. rated bonds

Han, Seung Hun; Pagano, Michael S.; Shin, Yoon S. - In: Journal of international financial markets, … 58 (2019), pp. 162-183

Persistent link: https://www.econbiz.de/10012127847

Portfolio optimization of credit risky bonds : a semi-Markov process approach

Pasricha, Puneet; Selvamuthu, Dharmaraja; D'Amico, Guglielmo - In: Financial innovation : FIN 6 (2020) 25, pp. 1-14

bonds. The criteria to optimize the credit portfolio is based on l∞-norm risk measure and the proposed optimization model is … formulated as a linear programming problem. The input parameters to the optimization model are rate of returns of bonds which are … obtained using credit ratings assuming that credit ratings of bonds follow a semi-Markov process. Modeling credit ratings by …

Persistent link: https://www.econbiz.de/10012268914

A review of bank funding cost differentials

Kroszner, Randall S. - In: Journal of financial services research : JFSR 49 (2016) 2/3, pp. 151-174

Persistent link: https://www.econbiz.de/10011592062