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The impact of fallen angels on investment grade corporate bonds portfolios : evidence from the European market

Bolognesi, Enrica; Ferro, Marianna; Zuccheri, Andrea - In: International journal of finance & economics : IJFE 19 (2014) 4, pp. 267-278

Persistent link: https://www.econbiz.de/10010471904

New approach to comparative analysis of financial intermediation in the European Union

Vlasenko, Maryna - In: Ukraine unter Entscheidungszwang : Veränderungen in …, (pp. 146-155). 2014

Persistent link: https://www.econbiz.de/10010480541

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

The determinants of sovereign credit spread changes in the Euro-zone

Oliveira, Luís; Curto, José Dias; Nunes, Joaõ Pedro Vidal - In: Journal of international financial markets, … 22 (2012) 2, pp. 278-304

Persistent link: https://www.econbiz.de/10009581700

The performance of investment grade corporate bond funds : evidence from the European market

Dietze, Leif Holger; Entrop, Oliver; Wilkens, Marco - In: The European journal of finance 15 (2009) 1/2, pp. 191-209

Persistent link: https://www.econbiz.de/10003827104

Forecasting growth and stock performance using government and corporate yield curves : evidence from the European and Asian markets

Saar, Dan; Yagil, Yossi - In: Journal of international financial markets, … 37 (2015), pp. 27-41

Persistent link: https://www.econbiz.de/10011474971

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

Gruber, Alexander - 2016

This thesis combines five chapters, all of which have been motivated by the exciting and intense policy discussions that have been dominating the political and economic landscape in recent years. It covers European bank regulation and its effects on financial stability and economic welfare, the...

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

Contagion in the credit default swap market : the case of the GM and Ford crisis in 2005

Coudert, Virginie (contributor); Gex, Mathieu (contributor) - 2008

Persistent link: https://www.econbiz.de/10003750642

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