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Factor decomposition and diversification in European corporate bond markets

Pieterse-Bloem, Mary; Mahieu, Ronald J. - In: Journal of international money and finance 32 (2013), pp. 194-213

Persistent link: https://www.econbiz.de/10009732890

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

European Banking M&A : die Kapitalmarktperspektive

Lorenz, Johannes-Tobias - 2006 - 1. Aufl.

Persistent link: https://www.econbiz.de/10003335966

The regulation of corporate bond offerings : a comparative analysis

Kung, Felicia H. - In: Journal of international economic law 26 (2005) 3, pp. 409-453

Persistent link: https://www.econbiz.de/10003297986

Intertemporal stablility of the European credit spread co-movement structure

Annaert, Jan; Claes, Anouk G. P.; De Ceuster, Marc J. - In: The European journal of finance 12 (2006) 1, pp. 23-32

Persistent link: https://www.econbiz.de/10003305219

The microstructure of European bond markets : organization, price formation, and cost of liquidity

Flögel, Volker - 2006 - 1. Aufl.

Persistent link: https://www.econbiz.de/10003307883

Developing corporate bond markets: a European legal perspective

Nierop, Erwin - In: Developing corporate bond markets in Asia : proceedings …, (pp. 61-73). 2006

Persistent link: https://www.econbiz.de/10003288554

The pricing of risk in European credit and corporate bond markets

Berndt, Antje (contributor); Obreja, Iulian (contributor) - 2007

This paper investigates the determinants of the default risk premia embedded in the European credit default swap spreads. Using a modified version of the intertemporal capital asset pricing model, we show that default risk premia represent compensation for bearing exposure to systematic risk and...

Persistent link: https://www.econbiz.de/10003516709

Determinants of corporate debt securities in the euro area

Bondt, Gabe J. de - In: The European journal of finance 11 (2005) 6, pp. 493-509

Persistent link: https://www.econbiz.de/10003245212

High-yield bond diffusion in the United States, the United Kingdom, and the euro area

Bondt, Gabe J. de; Marqués Ibáñez, David - In: Journal of financial services research : JFSR 27 (2005) 2, pp. 163-181

Persistent link: https://www.econbiz.de/10002866888