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Credit rating announcement and bond liquidity : the case of emerging bond markets

Saadaoui, Amir; Elammari, Anis; Kriaa, Mohamed - In: Journal of economics, finance & administrative science 27 (2022) 53, pp. 86-104

markets on the liquidity of their bond markets. This study analyses the liquidity of bonds in various emerging bond markets … the sovereign debt crisis. This study notes that the bond liquidity is affected due to the sign of the rating granted by … study first directly tests the information content of bond ratings announcements and their effect on bond market liquidity …

Persistent link: https://www.econbiz.de/10013382185

Settling defaults in the era of bond finance

Eichengreen, Barry - 1988

Persistent link: https://www.econbiz.de/10013421802

The liquidity impact of Chinese green bonds spreads

Su, Tong; Lin, Boqiang - In: International review of economics & finance : IREF 82 (2022), pp. 318-334

Persistent link: https://www.econbiz.de/10013543137

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

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

Bond yield effects of corporate bond default : evidence from bond default events of 2014-2022

Wang, Hui; Li, Jiarui; Luo, Yixuan - In: Finance research letters 60 (2024), pp. 1-7

Persistent link: https://www.econbiz.de/10014490413

Greenness ratings and green bond liquidity

Dorfleitner, Gregor; Eckberg, Jens; Utz, Sebastian - In: Finance research letters 55 (2023) 1, pp. 1-7

Persistent link: https://www.econbiz.de/10014473236

The regime-switching structural default risk model

Milidonis, Andreas; Chisholm, Kevin - In: Risks : open access journal 12 (2024) 3, pp. 1-33

We develop the regime-switching default risk (RSDR) model as a generalization of Merton's default risk (MDR) model. The RSDR model supports an expanded range of asset probability density functions. First, we show using simulation that the RSDR model incorporates sudden changes in asset values...

Persistent link: https://www.econbiz.de/10014497430

The role of social media in the corporate bond market : evidence from Twitter

Bartov, Eli; Faurel, Lucile; Mohanram, Partha - In: Management science : journal of the Institute for … 69 (2023) 9, pp. 5638-5667

Persistent link: https://www.econbiz.de/10014392963

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