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Euro corporate bonds risk factors

Castagnetti, Carolina (contributor); … - 2006

This paper investigates the determinants of credit spread changes on bonds denominated in euro. The analysis is carried out using a panel data on euro bonds. We try to asses the relative importance of market and idiosyncratic factors in explaining the movements in credit spread. Because credit...

Persistent link: https://www.econbiz.de/10003322005

Issuer quality and corporate bond returns

Greenwood, Robin; Hanson, Samuel G. - 2011

Persistent link: https://www.econbiz.de/10008904723

Affine and quadratic Markov processes and their applications in finance

Chen, Li - 2004

Persistent link: https://www.econbiz.de/10003549391

Three essays on credit risk

Liu, Jin - 2004

Persistent link: https://www.econbiz.de/10003551486

Returns to defaulted corporate bonds

Thorsell, Hekan - In: Investment management and financial innovations 8 (2011) 1, pp. 168-185

Persistent link: https://www.econbiz.de/10009153804

Default risk in corporate yield spreads

Dionne, Georges; Gauthier, Geneviève; Hammami, Khemais; … - In: Financial management 39 (2010) 2, pp. 707-731

Persistent link: https://www.econbiz.de/10009500493

Issuer quality and corporate bond returns

Greenwood, Robin; Hanson, Samuel G. - In: The review of financial studies 26 (2013) 6, pp. 1483-1525

Persistent link: https://www.econbiz.de/10009755361

Are short sellers informed? : evidence from the bond market

Kecskés, Ambrus; Mansi, Sattar; Zhang, Andrew Jianzhong - In: The accounting review : a publication of the American … 88 (2013) 2, pp. 611-639

Persistent link: https://www.econbiz.de/10009732825

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

Bond market response to the collapse of prominent investment banks

Li, Si; Madura, Jeff; Richie, Nivine - In: The financial review : the official publication of the … 48 (2013) 4, pp. 645-670

Persistent link: https://www.econbiz.de/10010197661

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