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Disaster risk matters in the bond market

Su, Hao; Ying, Chengwei; Zhu, Xiaoneng - In: Finance research letters 47 (2022) 1, pp. 1-8

Persistent link: https://www.econbiz.de/10013455238

Where's the green bond premium? : evidence from China

Li, Quan; Zhang, Kai; Wang, Li - In: Finance research letters 48 (2022), pp. 1-8

Persistent link: https://www.econbiz.de/10013463262

Credit spreads in the European green bond market : a daily analysis of the COVID-19 pandemic impact

Cicchiello, Antonella Francesca; Cotugno, Matteo; … - In: Journal of international financial management & accounting 33 (2022) 3, pp. 383-411

Persistent link: https://www.econbiz.de/10013463780

Greenwashing and credit spread : evidence from the Chinese green bond market

Xu, Guoquan; Lu, Nuotian; Tong, Yan - In: Finance research letters 48 (2022), pp. 1-6

Persistent link: https://www.econbiz.de/10013463882

Does local gambling culture affect bond yield spread? : evidence from China

Xie, Yan; Wang, Xin; Chan, Kam C. - In: Applied economics letters 30 (2023) 8, pp. 1101-1106

Persistent link: https://www.econbiz.de/10014303722

A New Concept of Credit Spread for Defaultable Bond Pricing

Liu, Yunkang - 2023

A new concept of credit spread for defaultable bond pricing is introduced in this paper. When combined with the …

Persistent link: https://www.econbiz.de/10014346579

Foreign-law premium for European high-yield corporate bonds

Jelic, Ranko; Zeng, Yiming; Karouzakis, Nikolaos - In: Finance research letters 52 (2023), pp. 1-10

Persistent link: https://www.econbiz.de/10014472152

Rethinking greenium : a quadratic function of yield spread

Huang, Chih-Yueh; Dekker, David J.; Christopulos, … - In: Finance research letters 54 (2023), pp. 1-8

Persistent link: https://www.econbiz.de/10014472655

Oil price uncertainty and the cost of debt : evidence from the Chinese bond market

Gan, Tian; Jiang, Yan; Wu, Xi; Zhang, Mingxin - In: Journal of Asian economics 87 (2023), pp. 1-15

Persistent link: https://www.econbiz.de/10014478261

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