. Significant similarities in the bond characteristics are therefore anticipated, which ultimately leads to similarities in pricing … for these bond issuers over time. In this paper, using a very rich database with primary catastrophe bond data from June … 1997 to March 2020, and proposing a novel random intercept model, the variations in catastrophe bond premiums introduced by …

bond markets has contributed greatly to this. Stresses in international markets after the failure of Lehman severely tested ….Full publication: "http://ssrn.com/abstract=2001995" Weathering Financial Crises: Bond Markets in Asia and the Pacific …

In the literature, there is no consensus on a common approach to measure bond liquidity. This paper is the first to … comprehensively compare all commonly employed liquidity measures based on intraday and daily data for the U.S. corporate bond market …

, cumulatively, due to low bond yields since the onset of the Euro crisis. In order to determine the contribution of the "flight to … quality" to this sum, we define the flight to quality as a factor which has caused German bond yields and crisis country bond …

Equilibrium bond-pricing models rely on inflation being bad news for future growth to generate upward-sloping nominal …

green bond returns and volatilities. On the whole, the evidence suggests weaker linkages, and thus a lower degree of …

Earlier studies in the finance literature show that macroeconomic fundamentals can predict excess bond returns. We … less than the real factors; (iii) the inflation factors have almost no predictivepower and (iv) the excess bond returns …

Taking the first bond defaults in each province in China as credit events, we adopt a difference-in-difference model … event day, suggesting a spillover effect. The spillover effect is stronger for local state-owned-enterprise bond defaults … rates and higher general public budget revenue are less affected by the first bond defaults. Overall, our paper provides new …

% year-on-year while the CPI of euro area increased by 5% year-on-year. In China, the CPI increased by 2.3% year-on-year, the ….3%. In this month, monetary policy operations achieved a net money withdrawal for the amount of RMB320 billion, and the bond … repo rates showed ups and downs. Bond yields went down in general, and the ChinaBond New Composite Index rose slightly …