Similar Search Results

The effect of bank relationships on bond spreads : additional evidence from Japan

Aoki, Yasuharu - In: The journal of corporate finance : contracting, … 68 (2021), pp. 1-18

Persistent link: https://www.econbiz.de/10012585754

Corporate yields and sovereign yields

Bevilaqua, Julia; Hale, Galina; Tallman, Eric - In: Journal of international economics 124 (2020), pp. 1-15

Persistent link: https://www.econbiz.de/10012590677

Cross-currency credit spreads : harvesting the idiosyncratic basis as a source of ARP

Henide, Karim - In: Journal of derivatives and quantitative studies 30 (2022) 2, pp. 74-88

This paper identifies the "idiosyncratic basis", the residual premia computed from stripping away the hypothetical cross-currency basis (CCB) from the cross-currency credit spread (CCCS) of eligible senior corporate dollardenominated bonds relative to their hypothetical euro-denominated...

Persistent link: https://www.econbiz.de/10013202388

Downside risk and defaultable bond returns

Liang, Xinting; Yang, Baochen; Su, Yunpeng; An, Yunbi - In: Journal of management science and engineering 6 (2021) 1, pp. 99-110

This paper analyzes the influence of downside risk on defaultable bond returns. By introducing a defaultable bond … bond excess returns using a portfolio-level analysis and Fama-MacBeth regressions. We find that downside risk is a strong … and robust predictor for future bond returns. In addition, due to the higher proportion of abnormal transactions in the …

Persistent link: https://www.econbiz.de/10013206142

Default risk characteristics of poll-based bond spreads : evidence from India

M, Jayadev; Jacob, Joshy - In: Journal of emerging market finance 9 (2010) 1, pp. 51-70

Persistent link: https://www.econbiz.de/10010216670

Impact of credit quality on credit spread of Green Bonds : a global evidence

Colombage, Sisira; Nanayakkara, K. G. M. - In: Review of development finance 10 (2020) 1, pp. 31-42

Persistent link: https://www.econbiz.de/10012437855

Information opacity and corporate bond returns : the dynamics of split ratings

Abad, Pilar; Ferreras, Rodrigo; Robles-Fernández, M. … - In: Journal of international financial markets, … 68 (2020), pp. 1-13

Persistent link: https://www.econbiz.de/10012495879

Debt covenants and credit spread valuation : the special case of Chinese global bonds

Chang, Sean Tat; Ross, Donald G. - In: Global finance journal 30 (2016), pp. 27-44

Persistent link: https://www.econbiz.de/10011714617

Dissecting the bond profitability premium

Campbell, T. Colin; Chichernea, Doina C.; Petkevich, Alex - In: Journal of financial markets 27 (2016), pp. 102-131

Persistent link: https://www.econbiz.de/10011722223

Unobservable country bond premia and fragmentation

De Santis, Roberto A. - In: Journal of international money and finance 82 (2018), pp. 1-25

Persistent link: https://www.econbiz.de/10012000221