Similar Search Results

Narrow search

Effects of being a fallen angel on bond ratings and yields

Cai, Nianyun - In: The journal of trading 8 (2013) 2, pp. 7-13

Persistent link: https://www.econbiz.de/10009749893

The cost of debt for Yankee and domestic bonds

Cai, Nianyun - In: Journal of multinational financial management 40 (2017), pp. 1-13

Persistent link: https://www.econbiz.de/10011927798

Is corporate social responsibility priced into Yankee bonds?

Zhu, Steven X.; Cai, Nianyun; Zhu, Hui - In: Finance research letters 71 (2025), pp. 1-11

Persistent link: https://www.econbiz.de/10015198270

Does corporate social responsibility facilitate credit ratings : evidence from Rule 144A bonds

Cai, Nianyun; Zhu, Steven X.; Zhu, Hui - In: Finance research letters 76 (2025), pp. 1-17

Persistent link: https://www.econbiz.de/10015409065

The impact of sovereign risk on bond duration : evidence from Asian sovereign bond markets

Lee, Hei Wei; Xie, Yan Alice; Yau, Jot - In: International review of economics & finance : IREF 20 (2011) 3, pp. 441-451

Persistent link: https://www.econbiz.de/10009304045

Sovereign risk and its changing effects on bond duration during financial crisis

Lee, Hei Wei; Xie, Yan Alice; Yau, Jot - In: Applied financial economics 24 (2014) 22/24, pp. 1465-1477

Persistent link: https://www.econbiz.de/10010460096

6 Managing Risk in Sovereign Bond Portfolios: The Impact of Sovereign and Call Risks on Duration

Xie, Yan Alice; Yau, Jot; Lee, Hei Wai - In: International financial markets, (pp. 109-124). 2014

The study examines the joint effect of sovereign and call risks on the duration of callable sovereign bonds over the period 1996–2011. The results indicate that the sovereign risk-adjusted duration is significantly shorter than its Macaulay counterpart for U.S. dollar-denominated...

Persistent link: https://www.econbiz.de/10015368579