Similar Search Results

A joint factor model for bonds, stocks, and options

Bali, Turan G.; Beckmeyer, Heiner; Goyal, Amit - 2023 - This version: November 8, 2023

Persistent link: https://www.econbiz.de/10014483091

Bond variance risk premia

Mueller, Philippe; Vedolin, Andrea; Yen, Yu-min - 2012

Persistent link: https://www.econbiz.de/10009552228

The pricing of contingent claims written on bonds by simulation of bond price processes : version 2.0

Miltersen, Kristian R.; Nielsen, Lars - 1989

Persistent link: https://www.econbiz.de/10000775498

Climate-linked bonds

Broeders, Dirk; Dimitrov, Daniel; Verhoeven, Niek - 2025

Climate-linked bonds, issued by governments and supranational organizations, are pivotal in advancing towards a net-zero economy. These bonds adjust their payoffs based on climate variables such as average temperature and greenhouse gas emissions, providing investors a hedge against long-term...

Persistent link: https://www.econbiz.de/10015181854

A robust pricing of specific structured bonds with coupons

Evgenidis, Anastasios; Siriopoulos, Costas - In: Journal of risk finance : the convergence of financial … 15 (2014) 3, pp. 234-247

Persistent link: https://www.econbiz.de/10010391448

Testing beta stationarity across bond rating changes

Impson, C. Michael; Karafiath, Impre; Glascock, John Leslie - In: The financial review : the official publication of the … 27 (1992) 4, pp. 607-618

Persistent link: https://www.econbiz.de/10002110934

Market reaction to macroeconomic anouncements : green vs conventional bonds

Contractor, Danny; Balli, Faruk; Hoxha, Indrit - In: Applied economics 55 (2023) 15, pp. 1637-1662

Persistent link: https://www.econbiz.de/10013554962

The Impact of Bond Rating Changes on Corporate Bond Prices : New Evidence from the Over-the-Counter Market

May, Anthony D. - 2012

I study the information content of bond ratings changes using daily corporate bond data from TRACE. Abnormal bond … significant, although the reaction to upgrades is economically small. Monthly abnormal bond returns around downgrades and upgrades … bond market, the stock market reaction to upgrades is statistically insignificant. Evidence suggests that the differing …

Persistent link: https://www.econbiz.de/10013109503

The effect of dividend smoothing on bond spreads : evidence from Japan

Aoki, Yasuharu - In: International review of economics & finance : IREF 85 (2023), pp. 621-637

Persistent link: https://www.econbiz.de/10014428240

On Death Bond Pricing

Erkmen, Bilkan - 2011

Persistent link: https://www.econbiz.de/10013126894