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Are pre-funded bonds good substitutes for zeros in corporate financing?

Hung, Ken; Liu, Shinhua - In: International journal of bonds and derivatives 2 (2016) 4, pp. 365-378

Persistent link: https://www.econbiz.de/10011807750

Effects of credit quality on tax-exempt and taxable yields

Liu, Sheen; Wang, Junbo; Wu, Chunchi - In: The journal of fixed income 13 (2003) 2, pp. 80-99

Persistent link: https://www.econbiz.de/10001803163

Taxes, default risk, and credit spreads

Liu, Sheen; Wu, Chunchi - In: The journal of fixed income 14 (2004) 2, pp. 71-85

Persistent link: https://www.econbiz.de/10002421474

On the calibration of structural credit spread models

Qi, Howard; Liu, Sheen; Wu, Chunchi - In: Annals of finance 5 (2009) 2, pp. 189-208

Persistent link: https://www.econbiz.de/10003813195

The determinants of corporate bond yields

Liu, Sheen; Shi, Jian; Wang, Junbo; Wu, Chunchi - In: The quarterly review of economics and finance : journal … 49 (2009) 1, pp. 85-109

Persistent link: https://www.econbiz.de/10003810593

Repo counterparty risk and on-/off-the-run treasury spreads

Liu, Sheen; Wu, Chunchi - In: Review of asset pricing studies 7 (2017) 1, pp. 81-143

Persistent link: https://www.econbiz.de/10011734554

The impact of textual sentiment on sovereign bond yield spreads : evidence from the Eurozone crisis

Liu, Sha - In: Multinational finance journal : MF ; quarterly … 18 (2014) 3/4, pp. 215-248

Persistent link: https://www.econbiz.de/10011457724

The Impact of Textual Sentiment on Sovereign Bond Yield Spreads : Evidence from the Eurozone Crisis

Liu, Sha - 2015

This study examines the relation between textual sentiment (media pessimism), the concentration/volume of news, and sovereign bond yield spreads, specifically in Greece, Ireland, Italy, Portugal and Spain during the European sovereign debt crisis from 2009 to 2012. The findings suggest that...

Persistent link: https://www.econbiz.de/10013020967

The Impact of Textual Sentiment on Sovereign Bond Yield Spreads : Evidence from the Eurozone Crisis

Liu, Sha - 2015

Persistent link: https://www.econbiz.de/10013034420

Interdealer Price Dispersion and Intermediary Capacity

Eisfeldt, Andrea L.; Herskovic, Bernard; Liu, Shuo - National Bureau of Economic Research - 2024

Intermediation capacity varies across dealers, and as a result, misallocation of credit risk reduces the risk-bearing capacity of the dealer sector and increases effective market-level risk aversion. When the efficient reallocation of credit risk within the dealer sector is impaired, interdealer...

Persistent link: https://www.econbiz.de/10015072939