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Year of publication
Subject
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Anleihe 4,168 Bond 3,876 Theorie 1,494 Theory 1,486 USA 1,135 United States 1,114 Rentenmarkt 773 Bond market 749 Zinsstruktur 699 Yield curve 688 Public bond 675 Öffentliche Anleihe 675 Portfolio-Management 569 Portfolio selection 563 Kapitaleinkommen 489 Capital income 488 Corporate bond 384 Unternehmensanleihe 384 Risikoprämie 361 Risk premium 358 Welt 293 World 287 Schätzung 269 Kreditrisiko 268 Börsenkurs 267 CAPM 266 Share price 263 Estimation 262 Credit risk 256 Deutschland 215 Kreditwürdigkeit 209 Credit rating 208 Islamic finance 208 Islamisches Finanzsystem 208 Festverzinsliches Wertpapier 201 Zins 196 Interest rate 187 Germany 184 Finanzmarkt 174 Financial market 171
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Online availability
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Free 1,276 Undetermined 594
Type of publication
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Book / Working Paper 2,273 Article 2,018 Journal 21
Type of publication (narrower categories)
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Article in journal 1,716 Aufsatz in Zeitschrift 1,716 Graue Literatur 661 Non-commercial literature 661 Working Paper 597 Arbeitspapier 566 Aufsatz im Buch 208 Book section 208 Hochschulschrift 190 Thesis 151 Lehrbuch 66 Textbook 63 Collection of articles of several authors 52 Sammelwerk 52 Dissertation u.a. Prüfungsschriften 37 Bibliografie enthalten 30 Bibliography included 30 Amtsdruckschrift 22 Government document 22 Handbook 22 Handbuch 22 Collection of articles written by one author 21 Sammlung 21 Conference paper 18 Konferenzbeitrag 18 Ratgeber 17 Glossar enthalten 15 Glossary included 15 Guidebook 11 Aufsatzsammlung 10 Konferenzschrift 9 Conference proceedings 8 Bibliografie 7 Commentary 7 Kommentar 7 Article 6 Bibliographie 5 Mehrbändiges Werk 5 Multi-volume publication 5 Case study 4
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Language
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English 3,634 German 459 Undetermined 127 French 39 Italian 19 Russian 8 Spanish 8 Danish 6 Polish 6 Dutch 5 Portuguese 3 Swedish 2 Arabic 1 Hungarian 1 Norwegian 1
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Author
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Fabozzi, Frank J. 89 Choudhry, Moorad 24 Altman, Edward I. 19 Campbell, John Y. 17 Viceira, Luis M. 15 Rudebusch, Glenn D. 14 Altavilla, Carlo 13 Livingston, Miles 13 Bühler, Wolfgang 12 Christiansen, Charlotte 12 Ariff, Mohamed 11 Zhou, Lei 11 Aslanidis, Nektarios 10 Bekaert, Geert 10 Swanson, Eric T. 10 Baele, Lieven 9 Becker, Bo 9 Blake, David 9 Greenwood, Robin 9 Mann, Steven V. 9 Renne, Jean-Paul 9 Safari, Meysam 9 Smith, Donald J. 9 Stock, Duane R. 9 Weill, Laurent 9 Wilkens, Marco 9 Zhou, Hao 9 Bauer, Michael D. 8 Bodie, Zvi 8 Ederington, Louis H. 8 Giacomini, Raffaella 8 Godlewski, Christophe J. 8 Hamilton, James D. 8 Hasler, Peter Thilo 8 Houweling, Patrick 8 Inghelbrecht, Koen 8 Ivashina, Victoria 8 Piazzesi, Monika 8 Saunders, Anthony 8 Schotman, Peter C. 8
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Institution
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National Bureau of Economic Research 63 Frank J. Fabozzi Associates <New Hope, Pa.> 11 Asian Development Bank 4 Institut für Schweizerisches Bankwesen <Zürich> 4 OECD 4 Ekonomiska forskningsinstitutet <Stockholm> 3 Paribas Capital Markets Group <London> 3 Springer Fachmedien Wiesbaden 3 World Bank 3 Association for Investment Management and Research 2 Bank für Internationalen Zahlungsausgleich / Study Group on Fixed Income Markets 2 Bank für Internationalen Zahlungsausgleich / Währungs- und Wirtschaftsabteilung 2 CFA Institute <Charlottesville, Va.> 2 Centre for Financial Research <Köln> 2 Deutsches Aktieninstitut 2 European Bond Commission 2 Europäische Kommission 2 Frankfurt School of Finance & Management 2 Malaysia / Suruhanjaya Sekuriti 2 National Centre of Competence in Research - Financial Valuation and Risk Management 2 Oesterreichische Nationalbank 2 School of Accounting, Finance and Economics <Perth, Western Australia> 2 Trojka Dialog <Moskau> 2 Universität <Mannheim> / Behavioral Finance Group 2 Weltbank 2 epubli GmbH 2 Arbeitsgemeinschaft der Deutschen Wertpapierbörsen 1 Associazione Operatori Bancari in Titoli 1 Bank für Internationalen Zahlungsausgleich / Committee on the Global Financial System 1 Bank of Canada 1 Bank of England 1 Bankhaus Friedrich Simon, Kommanditgesellschaft auf Aktien 1 Banque Paribas Capital Markets <London> 1 Basel Committee on Banking Supervision 1 Bundesministerium für Finanzen, Kapitalmarktausschuss 1 Centre for Analytical Finance <Hyderabad> 1 Chancellor of the Exchequer 1 Charles A. Dice Center for Research in Financial Economics <Columbus, Ohio> 1 Climate Bonds Initiative 1 Columbia University / Graduate School of Business 1
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Published in...
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Working paper / National Bureau of Economic Research, Inc. 66 The journal of fixed income 62 NBER working paper series 61 Journal of banking & finance 59 The journal of finance : the journal of the American Finance Association 31 The review of financial studies 31 Journal of financial economics 29 NBER Working Paper 26 Die Bank : Zeitschrift für Bankpolitik und Praxis 25 Discussion paper / Centre for Economic Policy Research 21 Pacific-Basin finance journal 19 Finance research letters 18 Journal of financial and quantitative analysis : JFQA 18 Wiley finance series 17 Working paper series / European Central Bank 17 Research in international business and finance 16 Finance and economics discussion series 15 International review of financial analysis 15 The journal of portfolio management : a publication of Institutional Investor 15 Working paper 15 Applied mathematical finance 14 The handbook of fixed income securities 14 Working papers series / Federal Reserve Bank of San Francisco 14 Applied economics 13 Applied financial economics 13 Gabler Edition Wissenschaft 13 International review of economics & finance : IREF 13 Journal of international money and finance 13 The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association 13 Advanced bond portfolio management : best practices in modeling and strategies 12 Corporate finance / Biz 12 Journal of international financial markets, institutions & money 12 Journal of money, credit and banking : JMCB 12 Management science : journal of the Institute for Operations Research and the Management Sciences 12 The journal of corporate finance : contracting, governance and organization 12 The journal of structured finance 12 Wirtschaftswissenschaftliches Studium : WiSt ; Zeitschrift für Studium und Forschung 12 Corporate finance : Finanzierung, Kapitalmarkt, Bewertung, Mergers & Acquisitions 11 Journal of risk and financial management : JRFM 11 Municipal finance journal : the state and local financing and municipal securities advisor 11
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Source
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ECONIS (ZBW) 4,056 USB Cologne (EcoSocSci) 171 USB Cologne (business full texts) 41 EconStor 37 RePEc 4 OLC EcoSci 3
Showing 1 - 50 of 4,312
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Exorbitant privilege? : quantitative easing and the bond market subsidy of prospective fallen angels
Acharya, Viral V.; Banerjee, Ryan; Crosignani, Matteo; … - 2022
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Green bonds for the transition to a low-carbon economy
Lichtenberger, Andreas; Braga, João Paulo; Semmler, Willi - In: Econometrics : open access journal 10 (2022) 1, pp. 1-31
The green bond market is emerging as an impactful financing mechanism in climate change mitigation efforts. The effectiveness of the financial market for this transition to a low-carbon economy depends on attracting investors and removing financial market roadblocks. This paper investigates the...
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Determining financial uncertainty through the dynamics of Sukuk bonds and prices in emerging market indices
Sial, Muhammad Safdar; Cherian, Jacob; Meero, … - In: Risks : open access journal 10 (2022) 3, pp. 1-13
The main focus of the study is to determine the financial uncertainty while examining the Sukuk bonds prices, Sukuk bond and global emerging market indices returns dynamics. The study, with a time period ranging from 2017 to 2020, applies the quantile regression technique. The study findings...
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Exorbitant privilege? : quantitative easing and the bond market subsidy of prospective fallen angels
Acharya, Viral V.; Banerjee, Ryan; Crosignani, Matteo; … - 2022
We document capital misallocation in the U.S. investment-grade (IG) corporate bond market, driven by quantitative easing (QE). Prospective fallen angels - risky firms just above the IG rating cutoff-enjoyed subsidized bond financing since 2009, especially when the scale of QE purchases peaked...
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Analysing the spillover effects of the South African Reserve Bank's bond purchase programme
Choudhary, Rhea - 2022
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The bond market impact of the South African Reserve Bank bond purchase programme
Havemann, Roy; Van Vuuren, Henk Janse; Steenkamp, Daan; … - 2022
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Macroeconomic drivers and the pricing of uncertainty, inflation, and bonds
Bok, Brandyn; Mertens, Thomas; Williams, John C. - 2022
This paper analyzes a new stylized fact: The correlation between uncertainty shocks and changes in inflation expectations has declined and turned negative over the past quarter century. It rationalizes this fact within a standard New Keynesian model with a lower bound on interest rates combined...
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The bond market impact of the South African Reserve Bank bond purchase programme
Havemann, Roy; Van Vuuren, Henk Janse; Steenkamp, Daan; … - 2022
Persistent link: https://ebtypo.dmz1.zbw/10012939554
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Price impact on term structure
Brigo, Damiano; Graceffa, Federico; Neuman, Eyal - In: Quantitative finance 22 (2022) 1, pp. 171-195
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On the diversification of fixed income assets
Le Courtois, Olivier - In: Risks : open access journal 10 (2022) 2, pp. 1-21
This article introduces a new approach for dealing with the diversification/concentration risk of fixed income assets. Because Government bonds, corporate bonds, and mortgage backed securities constitute a large proportion of the assets of institutional investors in most countries, it is...
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Why do firms issue green bonds?
Daubanes, Julien Xavier; Mitali, Shema Frédéric; … - 2022
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Financing the energy transition: the role, opportunities and challenges of green bonds
Maino, Andrea Giulio - 2022
This paper discusses the current developments and adoption of financial instruments designed to support the efforts of governments and corporations in decarbonizing their activities. Particular focus is given to the role of Green Bonds, a debt-like financial instrument whose proceeds are used to...
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Risk management and agency theory : role of the put option in corporate bonds
Tewari, Manish; Ramanlal, Pradipkumar - In: Journal of risk and financial management : JRFM 15 (2022) 2, pp. 1-28
This study sets out a new methodology to exemplify, through a set of risk metrics called the Greeks, impact of a bond’s structured provisions (e.g., call, put, and conversion options) on its risk characteristics and its propensity for agency conflicts. The methodology is assessed by applying...
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Social bonds and the "social premium"
Torricelli, Costanza; Pellati, Eleonora - 2022
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The pricing of green bonds : external reviews and the shades of green
Dorfleitner, Gregor; Utz, Sebastian; Zhang, Rongxin - In: Review of managerial science : RMS 16 (2022) 3, pp. 797-834
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Agent-based model generating stylized facts of fixed income markets
Kopp, Antoine; Westphal, Rebecca; Sornette, Didier - 2022
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Climate regulatory risks and corporate bonds
Seltzer, Lee; Starks, Laura T.; Zhu, Qifei - 2022
Investor concerns about climate and other environmental regulatory risks suggest that these risks should affect corporate bond risk assessment and pricing. We test this hypothesis and find that firms with poor environmental profiles or high carbon footprints tend to have lower credit ratings and...
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Expectation-driven term structure of equity and bond yields
Zeng, Ming; Zhao, Guihai - 2022 - Last updated: May 11, 2022
Recent findings on the term structure of equity and bond yields pose serious challenges to existing models of equilibrium asset pricing. This paper presents a new equilibrium model of subjective expectations to explain the joint historical dynamics of equity and bond yields (and their yield...
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The economics of sustainability linked bonds
Berrada, Tony; Engelhardt, Leonie; Gibson, Rajna; … - 2022
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Did green debt instruments aid diversification during the COVID-19 pandemic?
Narayan, Paresh Kumar; Rizvi, Syed Aun Raza; Sakti, Ali - In: Financial innovation : FIN 8 (2022), pp. 1-15
Faced with a persistent pandemic, investors are concerned about portfolio diversification. While the literature on COVID-19 has evolved impressively, limited work remains on diversification opportunities. We contribute to the literature by exploring the volatility and co-movement of different...
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Turning green into gold : how to make the European green bond standard fit for purpose
Mack, Sebastian - 2022
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Bond insurance and public sector employment
Amornsiripanitch, Natee - 2022
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The rise of bond financing in Europe
Darmouni, Olivier; Papoutsi, Melina - 2022
The rise of bond financing in EuropeUsing large panel data of public and private firms, this paper dissects the growth of bond financing in the Euro Area through the lens of the cross-section of issuers. In recent years, the composition of bond issuers has shifted, with the entry of many smaller...
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Thematic bonds to diversify fiscal sources
In: The sustainability of Asia’s debt : problems, …, (pp. 409-425). 2022
Thematic bonds are fixed-income securities that highlight the issuer's environmental and social objectives, commit funds to relevant activities, and are labeled as such. They are subject to the same capital market and financial regulations as other listed fixed-income securities. Most are backed...
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Econometric estimation of green bond premiums in the Chinese market
Janda, Karel; Zhang, Binyi - 2022
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The yield and market function effects of the reserve bank of Australia's bond purchases
Finlay, Richard; Titkov, Dmitry; Xiang, Michelle - 2022
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Green infrastructure investment opportunities: Indonesia: green recovery : 2022 report
Climate Bonds Initiative; Asian Development Bank - 2022
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The green corporate bond issuance premium
Caramichael, John; Rapp, Andreas - 2022 - Final draft: May 2022
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Macroeconomic drivers and the pricing of uncertainty, inflation, and bonds
Bok, Brandyn; Mertens, Thomas; Williams, John C. - 2022
Persistent link: https://ebtypo.dmz1.zbw/10013269100
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The price of carbon risk : evidence from China’s bond market
Wu, Yuhui; Tian, Yanan - In: China journal of accounting research : CJAR 15 (2022) 2, pp. 1-23
Using a 2009-2019 sample of Chinese bond issuers, we examine the effect of carbon risk on bond financing costs. Relative to low carbon risk issuers, high carbon risk issuers have substantially larger bond credit spreads, mainly because their credit risk is greater and they invest the funds in...
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EZB-Schuldverschreibungen – neue Verwendung für ein altes Instrument?
Hansen, Arne; Meyer, Dirk - In: Wirtschaftsdienst 101 (2021) 9, pp. 732-739
Als Reaktion auf die Corona-Krise haben die Notenbanken des Eurosystems ihre Anleihekäufe im Rahmen des APP-Programms weiter aufgestockt und um das PEPP-Programm erweitert. Diese im Zusammenspiel mit weiteren Maßnahmen der "außergewöhnlichen Geldpolitik" geschaffene zusätzliche Liquidität...
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GDP-Linked Bonds as a New Asset Class
Papavassiliou, Ellie; Topaloglou, Nikolas; Zenios, … - 2021
We show that GDP-linked bonds can provide diversification benefits to investors. We use a stochastic spanning methodology which makes no assumptions on the distri- butional characteristics of the returns of these novel instruments and test both floaters and linkers. None of these types of...
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Interest Rate Sensitivities of Bond Risk Measures
Crack, Timothy Falcon; Nawalkha, Sanjay K. - 2021
We derive a simple expression for the sensitivity of duration, convexity, and higher-order bond risk measures to changes in term structure shape parameters. Our analysis enables fixed income portfolio managers to capture the combined effects of term structure level, slope, and curvature shifts...
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Searching for the Green Premium : A Study of the MDB Bond Market
Warmath, Alex - 2021
In this paper, I test the prediction that green bonds sell for lower yields than equivalent non-green bonds. The relative performance of such green assets is of fundamental importance to the growing ESG investment industry, but current empirical literature disagrees regarding the existence of a...
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Banks as Patient Fixed-Income Investors
Hanson, Samuel Gregory; Shleifer, Andrei; Stein, Jeremy C. - 2021
We examine the business model of traditional commercial banks in the context of their co-existence with shadow banks. While both types of intermediaries create safe "money-like" claims, they go about this in different ways. Traditional banks create safe claims by relying on deposit insurance,...
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Climate Change Transition Risk on Sovereign Bond Markets
Collender, Sierra; Sklibosios Nikitopoulos, Christina; … - 2021
We challenge the narrative that climate change transition risk is not being priced into sovereign bond markets. Climate change transition risk, as measured by carbon dioxide emissions, natural resources rents and renewable energy consumption, are factored into sovereign bond yields (and spreads)...
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Analysis of Bond Portfolios in an ALM Context
Verbiest, Eddy H. - 2021
A system is implemented that simulates a bond portfolio over the long-term of liabilities. It pays all liabilities and extracts continuously a fixed percentage of remaining liabilities to stakeholders while maintaining a strategic asset allocation. This fixed percentage is proposed as return...
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US Stock-Bond Correlation : What are the Macroeconomic Drivers?
Shen, Junying; Weisberger, Noah - 2021
US stock-bond correlation, which plays an important role in institutional portfolio construction, has been persistently negative for the last 20y. This negative correlation allows stocks and bonds to serve as a hedge for each other, enabling CIOs to increase stock allocations while still...
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Green Bonds : The Sovereign Issuers’ Perspective
Doronzo, Raffaele; Siracusa, Vittorio; Antonelli, Stefano - 2021
This paper aims at providing an assessment of green bonds from the perspective of sovereign issuers. After a brief depiction of green bonds’ features, we describe the market evolution, present the EU regulatory framework and identify the main benefits and costs for sovereign issuers. We focus...
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Coexistence of Money and Interest-Bearing Bonds
van Buggenum, Hugo - 2021
This paper revisits how coexistence of money and bonds can make a society better off. For this purpose, a model is constructed in which payment instruments matter for settling real transactions and savings instruments matter because agents differ in how they discount future utility. Because...
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Currency News and International Bond Markets
Yamani, Ehab Abdel-Tawab; Abuelfadl, Moustafa - 2021
We use a sample of 27 countries and 63 currency news announcements in an event study framework to examine the impact of currency news on international government bond markets. Our findings reveal a significant spillover of currency news into bond markets. Specifically, the evidence shows...
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Modeling Corporate Bond Returns
Kelly, Bryan T.; Palhares, Diogo; Pruitt, Seth - 2021
We propose a conditional factor model for corporate bond returns with five factors and time-varying factor loadings. We have three main empirical findings. First, our factor model excels in describing the risks and returns of corporate bonds, improving over previously proposed models in the...
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Dissecting Bond Volatility
Cao, Jie; Chordia, Tarun; Zhou, Linyu - 2021
This paper documents a positive cross-sectional relation between returns and lagged idiosyncratic volatility (IVOL) in the corporate bond market. The relation is stronger following periods of low funding liquidity due to a funding liquidity driven decrease in returns and its subsequent reversal....
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The COVID-19 Emergency Bonds (C-19E-Bonds) : Implementation and Performance
Ruiz Estrada, Mario Arturo - 2021
The idea to propose the COVID-19 Emergency Bonds (C-19E-Bonds) is to find a new financial source and resources to support the COVID-19 crisis with local funds to the government. This type of bond avoids more external debts and generates a national macroeconomic financial stability and...
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The Green Bonding Hypothesis : How do Green Bonds Enhance the Credibility of Environmental Commitments?
Lu, Shirley - 2021
This paper proposes and provides evidence on a green bonding hypothesis, where green bonds act as a commitment device that subjects firms to institutions holding them accountable to their environmental promises. I find that green-bond issuers face higher climate change risks and opportunities...
Persistent link: https://ebtypo.dmz1.zbw/10013216644
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Climate Policy and Corporate Green Bond Issuances
Zheng, Huanhuan - 2021
We find that green bonds exhibit higher capacity to borrow foreign capital in local currency than regular bonds issued by the same firm, which reduces currency mismatch risk in corporates' balance sheets while increasing that in investors'. We further show that this is driven by climate policy,...
Persistent link: https://ebtypo.dmz1.zbw/10013217905
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The Incredible Upside-Down Fixed-Income Market - Negative Interest Rates and Their Implications
Bhansali, Vineer - 2021
In recorded financial history, there are almost no occasions, other than the present, where a significant portion of the global bond markets has been trading at negative nominal yields. Is this an anomaly or what will be the normal state of the financial markets in years to come?This monograph...
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Stocks, Bonds, Bills, and Inflation® (SBBI®) : 2021 Summary Edition
Ibbotson, Roger G.; Harrington, James P. - 2021
The SBBI® Summary Edition will help investment professionals gain an understanding of major asset class returns, return calculations, and the long term impact of size, value/growth, and liquidity on returns
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Tests of CAPM on an International Portfolio of Bonds and Stocks
Engel, Charles M. - 2021
This paper estimates and tests an international version of the Capital Asset Pricing Model. Investors from the U.S., Germany and Japan choose a portfolio that includes bonds and equities from each of these countries to maximize a function of the mean and variance of returns. Investors in each...
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Retail Bond Investors and Credit Ratings
deHaan, Ed; Li, Jiacui; Watts, Edward M. - 2021
Using comprehensive data on U.S. corporate bond trades since 2002, we find that retail bond investors over-rely on untimely credit ratings, neglect firm fundamentals, and appear to misunderstand the trade-off between bond risk and yields. Specifically, retail investors appear to select bonds by...
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