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Subject
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Rentenmarkt 3,749 Bond market 3,647 Public bond 1,062 Öffentliche Anleihe 1,062 Anleihe 709 Bond 700 Theorie 562 Theory 561 Zinsstruktur 559 Corporate bond 558 Unternehmensanleihe 558 Yield curve 551 USA 515 United States 510 Aktienmarkt 455 Capital income 446 Kapitaleinkommen 446 Stock market 446 EU countries 430 EU-Staaten 430 Estimation 401 Schätzung 401 Welt 369 World 369 Financial market 362 Finanzmarkt 362 Geldpolitik 336 Monetary policy 329 Risikoprämie 324 Risk premium 324 Portfolio selection 303 Portfolio-Management 303 Euro area 294 Eurozone 294 Financial crisis 280 Finanzkrise 280 International financial market 275 Internationaler Finanzmarkt 275 Börsenkurs 264 Share price 262
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Online availability
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Free 1,619 Undetermined 592
Type of publication
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Book / Working Paper 2,194 Article 1,545 Journal 10
Type of publication (narrower categories)
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Article in journal 1,312 Aufsatz in Zeitschrift 1,312 Graue Literatur 952 Non-commercial literature 952 Arbeitspapier 827 Working Paper 827 Aufsatz im Buch 231 Book section 231 Hochschulschrift 109 Thesis 82 Collection of articles of several authors 49 Sammelwerk 49 Collection of articles written by one author 28 Sammlung 28 Dissertation u.a. Prüfungsschriften 21 Konferenzschrift 21 Lehrbuch 21 Textbook 21 Amtsdruckschrift 20 Government document 20 Conference paper 19 Konferenzbeitrag 19 Conference proceedings 15 Aufsatzsammlung 13 Handbook 10 Handbuch 10 Market information 9 Marktinformation 9 Bibliografie enthalten 8 Bibliography included 8 Glossar enthalten 7 Glossary included 7 Bibliografie 5 Statistik 5 Statistics 4 Amtliche Publikation 3 Commentary 3 Kommentar 3 Ratgeber 3 Systematic review 3
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Language
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English 3,518 German 152 Undetermined 20 Russian 18 French 13 Polish 11 Spanish 7 Italian 5 Swedish 3 Croatian 2 Korean 1 Norwegian 1 Portuguese 1 Slovak 1
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Author
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Christiansen, Charlotte 29 Warnock, Francis E. 28 Park, Donghyun 24 Burger, John D. 22 Schmukler, Sergio L. 22 Fabozzi, Frank J. 21 Adrian, Tobias 18 Bekaert, Geert 17 Campbell, John Y. 17 Chernov, Mikhail 17 McCauley, Robert N. 17 Viceira, Luis M. 17 Batten, Jonathan A. 16 Eichengreen, Barry 16 Choudhry, Moorad 15 Boyarchenko, Nina 14 Fleming, Michael J. 14 Fratzscher, Marcel 14 Levine, Ross 14 Baele, Lieven 13 Dewachter, Hans 13 Didier, Tatiana 13 Dunne, Peter G. 13 Gürkaynak, Refet S. 13 Hagen, Jürgen von 13 Schuknecht, Ludger 13 Iania, Leonardo 12 Inghelbrecht, Koen 12 Lyrio, Marco 12 Remolona, Eli M. 12 Shachar, Or 12 Vega, Clara 12 Wei, Min 12 Acharya, Viral V. 11 Altman, Edward I. 11 Coenen, Günter 11 Diebold, Francis X. 11 Gyntelberg, Jacob 11 Haiss, Peter R. 11 Massa, Massimo 11
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Institution
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National Bureau of Economic Research 79 Asian Development Bank 25 World Bank 6 Bank für Internationalen Zahlungsausgleich / Währungs- und Wirtschaftsabteilung 5 OECD 5 Centre for Analytical Finance <Århus> 4 Renessans Kapital <Moskau> 4 Trojka Dialog <Moskau> 4 Deutsche Bundesbank 3 Europäische Zentralbank 3 The Wharton Financial Institutions Center 3 Bank of Canada 2 Creditanstalt-Bankverein 2 Federal Reserve Bank of New York 2 Institute of Finance and Accounting <London> 2 International Finance Corporation 2 Internationaler Währungsfonds 2 New York Institute of Finance 2 Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse 2 Verband Deutscher Pfandbriefbanken 2 Weltbank 2 Analitičeskaja Laboratorija Vedi 1 Banco de España 1 Bank für Internationalen Zahlungsausgleich / Committee on the Global Financial System 1 Bank of England / Economics Division 1 Basel Committee on Banking Supervision 1 Center for International Development <Cambridge, Mass.> 1 Center for Research on Pensions and Welfare Politics <Torino> 1 Centre for New and Emerging Markets <London> 1 Conference Developing an Annuity Market in Europe <3, 2002, Torino> 1 Conference on Government Bond Markets and Financial Sector Development in Developing Asian Economies <2000, Manila> 1 Dae oe gyeong je jeong chaeg yeon gu won 1 Danmarks Nationalbank 1 Den Danske Bank 1 Deutschland / Bundesministerium für Wirtschaftliche Zusammenarbeit und Entwicklung 1 Edward Elgar Publishing 1 Ekonomiska forskningsinstitutet <Stockholm> 1 European Systemic Risk Board 1 Europäische Gemeinschaften / Währungsausschuss 1 Europäische Kommission / Gemeinsame Forschungsstelle 1
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Published in...
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NBER working paper series 79 Working paper / National Bureau of Economic Research, Inc. 76 NBER Working Paper 44 Journal of banking & finance 43 Discussion paper / Centre for Economic Policy Research 39 The journal of fixed income 33 Journal of international money and finance 31 Working paper series / European Central Bank 29 International review of financial analysis 28 IMF working papers 27 International review of economics & finance : IREF 23 Finance research letters 21 Journal of financial economics 21 The review of financial studies 21 IMF Working Paper 19 Journal of international financial markets, institutions & money 18 Staff reports / Federal Reserve Bank of New York 18 The North American journal of economics and finance : a journal of financial economics studies 18 IMF working paper 17 Applied economics letters 15 Developing corporate bond markets in Asia : proceedings of a BIS/PBC seminar held in Kunming, China on 17 - 18 November 2005 15 Research in international business and finance 15 Working paper 15 Applied economics 14 Journal of empirical finance 14 Journal of monetary economics 14 Municipal finance journal : the state and local financing and municipal securities advisor 14 Policy research working paper : WPS 14 ASEAN+3 bond market guides 13 BIS working papers 13 Applied financial economics 12 ECB Working Paper 12 Emerging markets review 12 Europäische Hochschulschriften / 5 12 Working papers / Bank for International Settlements 11 Asia's debt capital markets : prospects and strategies for development 10 BIS Working Paper 10 Bond market development in Asia 10 CESifo working papers 10 Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets 10
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Source
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ECONIS (ZBW) 3,699 USB Cologne (EcoSocSci) 50
Showing 1 - 50 of 3,749
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Structural Loopholes in Sustainability-Linked Bonds
Ul Haq, Imtiaz; Doumbia, Djeneba - 2022
Sustainability-Linked Bonds (SLBs) – an innovative debt product that incorporates incentivized sustainability targets – are becoming increasingly popular to encourage issuers to improve their sustainability performance. However, existing SLB structures allow issuers to weaken the link...
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Structural Loopholes in Sustainability-Linked Bonds
Ul Haq, Imtiaz; Doumbia, Djeneba - 2022
Sustainability-Linked Bonds (SLBs) – an innovative debt product that incorporates incentivized sustainability targets – are becoming increasingly popular to encourage issuers to improve their sustainability performance. However, existing SLB structures allow issuers to weaken the link...
Persistent link: https://ebtypo.dmz1.zbw/10013406331
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The Eurosystem's Bond Market Share at an All-Time High : What Does it Mean for Repo Markets?
Carrera de Souza, Tomás; Hudepohl, Tom - 2022
In this paper we study the link between central bank asset purchases and the repo market, to examine the impact of the Eurosystem’s increased footprint in financial markets resulting from the response to the Covid-19 crisis. To do so, we exploit different highly granular data on government...
Persistent link: https://ebtypo.dmz1.zbw/10013406399
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Bond Market Spillover Network During the Global Pandemic : What We Learn from Asean-4 Markets
Uddin, Gazi Salah; Yahya, Muhammad; Park, Donghyun; … - 2022
During decade of market development, the Association of Southeast Asian Nations (ASEAN) financial markets seem to be increasingly integrated into the regional and global markets. The aim of this study is to explore and measure the strength and direction of bond market connectedness between...
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Greeniums in sovereign bond markets
Grzegorczyk, Monika; Wolff, Guntram B. - 2022
The total market value of green bonds exceeded half a trillion dollars in 2021 and will increase to $1 trillion by the end of 2022. The growing European green sovereign bond market has a value of close to €147 billion at issuance. We study whether investors price green sovereign bonds...
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CDS market structure and bond spreads
Bilan, Andrada; Gündüz, Yalın - 2022
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Credit spreads in the European green bond market : a daily analysis of the COVID-19 pandemic impact
Cicchiello, Antonella Francesca; Cotugno, Matteo; … - In: Journal of international financial management & accounting 33 (2022) 3, pp. 383-411
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Liquidity in the German Corporate Bond Market : Has The Cspp Made a Difference?
Schlepper, Kathi; Boneva, Lena; Islami, Mevlud - 2022
The Eurosystem purchased 178 billion euro of corporate bonds between June 2016 and December 2018 under the Corporate Sector Purchase Programme (CSPP). Did these purchases lead to a deterioration of liquidity conditions in the corporate bond market, thus raising concerns about unintended...
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High-frequency data and stock-bond investing
Lai, Yu-Sheng - In: Journal of forecasting 41 (2022) 8, pp. 1623-1638
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The use of principal component analysis (PCA) in building yield curve scenarios and identifying relative-value trading opportunities on the Romanian government bond market
Oprea, Andreea - In: Journal of risk and financial management : JRFM 15 (2022) 6, pp. 1-37
Based on previous research addressing the use of principal component analysis (PCA) in modeling the dynamics of sovereign yield curves, in this paper, we investigate certain characteristics of the Romanian government bond market. We perform PCA on data between March 2019 and March 2022, with...
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CDS market structure and bond spreads
Bilan, Andrada; Gündüz, Yalın - 2022
We study the response of bond spreads to a liquidity supply shock in the credit default swap (CDS) market. Our identification strategy exploits the exogenous exit of a large dealer from the single-name CDS market as well as granular data on CDS transactions and bond portfolio holdings of German...
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Size discount and size penalty : trading costs in bond markets
Pintér, Gábor; Wang, Chaojun; Zou, Junyuan - 2022
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Foreign currency forecasting: what can stock and bond markets tell us?
Phylaktis, Kate; Yamani, Ehab - 2022
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European sovereign bond and stock market granger causality dynamics
Gomes, Pedro; Kurter, Zeynep O.; Morita, Rubens - 2022
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Do credit ratings determine capital structure?
Judge, Amrit; Korzhenitskaya, Anna - In: International journal of the economics of business 29 (2022) 1, pp. 89-118
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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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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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Credit rating announcement and bond liquidity : the case of emerging bond markets
Saadaoui, Amir; Elammari, Anis; Kriaa, Mohamed - In: Journal of economics, finance & administrative science 27 (2022) 53, pp. 86-104
Purpose This study examines the effect of the informational content of local credit rating announcements in emerging markets on the liquidity of their bond markets. This study analyses the liquidity of bonds in various emerging bond markets using a sample of nine countries: Argentina, Mexico,...
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Information spillovers in sovereign debt markets
Cole, Harold L.; Neuhann, Daniel; Ordoñez, Guillermo - 2022
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Price and liquidity discovery in European sovereign bonds and futures
Jappelli, Ruggero; Lucke, Konrad; Pelizzon, Loriana - 2022
This work uses financial markets connected by arbitrage relations to investigate the dynamics of price and liquidity discovery, which refer to the cross-instrument forecasting power for prices and liquidity, respectively. Specifically, we seek to understand the linkage between the cheapest to...
Persistent link: https://ebtypo.dmz1.zbw/10013194146
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How do the financial markets respond to emerging economies' asset purchase program? : evidence from the Covid-19 crisis
Prabheesh, K. P.; Kumar, Sanjiv - 2022
This study examines the impacts of unconventional monetary policy on the exchange rate, stock market, and bond market during the COVID-19 economic crisis in an emerging economy. It focuses particularly on the asset purchase program conducted by the Central Bank of India. The Central Bank...
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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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The Eurosystem’s bond market share at an all-time high: what does it mean for repo markets?
Carrera de Souza, Tomás; Hudepohl, Tom - 2022
Persistent link: https://ebtypo.dmz1.zbw/10013202006
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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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Financial developments in London in the seventeenth century : the Financial Revolution revisited
Sussman, Nathan - In: The journal of economic history 82 (2022) 2, pp. 480-515
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Flash crashes on sovereign bond markets : EU evidence
Bouveret, Antoine; Haferkorn, Martin; Marseglia, Gaetano; … - 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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Flash crashes on sovereign bond markets - EU evidence
Bouveret, Antoine; Haferkorn, Martin; Marseglia, Gaetano; … - 2022
Persistent link: https://ebtypo.dmz1.zbw/10013170971
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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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The global dash for cash : why sovereign bond market functioning varied across jurisdictions in March 2020
Barone, Jordan; Chaboud, Alain; Copeland, Adam; … - 2022
As the economic disruptions associated with the COVID-19 pandemic increased in March 2020, there was a global dash-for-cash by investors. This selling pressure occurred across advanced sovereign bond markets and caused a deterioration in market functioning, leading to central bank interventions....
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Responses of the international bond markets to COVID-19 containment measures
Bao Cong Nguyen To; Tam Van Thien Nguyen; Nham Thi Hong … - In: Journal of risk and financial management : JRFM 15 (2022) 3, pp. 1-11
Using an international sample during the COVID-19 outbreak, our study gives evidence that COVID-19 containment measures impact volatility in the international bond markets in different ways. We found that the positive effect of increasing new COVID-19 vaccinations markedly mitigates bond market...
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Price and Liquidity Discovery in European Sovereign Bonds and Futures
Jappelli, Ruggero; Lucke, Konrad; Pelizzon, Loriana - 2022
This work uses financial markets connected by arbitrage relations to investigate the dynamics of price and liquidity discovery, which refer to the cross-instrument forecasting power for prices and liquidity, respectively. Specifically, we seek to understand the linkage between the cheapest to...
Persistent link: https://ebtypo.dmz1.zbw/10013289266
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The Internet Appendix to Accompany Foreign Currency Forecasting : What Can Stock and Bond Markets Tell Us?
Phylaktis, Kate; Yamani, Ehab Abdel-Tawab - 2022
In this Appendix, we present the results of four supplementary robustness checks including controlling for various macro risks (Appendix A), different time periods (Appendix B), a different method of forecast construction (Appendix C), and different trading strategy (Appendix D)
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Bond Yields Went Down and Foreign Investors Continued to Increase Holdings - Chinese Bond Market Analysis for December 2021
Chen, Sen - 2022
In December 2021, international commodity prices increased sharply, the US Consumer Price Index (CPI) increased by 7% year-on-year while the CPI of euro area increased by 5% year-on-year. In China, the CPI increased by 2.3% year-on-year, the Producer Price Index (PPI) increased by 10.3%...
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2021 China Green Bond Market Operation Report
Shang, Jin; Ma, Sai - 2022
China’s green bond market registered rapid growth in response to the goals of achieving emission peak and carbon neutrality. In 2021, China’s labeled green bond market amounted to over RMB640 billion, becoming a significant part of the global green bond market. The following measures can be...
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Size Discount and Size Penalty : Trading Costs in Bond Markets
Pinter, Gabor; Wang, Chaojun; Zou, Junyuan - 2022
We show that larger trades incur lower trading costs in government bond markets ('size discount'), but costs increase in trade size after controlling for clients’ identities (‘size penalty’). The size discount is driven by the cross‑client variation of larger traders obtaining better...
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Geographic Proximity of Underwriters and Information Channel Substitution Effects in Bond Markets : Evidence from China
Wang, Yan; Chen, Muzi; Huang, Difang; Yang, Xiaoguang - 2022
We investigate the impact of the geographic proximity of underwriters on bond characteristics by using corporate and enterprise bonds issued in China from 2009 to 2019. We find bonds underwritten by underwriters in close geographic proximity are associated with lower financing costs, longer...
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Reconciling TRACE Bond Returns
Kelly, Bryan T.; Pruitt, Seth - 2022
TRACE bond returns are meaningfully different from ICE bond return data used by banks, asset managers, and hedge funds. The core results of Kelly at al. (forthcoming) are robust to instead using WRDS/TRACE data
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A Broad-based Yield Retreat amid Consistent Increase of Foreign Holding - Bond Market Analysis for January 2022
LI, Yipeng - 2022
In January 2022, international commodity prices registered a mix of ups and downs, the US Consumer Price Index (CPI) increased by 7.5% year-on-year while the CPI of the euro area increased by 5.1% year-on-year. In China, the CPI increased by 0.9% year-on-year, the Producer Price Index (PPI)...
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Capital Concentration of the Bond Fund Industry and Bond Market Fragility
Chen, Yong; Du, Mengqiao; Sun, Zheng - 2022
This paper documents a high and increasing capital concentration in the bond fund industry over the past three decades. Large funds deliver better performance and receive larger inflows than small funds, which explains the concentration of bond funds. However, large funds take more risks by...
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Flash Crashes on Sovereign Bond Markets - EU Evidence
Bouveret, Antoine; Haferkorn, Martin; Gaetano, Gaetano; … - 2022
The development of electronic and automated trading in sovereign bond markets has been accompanied by a more frequent occurrence of flash crashes, i.e., episodes of sudden and abrupt price changes that are to a large extent reversed shortly afterwards. We focus our analysis on two flash events...
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Why Bond Market Couldn’t Thrive in Pakistan
Rehman, Seema; Khilji, Jameel Ahmed - 2022
Fixed income market has recently emerged in Pakistan. Onward 1990, prolusion of government securities paved a way for corporates to come forward with their debt papers and long term yield curve came in to existence by introducing FIB’s in 1992 followed by issuance of first Term Finance...
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The Intra-Regional Spillover Effect of Bond Defaults : Evidence from the Chinese Corporate Debt Market
Wang, Wenlong; Huang, Yuqin; Watson, John R.; Yang, Bowen - 2022
Implicit government guarantees in the Chinese bond market, which shaped investors’ belief in rigid payment, have been withdrawn after the first bond default, causing spillover effects on non-defaulted bonds. This study investigates the intra-regional spillover effects of the staggered first...
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Frictional Intermediation, Inventory Hedging, and the Rise of Portfolio Trading in the Corporate Bond Market
Li, Jessica S. - 2022
The rapid rise of corporate bond portfolio trading since the end of 2017 has attracted attention from practitioners and regulators alike. I show that inventory hedging explains the recent meteoric rise of corporate bond portfolio trading, likely aided by the recent proliferation of credit index...
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Extreme connectedness between green bonds, government bonds, corporate bonds and other asset classes : insights for portfolio investors
Abakah, Emmanuel Joel Aikins; Tiwari, Aviral Kumar; … - In: Journal of risk and financial management : JRFM 15 (2022) 10, pp. 1-17
This paper aims to examine the connectedness between green and conventional assets, particularly during the period of economic downturn. Specifically, we examine quantile-based time-varying connectedness between the green bond market and other financial assets using quantile vector...
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The Fed’s central bank swap lines and FIMA repo facility
Choi, Mark; Goldberg, Linda S.; Lerman, Robert; … - In: Economic policy review 28 (2022) 1, pp. 93-113
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The federal reserve’s market functioning purchases
Fleming, Michael J.; Liu, Haoyang; Podjasek, Rich; … - In: Economic policy review 28 (2022) 1, pp. 210-241
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Disagreement, Liquidity, and Price Drifts in the Corporate Bond Market
Nozawa, Yoshio; Qiu, Yancheng; Xiong, Yan - 2022
We document empirical evidence for post-earnings announcement drift (PEAD) in corporate bond prices using transaction data. PEAD is more pronounced for bonds that trade more frequently than those that trade infrequently and also manifests in the credit default swap (CDS) market, rejecting the...
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Long-Term Liquidity Effects of Large-Scale Asset Purchase Programs : Evidence from the Euro Covered Bond Market
Weigerding, Michael - 2022
This study documents that asset purchase programs can dampen market liquidity. It uses a unique dataset of global euro-denominated covered bonds, which quantitative easing has affected to a larger extent than other markets. While the start of the central bank purchases amplifies liquidity for...
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Pricing and Constructing International Government Bond Portfolios
Randl, Otto; Simion, Giorgia; Zechner, Josef - 2022
This paper documents that even naïve cross-market diversification strategies lead to substantial improvements of risk-return relations of government bond portfolios. Motivated by this finding, we derive a global stochastic discount factor, which prices excess returns of individual bond markets...
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