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  • Search: subject_exact:"Unternehmensanleihe"
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Year of publication
Subject
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Unternehmensanleihe 3,627 Corporate bond 3,607 Kreditrisiko 920 Credit risk 915 Zinsstruktur 833 Yield curve 832 Theorie 657 Theory 653 Rentenmarkt 608 Bond market 605 Anleihe 572 Bond 567 USA 555 United States 551 Risikoprämie 504 Risk premium 499 Kapitaleinkommen 377 Capital income 375 Public bond 374 Öffentliche Anleihe 374 Credit rating 310 Kreditwürdigkeit 309 Unternehmensfinanzierung 301 Fremdkapital 298 Corporate finance 297 Schätzung 294 Estimation 293 Debt financing 291 Portfolio selection 252 Portfolio-Management 252 Börsenkurs 247 Share price 244 Liquidity 229 Liquidität 217 Insolvency 212 Insolvenz 212 Kapitalstruktur 209 Börsengang 208 Initial public offering 208 Capital structure 207
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Online availability
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Free 1,642 Undetermined 756
Type of publication
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Book / Working Paper 1,974 Article 1,670 Journal 3
Type of publication (narrower categories)
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Article in journal 1,536 Aufsatz in Zeitschrift 1,536 Graue Literatur 676 Non-commercial literature 676 Working Paper 636 Arbeitspapier 619 Aufsatz im Buch 121 Book section 121 Hochschulschrift 97 Thesis 62 Collection of articles of several authors 25 Collection of articles written by one author 25 Sammelwerk 25 Sammlung 25 Conference paper 15 Konferenzbeitrag 15 Aufsatzsammlung 14 Amtsdruckschrift 8 Government document 8 Case study 5 Fallstudie 5 Konferenzschrift 5 Handbook 3 Handbuch 3 Reprint 3 Amtliche Publikation 2 Conference proceedings 2 Dissertation u.a. Prüfungsschriften 2 Market information 2 Marktinformation 2 Book review 1 Doctoral Thesis 1 Mehrbändiges Werk 1 Multi-volume publication 1 Research Report 1 Rezension 1 Statistics 1 Statistik 1 Systematic review 1 Universitätsschrift 1
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Language
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English 3,505 German 113 Russian 8 Italian 4 French 3 Polish 3 Dutch 2 Spanish 2 Ukrainian 2 Undetermined 2 Croatian 1 Portuguese 1 Albanian 1 Serbian 1 Swedish 1
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Author
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Schmukler, Sergio L. 38 Massa, Massimo 31 Wu, Chunchi 30 Altman, Edward I. 25 Nozawa, Yoshio 25 Becker, Bo 23 Choi, Jaewon 22 Shachar, Or 20 Helwege, Jean 19 Huang, Jing-Zhi 19 Ivashina, Victoria 19 Bai, Jennie 18 Boyarchenko, Nina 18 Yasuda, Ayako 18 Adrian, Tobias 17 Levine, Ross 17 Wang, Junbo 17 De Fiore, Fiorella 16 Ericsson, Jan 16 Giesecke, Kay 16 Gilchrist, Simon 16 Gozzi, Juan Carlos 16 Tsoukas, Serafeim 16 Uhlig, Harald 16 Zhang, Lei 16 Acharya, Viral V. 15 Fabozzi, Frank J. 15 Mizen, Paul 15 Subrahmanyam, Marti G. 15 Goldstein, Robert S. 14 He, Zhiguo 14 Manconi, Alberto 14 Remolona, Eli M. 14 Wen, Quan 14 Zaghini, Andrea 14 Bali, Turan G. 13 Boneva, Lena 13 De Santis, Roberto A. 13 Jankowitsch, Rainer 13 Longstaff, Francis A. 13
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Institution
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National Bureau of Economic Research 72 The Wharton Financial Institutions Center 5 Bank für Internationalen Zahlungsausgleich / Währungs- und Wirtschaftsabteilung 3 Charles A. Dice Center for Research in Financial Economics <Columbus, Ohio> 3 Institute of Finance and Accounting <London> 3 OECD 3 World Bank 3 Center for Economic Research <Tilburg> 2 Federal Reserve System / Division of Research and Statistics 2 Nomos Verlagsgesellschaft 2 Akademija narodnogo chozjajstva 1 Asian Development Bank 1 Association for Investment Management and Research 1 BOK-BIS Conference on "Asia-Pacific Fixed Income Markets: Evolving Structure, Participation and Pricing" <2018, Seoul> 1 Bank of Korea 1 Bergische Universität Wuppertal 1 Boston Consulting Group 1 Civic Research Institute <Kingston, NJ> 1 Econometrisch Instituut <Rotterdam> 1 Ekonomiska forskningsinstitutet <Stockholm> 1 European Systemic Risk Board 1 Federal Reserve Bank of Cleveland 1 Federal Reserve Bank of San Francisco 1 Frank J. Fabozzi Associates <New Hope, Pa.> 1 Harvard Institute of Economic Research 1 INSEAD-Wharton Alliance Center for Global Research & Development 1 Institut for Finansiering <Frederiksberg> 1 Institute for Research in the Behavioral, Economic, and Management Sciences 1 International Center for Financial Asset Management and Engineering 1 Internationaler Währungsfonds / Research Department 1 Justus-Liebig-Universität Gießen 1 Krannert Graduate School of Management 1 Linklaters <Frankfurt am Main> 1 Mongol ulsyn ih surguulʹ / Ėrdėm šinžilgėėnij hürėėlėn 1 Oliver Wyman <Firma> 1 Rodney L. White Center for Financial Research 1 Shaker Verlag 1 Société Universitaire Européene de Recherches Financières 1 Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse 1 Technische Universität Chemnitz 1
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Published in...
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Journal of banking & finance 90 NBER working paper series 68 The journal of fixed income 65 Journal of financial economics 62 Working paper / National Bureau of Economic Research, Inc. 60 The review of financial studies 58 NBER Working Paper 55 The journal of finance : the journal of the American Finance Association 40 The journal of corporate finance : contracting, governance and organization 32 Journal of financial and quantitative analysis : JFQA 30 Finance research letters 26 Discussion paper / Centre for Economic Policy Research 25 Discussion papers / CEPR 24 Working paper series / European Central Bank 23 ECB Working Paper 22 International review of financial analysis 22 The European journal of finance 19 International review of economics & finance : IREF 18 Working paper series / New York University, Salomon Center, Leonard N. Stern School of Business 18 Finance and economics discussion series 17 Journal of international financial markets, institutions & money 17 Journal of risk and financial management : JRFM 17 Management science : journal of the Institute for Operations Research and the Management Sciences 17 Research paper series / Swiss Finance Institute 17 Staff reports / Federal Reserve Bank of New York 16 Pacific-Basin finance journal 15 Review of finance : journal of the European Finance Association 15 The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association 15 Developing corporate bond markets in Asia : proceedings of a BIS/PBC seminar held in Kunming, China on 17 - 18 November 2005 14 Fisher College of Business working paper series 14 Journal of international money and finance 14 Review of quantitative finance and accounting 14 Staff working papers / Bank of England 14 Journal of financial markets 13 Journal of financial stability 13 Working paper / Centre for Financial Research 13 Applied economics 12 Applied economics letters 12 Policy research working paper : WPS 12 SpringerLink / Bücher 12
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Source
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ECONIS (ZBW) 3,613 EconStor 19 USB Cologne (EcoSocSci) 14 OLC EcoSci 1
Showing 1 - 50 of 3,647
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Bankruptcy regime change and credit risk premium on corporate bonds : evidence from the indian economy
Sengupta, Rajeswari; Vardhan, Harsh - 2023
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Physical and transition risk premiums in euro area corporate bond markets
Bats, Joost; Bua, Giovanna; Kapp, Daniel - 2023
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A default contagion model for pricing defaultable bonds from an information based perspective
Nakagawa, Hidetoshi; Takada, Hideyuki - In: Quantitative finance 23 (2023) 1, pp. 169-185
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Physical and transition risk premiums in euro area corporate bond markets
Bats, Joost; Bua, Giovanna; Kapp, Daniel - 2023
We study climate risk premiums in euro area corporate bond markets. As gauges of climate risk, we distinguish between physical and transition risks using textual analysis. Our findings show that, since the Paris agreement, physical risk is significantly priced in corporate bonds with longer-term...
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Analysis of yields and their determinants in the European corporate green bond market
Grishunin, Sergei; Bukreeva, Alesya; Suloeva, Svetlana; … - In: Risks : open access journal 11 (2023) 1, pp. 1-19
The green bond market helps to mobilize financial sources toward sustainable investments. Green bonds are similar to conventional bonds but are specifically designed to raise money to finance environmental projects. The feature of green bonds is the existence of greenium, or the lower yield...
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Corporate debt structure : the long and the short of it
Clark, Steven P.; Park, Min - In: The journal of corporate accounting & finance 34 (2023) 2, pp. 149-165
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Bond Duration and Convexity Under Stochastic Interest Rates and Credit Spreads
Dione, Ibrahima; Lai, Van Son - 2023
We investigate the impact of credit spreads on the stochastic duration and convexity of corporate bonds with respect to the very metrics for equivalent Treasury bonds. We show that the credit spread has two interacting effects on both the duration and the convexity of a corporate coupon bond as...
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Corporate Bond Moments and Predictability of Equity Returns
Li, Sophia Zhengzi; Yuan, Peixuan; Zhou, Guofu - 2023
We document that the first and third cross-sectional moments of corporate bond returns significantly and positively predict future stock market returns both in- and out-of-sample. The predictability emerges from informed bond trading and gradual diffusion of information. Particularly, the...
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Predicting Individual Corporate Bond Returns
He, Xin; Feng, Guanhao; Wang, Junbo; Wu, Chunchi - 2023
This paper documents substantial evidence of return predictability and investment gains for individual corporate bonds via machine learning. The forecast-implied long-short and market-timing strategies deliver significant risk-adjusted returns over transaction costs. Random Forest has the best...
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Defaultable Discrete Forward Rate Model with Covariance Structure Guaranteeing Positive Credit Spreads
Fries, Christian P. - 2023
We consider a classical discrete term-structure model for the joint modelling of risk-free and defaultable bonds (also known under its historical name, defaultable LIBOR market model). We model the risk-free forward rate Lᵢ and the defaultable forward-rate Lᵈᵢ.In the usual specification...
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Unconventional green
Zaghini, Andrea - 2023
We analyze the effects of the PEPP (Pandemic Emergency Purchase Programme), the temporary quantitative easing implemented by the ECB immediately after the burst of the Covid-19 pandemic. We show that the differences in aim, size and flexibility with respect to the traditional Corporate Sector...
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Confucian culture and corporate bond pricing
Tang, Xudong - In: China journal of accounting research : CJAR 16 (2023) 1, pp. 1-24
We investigate the effect of Confucian culture on corporate bond pricing. Using the birthplace data of 56,759 Jinshi in the Ming and Qing dynasties to construct a proxy of Confucian culture, we find a significantly negative relation between Confucian culture and bond pricing: the stronger the...
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Bond Rating Agencies : Conflicts and Competence
Fridson, Martin S. - 2023
Faulty ratings of mortgage-related collateralized bond obligations played a prominent role in the financial crisis of 2008. Some critics charge that the rating agencies did not merely make honest mistakes, but were hopelessly conflicted by their practice of collecting revenue from the bond...
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Corporate Governance and Institutional Demand for Corporate Bonds
Lei, Ivy Qiongwen - 2023
This paper finds that institutional investors prefer holding bonds issued by firms with good corporate governance. This preference is particularly robust for life insurance companies which are the dominant long-term investors and pension funds that also hold bonds for the long term. Governance...
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Liquidity Prediction in the Corporate Bond Market
Yu, Haiyue - 2023
I perform a comparative analysis of several state-of-the-art machine learning methods for liquidity prediction in the corporate bond market. I first construct a liquidity measure using the first principal component of 11 liquidity measures, then build a comprehensive data library of corporate...
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An Institutional Innovation to Reduce the Agency Costs of Public Corporate Bonds
Amihud, Yakov; Garbade, Kenneth; Kahan, Marcel - 2023
Debt financing gives rise to conflicts of interest between creditors and stockholders that are better controlled with private loans than publicly traded bonds. However, public debt has greater liquidity and diversifiability. We propose an institutional innovation ? a "supertrustee" - that...
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Valuation of corporate debt and equity in uncertain markets
Matenda, Frank Ranganai; Chirima, Justin; Sibanda, Mabutho - In: International journal of economics and financial issues … 13 (2023) 1, pp. 7-12
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Managing Liquidity of Emerging Markets Corporate Debt
Vladimirova, Desislava; Schiereck, Dirk; Stroh, Maximilian - 2023
Emerging markets (EM) corporate bonds are perceived to offer attractive diversification potential and risk-adjusted returns, but to be illiquid. This study expands the empirical evidence by examining the liquidity of EM debt by solving a triangular structured system. We find EM bond liquidity to...
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ESG Disclosure as Advertisement of Corporate Bond Issuances
Hoepner, Andreas G. F.; Schiemann, Frank; Schneider, Fabiola - 2023
This paper investigates whether firms strategically deviate positively from their normal environmental, social, and governance (ESG) disclosure levels as a signal to investors to obtain better access to finance. Analysing 3,900 firm-year observations in the US corporate bond market from 2009 to...
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The Shade of Green : Greenwashing in The Corporate Green Bond Markets
Institute for Monetary and Financial Research, Hong Kong - 2023
This working paper is written by Victor Leung (Hong Kong Monetary Authority), Wilson Wan (Hong Kong Monetary Authority) and Joe Wong (Hong Kong Monetary Authority).This study explores the “dark side” of the current development of corporate green bond markets. We document that greenwashing is...
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Orderbook demand for corporate bonds
Krebbers, Arthur; Marshall, Andrew P.; McColgan, Patrick; … - In: European financial management : the journal of the … 29 (2023) 1, pp. 247-287
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Green Bond Effects on the CDS Market
Ahn, Jung-Hyun; Attaoui, Sami; Fouquau, Julien - 2023
The paper investigates CDS spreads reaction to the type of issued bonds, green or conventional. We use an event study based on the CDS spreads reaction for the green bond issuance. First, we find that there is a green bond effect. That is, CDS spreads decline when a green bond is issued,...
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Sustainability and Credit Spreads in Japan
Okimoto, Tatsuyoshi; Takaoka, Sumiko - 2023
Does the market value the environmental, social, and governance (ESG) performance of firms in corporate bond credit spreads? In this study, we construct the firm-level corporate bond credit spread based on the ‘bottom-up’ approach and examine the relationship between corporate ESG...
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Common factors in the performance of European corporate bonds – evidence before and after the financial crisis
Aussenegg, Wolfgang; Götz, Lukas; Jelic, Ranko - 2023
We examine monthly excess returns for 23 Euro-denominated corporate bond indices and propose a new specification for bond asset pricing models. Specifically, we separate level and slope components of term and default risk factors and examine liquidity risk. Our results suggest that level and...
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Corporate Governance and Corporate Bond Liquidity
Lei, Ivy Qiongwen - 2023
Using a comprehensive panel data set by ISS, we construct a multi-dimensional governance measure and investigate the effect on corporate bond liquidity. We find that governance has a significant impact on bond liquidity, which works through improved firms’ information disclosure and interest...
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Extreme Illiquidity and Cross-Sectional Corporate Bond Returns
Chen, Xi; Wang, Junbo; Wu, Chunchi; Wu, Di - 2023
Corporate bonds carry a premium of extreme illiquidity (EIL). This premium permeates all rating categories and heightens in times of stress and periods with high uncertainty. EIL has predictive power in the cross-section for future returns up to at least a one-year horizon. Active investors like...
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The Credit Spread Puzzle – Evidence From Multiple Quasi-Natural Experiments
Kriebel, Johannes; Pfingsten, Andreas; Platte, Daniel - 2023
Credit spreads are the yields of risky debt securities minus risk-free rates. The finance literature has long argued which share of them is due to credit risk and which share results from other factors. We suggest a novel set of multiple quasi-natural experiments based on government guarantees...
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Centralising Bond Trading
Benos, Evangelos; Gurrola-Perez, Pedro; Alderighi, Stefano - 2023
The majority of bond trading around the world takes place in over-the-counter (OTC) markets where liquidity is provided by a relatively small number of financial institutions (dealers), who use their balance sheets to intermediate trades. This is in stark contrast to stock markets, where trading...
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Predicting Corporate Governance Effect on Corporate Bond Yields Using Neural Networks
Lei, Ivy Qiongwen - 2023
Using a comprehensive corporate governance data set and machine learning techniques, specifically Neural Networks, I validate a significant effect and out of sample predictability of governance for corporate bond yield to maturity, which is the most important discount factor for bond valuations....
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Who Pays for Sustainability? An Analysis of Sustainability-Linked Bonds
Kölbel, Julian; Lambillon, Adrien-Paul - 2023
We examine the novel phenomenon of sustainability-linked bonds (SLBs). These bonds’ coupon is contingent on the issuer achieving a predetermined sustainability performance target. We estimate the yield differential between SLBs and non-sustainable counter-factuals by matching bonds from the...
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Financial fragilities and risk-taking of corporate bond funds in the aftermath of central bank policy interventions
Branzoli, Nicola; Gallo, Raffaele; Ilari, Antonio; … - 2023
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Investigating the determinants of corporate bond credit spreads in the euro area
Letta, Simone; Mirante, Pasquale - 2023
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Uncertainty and the cost of bank versus bond finance
Grimme, Christian - In: Journal of money, credit and banking : JMCB 55 (2023) 1, pp. 143-169
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Policy support in promoting green bonds in Asia : empirical evidence
Azhgaliyeva, Dina; Kapsalyamova, Zhanna - In: Climate policy 23 (2023) 4, pp. 430-445
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Synthetic options and implied volatility for the corporate bond market
Chen, Steven Shu-Hsiu; Doshi, Hitesh; Seo, Sang Byung - In: Journal of financial and quantitative analysis : JFQA 58 (2023) 3, pp. 1295-1325
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Dash for dollars
Cesa-Bianchi, Ambrogio; Czech, Robert; Eguren-Martin, … - 2023
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Air pollution and local government financing costs : evidence from the Chinese municipal corporate bond spread
Wei, Xiaokun; Ruan, Qingsong; Lv, Dayong; Wu, Jie - In: Borsa Istanbul Review 23 (2023) 3, pp. 647-661
Using a sample of Chinese municipal corporate bonds from 2011 to 2019, this paper investigates the effect of city-level air pollution on local government financing costs. We find that cities with severe air pollution tend to have higher municipal corporate bond spreads, indicating that air...
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Determinants of short-term corporate yield spreads : evidence from the commercial paper market
Huang, Jing-Zhi; Liu, Bibo; Shi, Zhan - In: Review of finance : journal of the European Finance … 27 (2023) 2, pp. 539-579
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Analysis of success factors, benefits, and challenges of issuing : green bonds in Lithuania
Bužinskė, Julija; Stankevičienė, Jelena - In: Economies : open access journal 11 (2023) 5, pp. 1-20
The objective of this study is to establish understanding of the success factors in issuing green bonds including the corresponding benefits and challenges of their issuance in Lithuania. The research methodology is comprised of the three parts: (1) a literature review to examine the success...
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Trading and liquidity in the catastrophe bond market
Hibbeln, Martin - In: The journal of risk & insurance 90 (2023) 2, pp. 283-328
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Investor-driven corporate finance : evidence from insurance markets
Kubitza, Christian - 2023
I study the causal effect of bond investor demand on the financing and investment decisions of nonfinancial firms using granular data on the bond transactions of U.S. insurance companies. Liquidity inflows from insurance premiums combined with insurers' persistent investment preferences identify...
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Corporate credit and leverage in the EU : recent evolution, main drivers and financial stability implications
Beck, Thorsten; Peltonen, Tuomo; Perotti, Enrico C.; … - 2023
This report presents a long-term view of the evolution of financing of EU non-financial corporations (NFCs) in recent decades. It finds a decline in NFC leverage since at least 2008, and across countries, size categories and industries. It also documents a growing role of non-bank financial...
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Credit ETFs in mutual funds and corporate bond liquidity
Meli, Jeffrey; Todorova, Zornitsa - In: Financial markets, institutions & instruments 32 (2023) 3, pp. 89-114
Persistent link: https://ebtypo.dmz1.zbw/10014326679
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Across-the-curve credit spread indices
Berndt, Antje; Duffie, Darrell; Zhu, Yichao - In: Financial markets, institutions & instruments 32 (2023) 3, pp. 115-130
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Corporate credit and leverage in the EU: Recent evolution, main drivers and financial stability implications
Beck, Thorsten; Peltonen, Tuomo; Perotti, Enrico C.; … - 2023
This report presents a long-term view of the evolution of financing of EU non-financial corporations (NFCs) in recent decades. It finds a decline in NFC leverage since at least 2008, and across countries, size categories and industries. It also documents a growing role of non-bank financial...
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ESG criteria and the credit risk of corporate bond portfolios
Höck, André; Bauckloh, Michael Tobias; Dumrose, Maurice; … - 2023
Demand for sustainable fixed-income investment solutions is surging but there is hardly research on the impact of sustainability on the risk characteristics of fixed-income portfolios. This study examines the impact of sustainability on the credit risk exposure of U.S. corporate bond portfolios...
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Fundamentals, real-time uncertainty and CDS index spreads
Audzeyeva, Alena - In: Review of quantitative finance and accounting 61 (2023) 1, pp. 1-33
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Essays in empirical finance
Jankauskas, Tomas - 2023
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Bond Investments Under Low Interest Rates : Evidence from Corporate Bond Mutual Fund Flows
Huang, Jingzhi; LI, Peipei; Wang, Yuan; Yao, Xiangkun; … - 2023
This paper employs data on corporate bond mutual fund flows to investigate bond investments under low interest rates. In response to the Fed’s lower interest rate policy, we find that investment-grade bond funds receive inflows, while high-yield bond funds are not responsive. This result can...
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The Shade of Green : Greenwashing in the Corporate Green Bond Markets
Leung, Pak Ho; WAN, Wilson Tsz Shing; Wong, Joe - 2023
This study explores the “dark side” of the corporate green bond markets. We first document that greenwashing is not uncommon in green bond markets, as some corporates are found to have no reduction in greenhouse gas emission intensities after their initial green bond issuance. Next, we find...
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