Search Results - "Bond markets"

Book

by Choudhry, Moorad
2004

“...This book is aimed at experienced practitioners in the corporate bond markets and is a specialised text for investors and traders. The author relates from both...”

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Holdings Uni Bonn

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Developing Asian Bondmarkets

by Ito, Takatoshi Chul Park, Yung
edited by Takatoshi Ito Yung Chul Park

2014

“...The absence of vibrant bondmarkets in East Asia was a significant contributor to the 1997–98 financial crisis. Ever since, the development of local bondmarkets...”

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Journal Article

EMU and European government bond market integration

by Abad, Pilar Chuliá, Helena Gómez-Puig, Marta Published in Journal of banking & finance (2010)

“...In this study we adopt the CAPM-based model of Bekaert and Harvey (1995) to compare the differences in the relative importance of two sources of systemic risk...”

Journal Article

Sovereign credit risk, liquidity, and European Central Bank intervention: Deus ex machina?

by Pelizzon, Loriana Subrahmanyam, Marti G Tomio, Davide Uno, Jun Published in Journal of financial economics (01.10.2016)

“...We examine the dynamic relation between credit risk and liquidity in the Italian sovereign bond market during the eurozone crisis and the subsequent European...”

Journal Article

Integration of European bond markets

by Christiansen, Charlotte Published in Journal of banking & finance (01.05.2014)

“...•The paper investigates the integration of EU government bond markets.•The integration is stronger for EMU than non-EMU members.•The integration is stronger...”

Journal Article

Price dispersion in OTC markets: A new measure of liquidity

by Jankowitsch, Rainer Nashikkar, Amrut Subrahmanyam, Marti G Published in Journal of banking & finance (2011)

“...In this paper, we model price dispersion effects in over-the-counter (OTC) markets to show that, in the presence of inventory risk for dealers and search costs...”

Journal Article

Investor flows and fragility in corporate bond funds

by Goldstein, Itay Jiang, Hao Ng, David T Published in Journal of financial economics (01.12.2017)

“...This paper explores flow patterns in corporate bond mutual funds. We show that corporate bond funds exhibit a concave flow-to-performance relationship: their...”

Journal Article

Oil price shocks, global financial markets and their connectedness

by Demirer, Rıza Ferrer, Román Shahzad, Syed Jawad Hussain Published in Energy economics (01.05.2020)

“...This paper extends the literature on the relationship between oil price shocks and financial markets by examining the effect of oil shocks on the sovereign...”

Journal Article

Intermediary asset pricing: New evidence from many asset classes

by He, Zhiguo Kelly, Bryan Manela, Asaf Published in Journal of financial economics (01.10.2017)

“...We find that shocks to the equity capital ratio of financial intermediaries—Primary Dealer counterparties of the New York Federal Reserve—possess significant...”

Journal Article

Macro Factors in Bond Risk Premia

by Sydney C. Ludvigson Serena Ng Published in The Review of financial studies (01.12.2009)

“...Are there important cyclical fluctuations in bond market premiums and, if so, with what macroeconomic aggregates do these premiums vary? We use the methodology...”

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External Private Financing and Domestic Revenue Mobilization: A Dilemma?

by Deirdre Daly Hippolyte W. Balima Mr.Boileau Loko Deirdre Daly Boileau Lok
08.11.2020

“...Domestic revenue mobilization (DRM) is essential for low-income and emerging economies to sustainably finance their development needs and has received...”

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Journal Article

Flight-to-Quality or Flight-to-Liquidity? Evidence from the Euro-Area Bond Market

by Alessandro Beber Michael W. Brandt Kenneth A. Kavajecz Published in The Review of financial studies (01.03.2009)

“...Do bond investors demand credit quality or liquidity? The answer is both, but at different times and for different reasons. Using data on the Euro-area...”

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Journal Article

CONVERGENCE AND ANCHORING OF YIELD CURVES IN THE EURO AREA

by Michael Ehrmann Marcel Fratzscher Refet S. Gürkaynak Eric T. Swanson Published in The review of economics and statistics (01.02.2011)

“...We study the convergence of European bond markets and the anchoring of inflation expectations in the euro area from 1993 to 2008, using high-frequency bond...”

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Journal Article

Reaching for Yield in the Bond Market

by BO BECKER VICTORIA IVASHINA Published in The Journal of finance (New York) (01.10.2015)

“...This paper studies reaching for yield—investors' propensity to buy riskier assets to achieve higher yields—in the corporate bond market. We show that insurance...”

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Journal Article

Capital Commitment and Illiquidity in Corporate Bonds

by BESSEMBINDER, HENDRIK JACOBSEN, STACEY MAXWELL, WILLIAM VENKATARAMAN, KUMAR Published in The Journal of finance (New York) (01.08.2018)

“...ABSTRACT We study trading costs and dealer behavior in U.S. corporate bond markets from 2006 to 2016. Despite a temporary spike during the financial crisis,...”

Journal Article

Dealer Networks

by LI, DAN SCHÜRHOFF, NORMAN Published in The Journal of finance (New York) (01.02.2019)

“...ABSTRACT Dealers in the over‐the‐counter municipal bond market form trading networks with other dealers to mitigate search frictions. Regulatory data show that...”

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