المؤلفون: Boyarchenko, Nina, Crump, Richard K., Kovner, Anna, Shachar, Or

مصطلحات موضوعية: ddc:330, G12, G19, C43, E37, corporate bond market conditions, corporate bond spreads, corporate bond issuance, corporate bond liquidity

Relation: Series: Staff Report; No. 957; gbv-ppn:1747213802; http://hdl.handle.net/10419/241150

الاتاحة: http://hdl.handle.net/10419/241150

المؤلفون: Fischer, Henning, Stolper, Oscar

مصطلحات موضوعية: ddc:330, C32, C34, C58, G12, corporate bond spreads, regime dependency, Markov switching, vector autoregression, credit spread puzzle

Relation: Series: Deutsche Bundesbank Discussion Paper; No. 08/2019; urn:isbn:978-3-95729-564-4; gbv-ppn:1067510915; http://hdl.handle.net/10419/193666; RePEc:zbw:bubdps:082019

الاتاحة: http://hdl.handle.net/10419/193666

المؤلفون: Boyarchenko, Nina, Crump, Richard K., Kovner, Anna, Shachar, Or

مصطلحات موضوعية: G19, corporate bond issuance, E37, corporate bond market conditions, ddc:330, corporate bond spreads, economics, G12, corporate bond liquidity, C43, health care economics and organizations

URL الوصول: https://explore.openaire.eu/search/publication?articleId=doi_dedup___::6119fbbe38c279b5268512dcd2ac367c

المؤلفون: Grandes, Marín, Pasquini, Ricardo, Panigo, Demian Tupac

مصطلحات موضوعية: Ciencias Económicas, Emerging Bond Markets, Latin America, Structural models, Corporate bond yields, Corporate bond spreads, Sovereign Ceiling

وصف الملف: application/pdf

Relation: http://sedici.unlp.edu.ar/handle/10915/164587

الاتاحة: http://sedici.unlp.edu.ar/handle/10915/164587

المؤلفون: Krylova, Elizaveta

مصطلحات موضوعية: ddc:330, G12, C21, C22, E44, corporate bond spreads, credit risk

Relation: Series: ECB Working Paper; No. 1912; urn:isbn:978-92-899-2160-2; gbv-ppn:88196039X; http://hdl.handle.net/10419/154345; RePEc:ecb:ecbwps:20161912

الاتاحة: http://hdl.handle.net/10419/154345
https://doi.org/10.2866/197396

المؤلفون: Stephen Schaefer, Hui Chen, Darrell Duffie, Stefano Giglio (discussant, Jean Helwege (discussant, Ralph Koijen, David L, Erik Loualiche (discussant, Gustavo Manso (discussant, Jens-dick Nielsen, Lasse Heje Ped

المساهمون: The Pennsylvania State University CiteSeerX Archives

المصدر: http://rady.ucsd.edu/docs/seminars/Feldhutter_CreditSpreadPuzzleCombined.pdf.

مصطلحات موضوعية: Credit spread puzzle, Merton model, Structural models, Corporate bond spreads, Realized default frequencies, JEL, C23, G01, G12

وصف الملف: application/pdf

Relation: http://citeseerx.ist.psu.edu/viewdoc/summary?doi=10.1.1.674.1418; http://rady.ucsd.edu/docs/seminars/Feldhutter_CreditSpreadPuzzleCombined.pdf

الاتاحة: http://citeseerx.ist.psu.edu/viewdoc/summary?doi=10.1.1.674.1418
http://rady.ucsd.edu/docs/seminars/Feldhutter_CreditSpreadPuzzleCombined.pdf

المؤلفون: Michael Bleaney, Paul Mizen, Veronica Veleanu

المساهمون: The Pennsylvania State University CiteSeerX Archives

المصدر: http://hkimr.org/uploads/seminars/458/paper_2013-04-17.pdf.

مصطلحات موضوعية: JEL, E32, E44, G12 Keywords, corporate bond spreads, external bond premium, economic activity

وصف الملف: application/pdf

Relation: http://citeseerx.ist.psu.edu/viewdoc/summary?doi=10.1.1.651.4926; http://hkimr.org/uploads/seminars/458/paper_2013-04-17.pdf

الاتاحة: http://citeseerx.ist.psu.edu/viewdoc/summary?doi=10.1.1.651.4926
http://hkimr.org/uploads/seminars/458/paper_2013-04-17.pdf

المؤلفون: Presented Simon Gilchrist, Simon Gilchrist, Vladimir Yankov

المساهمون: The Pennsylvania State University CiteSeerX Archives

المصدر: http://www.usc.edu/schools/business/FBE/seminars/papers/M_10-24-08_GILCHRIST-081108.pdf.

مصطلحات موضوعية: Corporate bond spreads, financial accelerator, factor models

وصف الملف: application/pdf

Relation: http://citeseerx.ist.psu.edu/viewdoc/summary?doi=10.1.1.432.8394; http://www.usc.edu/schools/business/FBE/seminars/papers/M_10-24-08_GILCHRIST-081108.pdf

الاتاحة: http://citeseerx.ist.psu.edu/viewdoc/summary?doi=10.1.1.432.8394
http://www.usc.edu/schools/business/FBE/seminars/papers/M_10-24-08_GILCHRIST-081108.pdf

المؤلفون: Luca Del Viva, Flavia Barsotti

المساهمون: The Pennsylvania State University CiteSeerX Archives

المصدر: http://www.greta.it/credit/credit2009/Poster/DelViva_Barsotti.pdf.

مصطلحات موضوعية: Hedge Ratios, Corporate Bond Spreads, Spread Sensitivity, Variance Gamma, Normal Inverse Gaussian. JEL

وصف الملف: application/pdf

Relation: http://citeseerx.ist.psu.edu/viewdoc/summary?doi=10.1.1.368.5422; http://www.greta.it/credit/credit2009/Poster/DelViva_Barsotti.pdf

الاتاحة: http://citeseerx.ist.psu.edu/viewdoc/summary?doi=10.1.1.368.5422
http://www.greta.it/credit/credit2009/Poster/DelViva_Barsotti.pdf

المؤلفون: Simon Gilchrist, Vladimir Yankov

المساهمون: The Pennsylvania State University CiteSeerX Archives

المصدر: http://www.ecb.europa.eu/events/pdf/conferences/fmms/presentation_gilchrist.pdf.

مصطلحات موضوعية: Corporate bond spreads, financial accelerator, factor models

وصف الملف: application/pdf

Relation: http://citeseerx.ist.psu.edu/viewdoc/summary?doi=10.1.1.357.2876; http://www.ecb.europa.eu/events/pdf/conferences/fmms/presentation_gilchrist.pdf

الاتاحة: http://citeseerx.ist.psu.edu/viewdoc/summary?doi=10.1.1.357.2876
http://www.ecb.europa.eu/events/pdf/conferences/fmms/presentation_gilchrist.pdf

المؤلفون: Jens Hilscher

المساهمون: The Pennsylvania State University CiteSeerX Archives

المصدر: http://people.brandeis.edu/~hilscher/CorporateBond_ImpliedVolatility_Oct2008.pdf.

مصطلحات موضوعية: Corporate bond spreads, Merton model, Implied volatility, Equity volatility, Bond pricing

وصف الملف: application/pdf

Relation: http://citeseerx.ist.psu.edu/viewdoc/summary?doi=10.1.1.489.8481; http://people.brandeis.edu/~hilscher/CorporateBond_ImpliedVolatility_Oct2008.pdf

الاتاحة: http://citeseerx.ist.psu.edu/viewdoc/summary?doi=10.1.1.489.8481
http://people.brandeis.edu/~hilscher/CorporateBond_ImpliedVolatility_Oct2008.pdf

المؤلفون: Eduardo Cavallo (idb, Patricio Valenzuela (imf

المساهمون: The Pennsylvania State University CiteSeerX Archives

المصدر: http://www.udesa.edu.ar/files/UAEconomia/Seminarios y Actividades/Seminarios Permanentes/2007/CAVALLO.PDF.

مصطلحات موضوعية: Corporate Bond Spreads, Sovereign Ceiling, Default Risk, Emerging Market

Relation: http://citeseerx.ist.psu.edu/viewdoc/summary?doi=10.1.1.607.5425; http://www.udesa.edu.ar/files/UAEconomia/Seminarios y Actividades/Seminarios Permanentes/2007/CAVALLO.PDF

الاتاحة: http://citeseerx.ist.psu.edu/viewdoc/summary?doi=10.1.1.607.5425
http://www.udesa.edu.ar/files/UAEconomia/Seminarios y Actividades/Seminarios Permanentes/2007/CAVALLO.PDF

المؤلفون: Grothe, Magdalena

مصطلحات موضوعية: ddc:330, G12, G14, G01, G21, corporate bond spreads, credit ratings, pricing of risk

Relation: Series: ECB Working Paper; No. 1623; gbv-ppn:776964224; http://hdl.handle.net/10419/154056; RePEc:ecb:ecbwps:20131623

الاتاحة: http://hdl.handle.net/10419/154056

المؤلفون: Buchmann, Marco

مصطلحات موضوعية: ddc:330, E32, E37, E44, G32, automatic model building, corporate bond spreads, least angle regression, point and density forecasting

Relation: Series: ECB Working Paper; No. 1286; gbv-ppn:653939795; http://hdl.handle.net/10419/153720; RePEc:ecb:ecbwps:20111286

الاتاحة: http://hdl.handle.net/10419/153720

المؤلفون: Alexopoulou, Ioana, Andersson, Magnus, Georgescu, Oana Maria

مصطلحات موضوعية: ddc:330, G12, G14, G15, corporate bond spreads, Credit Default Swap Spreads, liquidity, Unternehmensanleihe, Kreditderivat, Kreditversicherung, Kreditrisiko, EU-Staaten

Relation: Series: ECB Working Paper; No. 1085; gbv-ppn:626148693; http://hdl.handle.net/10419/153519; RePEc:ecb:ecbwps:20091085

الاتاحة: http://hdl.handle.net/10419/153519

المؤلفون: Cavallo, Eduardo, Valenzuela, Patricio

مصطلحات موضوعية: ddc:330, E43, F30, F34, G15, Corporate Bond Spreads, Sovereign Ceiling, Default Risk, Emerging Market

Relation: Series: Working Paper; No. 602; gbv-ppn:585536740; http://hdl.handle.net/10419/51477

الاتاحة: http://hdl.handle.net/10419/51477

المؤلفون: de Bondt, Gabe

مصطلحات موضوعية: ddc:330, G32, E44, corporate bond spreads, Corporate debt securities issuance, euro area

Relation: Series: ECB Working Paper; No. 164; gbv-ppn:355366541; http://hdl.handle.net/10419/152598; RePEc:ecb:ecbwps:20020164

الاتاحة: http://hdl.handle.net/10419/152598

المؤلفون: Anna Staszewska-Bystrova, Peter Winker

المصدر: Central European Journal of Economic Modelling and Econometrics. 6(2):89-104

مصطلحات موضوعية: jel:C53, jel:C32, jel:G12, forecasts, corporate bond spreads, prediction bands

URL الوصول: https://explore.openaire.eu/search/publication?articleId=od_______645::5569198ce68607428fcc5ff29cf3ac90
http://cejeme.eu/publishedarticles/2014-03-31-635423905953593750-5529.pdf

المؤلفون: WU, Chunchi, Liu, Sheen, Shi, J., Wang, Junbo

المصدر: Research Collection Lee Kong Chian School Of Business

مصطلحات موضوعية: Existing term structure models of defaultable bonds have often underestimated corporate bond spreads. A potential problem is that investors’ taxes are ignored in these models. We propose a pricing model that accounts for stochastic default probability and differential tax treatments for discount and premium bonds. By estimating parameters directly from bond data, we obtain significantly positive estimates for the income tax rate of a marginal corporate bond investor after 1986. This contrasts sharply with the previous finding that the implied tax rates for Treasury bonds are close to zero. Results show that taxes explain a substantial portion of corporate bond spreads, Finance and Financial Management, Portfolio and Security Analysis

Relation: https://ink.library.smu.edu.sg/lkcsb_research/782; https://doi.org/10.1016/j.jfineco.2006.08.002

الاتاحة: https://ink.library.smu.edu.sg/lkcsb_research/782
https://doi.org/10.1016/j.jfineco.2006.08.002

المؤلفون: Patricio Valenzuela, Eduardo A. Cavallo

مصطلحات موضوعية: default risk, Economics and Econometrics, Financial economics, jel:E43, Monetary economics, Credit rating, Accounting, Business sector, Economics, Yield to maturity, sovereign risk, Herding, Emerging markets, General Environmental Science, Corporate bond spreads, emerging markets, Bonds, Corporate sector, Credit risk, Interest, Corporate bond spreads, sovereign ceiling, default risk, emerging market, bond, sovereign risk, corporate bond, bond spreads, Bond, Financial Sector, WP-602, jel:F30, Option-adjusted spread, jel:F34, Corporate bond, jel:G15, Variance decomposition of forecast errors, General Earth and Planetary Sciences, Finance

URL الوصول: https://explore.openaire.eu/search/publication?articleId=doi_dedup___::15a011c92917eb3d59b89a2e3d14014a
http://www.iadb.org/document.cfm?pubDetail=1&id=35226159