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Advanced Search Results For "CORPORATE bonds"

1 - 10 of 48,276 results for
 "CORPORATE bonds"
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A Multistage Stochastic Programming Model with Multiple Objectives for the Optimal Issuance of Corporate Bonds.

Publication Type:Academic Journal

Source(s):Discrete Dynamics in Nature & Society. 9/10/2022, p1-22. 22p.

Abstract:Large corporations usually cover their capital and operating expenses by issuing bonds with fixed rates and different maturities. This paper proposes a multistage stochastic programming (MSP) model with multiple objectives to optimize bond issuance by ...

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Corporate Bond Pricing Model with Interaction between Liquidity and Credit Risk.

Publication Type:Academic Journal

Source(s):Complexity. 5/24/2022, p1-15. 15p.

Abstract:This study derives a liquidity and credit risk-adjusted capital asset pricing model and investigates the model using the data set in China's corporate bond market. Our research shows that the channels through which liquidity risk affects corporate bond...

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Corporate Bond Liquidity during the COVID-19 Crisis.

Publication Type:Academic Journal

Source(s):Review of Financial Studies. Nov2021, Vol. 34 Issue 11, p5352-5401. 50p.

Abstract:We study liquidity conditions in the corporate bond market during the COVID-19 pandemic. We document that the cost of trading immediately via risky-principal trades dramatically increased at the height of the sell-off, forcing customers to shift toward...

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Unintended Consequences of Corporate Bond ETFs: Evidence from the Taper Tantrum.

Publication Type:Academic Journal

Source(s):Review of Financial Studies. Jan2022, Vol. 35 Issue 1, p51-90. 40p.

Abstract:This paper examines whether ETFs are a unique source of corporate bond fragility. Relative to mutual funds, ETFs cater to high-liquidity-demand investors, facilitate positive feedback strategies, and transmit outflows to corporate bonds via near-propor...

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Liquidity, Credit Risk, and Their Interaction on the Spreads in China's Corporate Bond Market.

Publication Type:Academic Journal

Source(s):Discrete Dynamics in Nature & Society. 4/13/2022, p1-19. 19p.

Abstract:This paper investigates the impact of multidimension liquidity, credit risk, and the interaction between liquidity and credit risk on corporate bond spreads based on a large transaction data set from July, 2006 to June, 2016, including the monthly data...

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The Bond-Pricing Implications of Rating-Based Capital Requirements.

Publication Type:Academic Journal

Source(s):Journal of Financial & Quantitative Analysis; Sep2022, Vol. 57 Issue 6, p2177-2207, 31p

Abstract:Copyright of Journal of Financial & Quantitative Analysis is the property of Cambridge University Press and its content may not be copied or emailed to multiple sites or posted to a listserv without the copyright holder's express written permission. Ho...

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Environmental violations, refinancing risk, and the corporate bond cost in China.

Publication Type:Academic Journal

Source(s):Journal of International Financial Management & Accounting. Oct2022, Vol. 33 Issue 3, p480-504. 25p.

Abstract:This paper examines the relationship between environmental violations and the cost of corporate bonds, and further analyzes whether refinancing constraints, the lending restrictions on penalized firms, are an important channel through which environment...

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Institutional Debtholder Governance.

Publication Type:Academic Journal

Source(s):Journal of Financial & Quantitative Analysis. Sep2021, Vol. 56 Issue 6, p2103-2135. 33p.

Abstract:Using data on the universe of U.S. based mutual funds, we find that two out of five fund families hold corporate bonds of firms in which they also own an equity stake. We show that the greater the fraction of debt a fund family holds in a given firm, t...

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The Macroeconomic Uncertainty Premium in the Corporate Bond Market.

Publication Type:Academic Journal

Source(s):Journal of Financial & Quantitative Analysis. Aug2021, Vol. 56 Issue 5, p1653-1678. 26p.

Abstract:We examine the role of macroeconomic uncertainty in the cross section of corporate bonds and find a significant uncertainty premium for both investment-grade (IG) (0.40% per month) and non-investment-grade (NIG) (0.81% per month) bonds. The economic-un...

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Comoment risk in corporate bond yields and returns.

Publication Type:Academic Journal

Source(s):Journal of Financial Research. Sep2022, Vol. 45 Issue 3, p471-512. 42p. 13 Charts, 7 Graphs.

Abstract:In this article, we provide a comoment factor analysis of corporate bond returns using sector indices. We split returns into systematic default risk premiums rewarding for default risk exposure, and net excess returns adjusting for market conditions. H...

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