Results 11 to 20 of about 127,929 (302)
A SIMPLE LINEAR TEST OF THE INTEGRATION IN CORPORATE BOND MARKETS
Copernican Journal of Finance & Accounting, 2021 The purpose of this article is to identify the key elements of market determinants of bond yield and the external borrowing environment. A reasonably integrated bond market is safer for both investors as well as issuers.
Ruchira Panda, Dinabandhu Bag
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Do bond investors attend to corporate targeted poverty alleviation?
China Journal of Accounting Studies, 2022 This paper incorporates corporate targeted poverty alleviation behaviour into the bond pricing framework for the first time, using a sample of A-share listed companies that issued corporate bonds from 2016 to 2018 to study the impact and mechanism of ...
Hongxian Zhen +3 more
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An Analysis of Bank Financial Strength Ratings and Credit Rating Data
Risks, 2021 In this study, data from two credit rating agencies are analyzed to consider how different Bank Financial Strength Ratings and Credit Ratings from two rating agencies compare.
John A. Ruddy
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AIMS Mathematics, 2020 In this paper, valuation for a defaultable corporate bond subject to multiple credit rating migration risk and stochastic volatility of interest rate is addressed in the structure framework through a free boundary problem, which is derived by a series of
Zhehao Huang +2 more
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Description Of Ijareh Sukuk Rating Dimensions In Iranian Capital Market [PDF]
Iranian Journal of Finance, 1999 The growing expansion of financing through the capital market and the introduction of guidelines for the establishment of credit rating agencies require the development of appropriate credit rating models for financial instruments, on the other hand, the
Amir Abbas Sahebgharani, Ghasem Bolo
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Analysis of government bonds and prediction of their development after the pandemic caused by COVID-19 [PDF]
SHS Web of Conferences, 2021 This paper describes the current state of the government bond market and predicts the future development of government bond yields using the yield curve to bond maturity, spot yield curve, credit rating and simple prediction.
Suler Petr, Polan Vaclav
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Utility Indifference Valuation for Defaultable Corporate Bond with Credit Rating Migration
Mathematics, 2020 Credit risk modeling by debt pricing has been a popular theme in both academia and practice since the subprime crisis. In this paper, we devote our study to the indifferent price of a corporate bond with credit risk involving both default risk and credit
Zhehao Huang, Zhenghui Li, Zhenzhen Wang
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Credit ratings and cross-border bond market spillovers [PDF]
Journal of International Money and Finance, 2015 This paper studies spillovers across sovereign debt markets in the wake of sovereign rating changes. We compile an extensive dataset covering all announcements by the three major agencies (Standard & Poor's, Moody's, Fitch) and daily sovereign bond market movements of up to 73 developed and emerging countries between 1994 and 2011.
Böninghausen, Benjamin, Zabel, Michael
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Credit Ratings and Bond Spreads of the GIIPS [PDF]
SSRN Electronic Journal, 2014 We examine the relationship between credit ratings and bond yield spreads of peripheral countries in the euro area (Greece, Ireland, Italy, Portugal and Spain) for the period 1995-2014. Since 2012, bond spreads of those countries have come down very fast, whereas credit ratings have hardly changed.
de Vries, Tim, de Haan, Jakob
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Credit Rating Changes and the Bond Market – the Impact of Economic Development
Problemy Zarządzania, 2019 The aim of the paper is to examine the impact of credit rating changes of a country on bond yields, taking into account this country’s level of economic development.
Patrycja Chodnica-Jaworska
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