A Network Approach to the Study of the Dynamics of Risk Spillover in China’s Bond Market [PDF]
Entropy, 2021 Since 2018, the bond market has surpassed the stock market, becoming the biggest investment area in China’s security market, and the systemic risks of China’s bond market are of non-negligible importance.
Zhewen Liao +3 more
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Research on Bond Participants’ Emotion Reactions Toward the Internet News in China’s Bond Market [PDF]
Frontiers in Psychology, 2022 The literature has widely studied the market response to the financial news or events but mainly focused on the stock market. This article associates the concept of internet news with the bond market response and attempts to examine how credit rating ...
Wei Zhang, Jun Wang, Mu Tong
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What promotes greater use of the corporate bond market? A study of the issuance behaviour of firms in Asia [PDF]
, 2013 This paper investigates bond market development in Asia by exploring the determinants of firms' decisions to issue public debt in a range of Asian economies.
Paul Mizen, Serafeim Tsoukas
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South Asia Bond Markets South Aisa Bond Markets: Bangladesh
SSRN Electronic Journal, 2007 The paper first analyzes the current situation of the bond markets in Bangladesh: The bond market has played a limited role in the Bangladesh economy. The Bangladesh bond market is also rather shallow compared to the neighboring countries. Then, the paper analyzes the main impediments to the Bangladesh debt market include (i) the weak regulatory ...
Yibin Mu
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Drivers of Corporate Bond Market Liquidity: Evidence from Pakistan
NUST Journal of Social Sciences and Humanities, 2021 This study examines the factors that contribute to corporate bond market liquidity using the data of Term Finance Certificates from March 2009 to March 2018.
Attiya Yasmin Javid, Waseem Khan
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Measurement of spillover effect between green bond market and traditional bond market in China
Green Finance, 2023 With the aim of effectively preventing and controlling systemic risk, by stimulating the advancement of the green bond market, it is significant and imperative to help investors and policymakers adopt more effective measures, which will ensure them to ...
Gang Peng +3 more
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Frontiers in Environmental Science, 2023 The problem of correlation between the Chinese green bond market and the government bond market may affect the smooth operation of the national economy.
Xinmiao Zhou, Hongyuan Lu, Shengchao Ye
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Corporate Bond Pricing Model with Interaction between Liquidity and Credit Risk
Complexity, 2022 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.
Zijian Wu, Baochen Yang, Yunpeng Su
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Voluntary Disclosure and Relational Connectivity – The Case of the Polish Bond Market
Journal of Banking and Financial Economics, 2023 The purpose of our research is to evaluate the voluntary disclosure strategy and effective communication between issuers and investors on the Polish bond market Catalyst. We conducted a questionnaire among issuers on the Catalyst.
Dominika Hadro +4 more
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Spillover impact of the US unconventional monetary policy and uncertainties on stock-bond correlations [PDF]
Panoeconomicus, 2023 This paper investigates the spillover impact of US unconventional monetary policy and uncertainty factors on the time-varying co-movements between the US stock market and 14 advanced countries’ bond markets, as based on monthly data from January 2002, to
Hadood Abobaker Al.Al. +1 more
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