BOND AS A SAFE HAVEN DURING MARKET CRASH: EXAMINATION OF COVID-19 PANDEMIC IN ASEAN-5
Jurnal Manajemen dan Wirausaha, 2021 The central aim of this paper is to examine the effectiveness of corporate bonds and government bonds against the stock price fluctuation in ASEAN-5 countries (Indonesia, Malaysia, Philippines, Thailand and Singapore).
Gabriela Elvina Dwiastuti Siahaan +1 more
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Curve fitting of the corporate recovery rates: the comparison of Beta distribution estimation and kernel density estimation. [PDF]
PLoS ONE, 2013 Recovery rate is essential to the estimation of the portfolio's loss and economic capital. Neglecting the randomness of the distribution of recovery rate may underestimate the risk.
Rongda Chen, Ze Wang
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Deep Reinforcement Learning for Market Making in Corporate Bonds: Beating the Curse of Dimensionality [PDF]
Applied Mathematical Finance, 2019 In corporate bond markets, which are mainly OTC markets, market makers play a central role by providing bid and ask prices for bonds to asset managers.
Olivier Gu'eant, Iuliia Manziuk
semanticscholar +1 more source
OVERVIEW OF THE ROMANIAN CORPORATE BONDS’ MARKET BETWEEN 1997-2013 [PDF]
Analele Universităţii Constantin Brâncuşi din Târgu Jiu : Seria Economie, 2014 This paper contains an analysis of the corporate bonds’ market in Romania between 1997 and 2013 by using data contained in the 27 public offerings of corporate bonds made by national or international companies.
BUNESCU LILIANA
doaj
Quality of Institutions and Import Substitution of Capital: Cross-country Research on the Corporate Bond Markets [PDF]
Журнал институциональных исследований, 2017 We have analyzed the institutional determinants of local currency (LCY) corporate bond markets development during the period of 2010–2016 on a cross–country sample.
Teplova Tamara V. +2 more
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A regression discontinuity design for ordinal running variables: Evaluating central bank purchases of corporate bonds [PDF]
Annals of Applied Statistics, 2019 Regression discontinuity (RD) is a widely used quasi-experimental design for causal inference. In the standard RD, the assignment to treatment is determined by a continuous pretreatment variable (i.e., running variable) falling above or below a pre-fixed
Fan Li +3 more
semanticscholar +1 more source
Factores determinantes del spread de retornos en bonos corporativos chilenos
Estudios de Administración, 2007 The objective of this article is an empirical investigation on the factors that could explain the yield spread on corporate bonds, in the Chilean capital market. The econometric method of data panel is utilized, for a sample of corporate bonds during the
Jorge Gregoire C., Carolina Álvarez T.
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CORPORATE BOND MARKETS IN EASTERN EUROPE: TRENDS AND PROSPECTS
Baltic Journal of Economic Studies, 2021 The purpose of the paper is to analyze the process of the corporate bond market formation in Eastern Europe and to determine the prospects for development in Ukraine. Methodology.
Dariia Vasylieva
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Corporate Bond Market: International Experience and Russian Practice
Финансы: теория и практика, 2019 The corporate bond market development is integral to increase the resilience of the Russian economy to external shocks and to build a new growth model in terms of sanctions.
I. A. Balyuk
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On the Diversification of Fixed Income Assets
Risks, 2022 This article introduces a new approach for dealing with the diversification/concentration risk of fixed income assets. Because Government bonds, corporate bonds, and mortgage backed securities constitute a large proportion of the assets of institutional ...
Olivier Le Courtois
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