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The post-2008 boom in foreign currency corporate bonds: Why emerging markets go large 智库出版物
2022
作者:  Charles Calomiris;  Mauricio Larrain;  Sergio Schmukler;  Tomás Williams
收藏  |  浏览/下载:3/0  |  提交时间:2022/09/22
Search for yield  dollar-denominated debt  Bond issuance  Corporate bond  Emerging markets  institutional investor  
DP16274 Interest Rate Skewness and Biased Beliefs 智库出版物
2021
作者:  Michael Bauer;  Mikhail Chernov
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Bond markets  Yield curve  Skewness  Biased beliefs  monetary policy  
DP14986 Sovereign credit and exchange rate risks: Evidence from Asia-Pacific local currency bonds 智库出版物
2020
作者:  Mikhail Chernov;  Drew Creal;  Peter Hördahl
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Emerging bond markets  Credit risk  Currency risk  Twin ds  Affine model  
DP14841 An Event Study of COVID-19 Central Bank Quantitative Easing in Advanced and Emerging Economies 智库出版物
2020
作者:  Jonathan Hartley;  Alessandro Rebucci
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Bond interest rates  Central banks  Covid-19  Event study  International bond markets  monetary policy  Policy announcements  Quantitative easing  
Credit during a crisis: The bond lending channel of monetary policy 智库出版物
2020
作者:  Olivier Darmouni;  Oliver Giesecke;  Alexander Rodnyansky
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Debt  Bond markets  Financial markets  Financial crises  Covid-19  Us  Europe  Euro area  
Liquidity linkages in European sovereign bond markets can amplify fundamental economic shocks 智库出版物
2019
作者:  Daragh Clancy;  Peter G Dunne;  Pasquale Filiani
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Sovereign debt crisis  Sovereign bond markets  Liquidity  
DP13874 The Term Structure of Government Debt Uncertainty 智库出版物
2019
作者:  Antonio Mele;  Yoshiki Obayashi;  Shihao Yang
收藏  |  浏览/下载:3/0  |  提交时间:2022/09/22
Fixed income volatility  Information content of government bond volatility  Government bond variance swaps  Treasury markets  
Disruption and credit markets 智库出版物
2019
作者:  Bo Becker;  Victoria Ivashina
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Us  Credit markets  Disruption  Ipo  Venture capital  bond defaults  Financial markets  Creative destruction  
DP13301 Municipal Bond Markets 智库出版物
2018
作者:  Norman Schürhoff;  Dan Li;  Burton Hollifield
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Municipal bonds  Muni-bond puzzle  Over-the-counter markets  Trading cost  Centrality premium  Electronification  Green bonds  
DP13153 Missing Events in Event Studies: Identifying the Effects of Partially-Measured News Surprises 智库出版物
2018
作者:  Refet Gürkaynak;  Burçin Kısacıkoğlu;  Jonathan Wright
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Event study  Bond markets  High-frequency data  Identification