The sensitivity of corporate bond volatility to macroeconomic announcements
N Kosturov, D Stock - Handbook of Quantitative Finance and Risk …, 2010 - Springer
We examine volatility of returns for corporate bonds around the days when macroeconomic
announcements are made. We find that all corporate investment grade (CIG) bonds earn …
announcements are made. We find that all corporate investment grade (CIG) bonds earn …
[BOOK][B] Kursänderungsrisiken festverzinslicher Wertpapiere
R Schulte - 2013 - books.google.com
Was sind die Ursachen von Kursänderungsrisiken bei festverzinslichen Wertpapieren?
Welche Effekte haben Bonitätsänderungen auf diese Wertpapiere? Wie können Anleger …
Welche Effekte haben Bonitätsänderungen auf diese Wertpapiere? Wie können Anleger …
[HTML][HTML] Determinantes do Bond Spread e do Credit Default Swap: Por que são diferentes? O caso da Petrobras
FN Oliveira, RF Pinto - Revista Contabilidade & Finanças, 2016 - SciELO Brasil
Neste artigo, estudamos os principais determinantes do risco de crédito da Petrobras,
medido por meio dos asset swap spreads (ASW) e dos credit default swaps (CDS) …
medido por meio dos asset swap spreads (ASW) e dos credit default swaps (CDS) …
[BOOK][B] High-Yield-Anleihen: Perspektiven für die Risikofinanzierung deutscher Unternehmen
J Müller-Trimbusch - 2013 - books.google.com
Page 1 ebs-Forschung, Schriftenreihe der EUROPEAN BUSINESS SCHOOL Schloß
Reichartshausen 20 Jobst Müller-Trimbusch High-YieldAnleihen Perspektiven für die …
Reichartshausen 20 Jobst Müller-Trimbusch High-YieldAnleihen Perspektiven für die …
[PDF][PDF] The Impact of Macroeconomic Announcements on Corporate Bond Spreads
F Barragan - 2017 - arno.uvt.nl
This paper examines the impact of macroeconomic announcements on the reaction and
volatility of corporate bond spreads, and whether the effect depends on the stage of the …
volatility of corporate bond spreads, and whether the effect depends on the stage of the …
Hedging
T Bossert, T Bossert - Derivate im Portfoliomanagement, 2017 - Springer
Zusammenfassung Das wichtigste Einsatzgebiet von Derivaten ist die Absicherung gegen
Kursverluste. Am Ende steht die Antwort auf die Frage, wie viele Kontrakte man zu diesem …
Kursverluste. Am Ende steht die Antwort auf die Frage, wie viele Kontrakte man zu diesem …
Hedging corporate
R Grieves - Streetwise: The Best of the Journal of Portfolio …, 1998 - books.google.com
Weinstein [1985] hanges in interest rates change both Treasury bond prices and corporate
bond prices; changes in companies' prospects change stock prices and, by changing default …
bond prices; changes in companies' prospects change stock prices and, by changing default …
[BOOK][B] On the pricing of default risk
YY Lin - 1998 - search.proquest.com
This dissertation uses the option valuation framework to identify and investigate the factors
affecting the cross-sectional differences in individual corporate bonds' default risk. The dollar …
affecting the cross-sectional differences in individual corporate bonds' default risk. The dollar …
[PDF][PDF] A study of the performance of high yield bond funds
AL Reis - 1987 - dspace.mit.edu
An increasing number of mutual funds specializing in high yield, high risk bonds has
accompanied the tremendous growth of the" junk bond" market. A number of studies …
accompanied the tremendous growth of the" junk bond" market. A number of studies …