Socially responsible fixed‐income funds

J Derwall, K Koedijk - Journal of Business Finance & …, 2009 - Wiley Online Library
The growing importance of SRI in the investment arena has resulted in considerable
academic interest in the performance of socially responsible equity mutual funds …

High-yield bond and energy markets

A Gormus, S Nazlioglu, U Soytas - Energy Economics, 2018 - Elsevier
High-yield bonds hold a particularly unique space in the debt market. From many aspects,
literature suggests these assets to behave more like stocks than bonds. Given the significant …

[图书][B] The Oxford Guide to financial modeling: Applications for capital markets, corporate finance, risk management and financial institutions

TSY Ho, SB Lee - 2004 - books.google.com
The essential premise of this book is that theory and practice are equally important in
describing financial modeling. In it the authors try to strike a balance in their discussions …

The integration of bank syndicated loan and junk bond markets

H Thomas, Z Wang - Journal of Banking & Finance, 2004 - Elsevier
This paper hypothesizes that the special role of banks as corporate quasi-insiders has been
changing due to developments in informational, legal and institutional infrastructures of …

A perspective on credit derivatives

J Batten, W Hogan - International review of financial analysis, 2002 - Elsevier
This contribution offers an explanation of credit derivatives as a group of financial
instruments having a common purpose being the managing of credit exposures, and thus …

Modeling credit spreads: An application to the sterling Eurobond market

K Manzoni - International Review of Financial Analysis, 2002 - Elsevier
This paper can be considered as a new perspective to analyse credit spreads. We follow a
time-series approach revealing the forces driving credit spread changes and volatility …

Factors affecting the dynamics of yield premia on shipping seasoned high yield bonds

CT Grammenos, AH Alizadeh… - … Research Part E …, 2007 - Elsevier
This paper investigates factors that can explain the dynamics of yield premia on seasoned
high yield bonds of shipping companies. Our analysis utilises 40 seasoned high yield bonds …

Determinants of credit spread changes: Evidence from the Australian bond market

A Lepone, B Wong - Australasian Accounting, Business and Finance …, 2009 - ro.uow.edu.au
This paper is one of the first to examine the empirical determinants of credit spread changes
on corporate bonds in the Australian market. Eight different credit spread changes are …

The January effect for individual corporate bonds

W Dbouk, I Jamali, L Kryzanowski - International Review of Financial …, 2013 - Elsevier
We examine the presence, magnitude and determinants of a January effect for individual
corporate bonds. Our results provide empirical evidence of positive and statistically (but not …

Empirical analysis of credit spread changes of US corporate bonds

I Loncarski, PG Szilagyi - International Review of Financial Analysis, 2012 - Elsevier
In this paper we investigate the short-term credit spread dynamics of quality US corporate
bonds, building on the Longstaff and Schwartz (1995) two-factor model. We find that …