Customer Liquidity Provision in Corporate Bond Markets

2016 ◽  
Author(s):  
Jaewon Choi ◽  
Yesol Huh
Keyword(s):  
Corporate Bond ◽  
Bond Markets ◽  
Liquidity Provision

Factor Decomposition and Diversification in European Corporate Bond Markets

2011 ◽  
Author(s):  
Ronald J. Mahieu ◽  
Mary Pieterse-Bloem
Keyword(s):  
Corporate Bond ◽  
Bond Markets ◽  
Factor Decomposition

Time Varying Default Risk Premia in Corporate Bond Markets

2007 ◽  
Author(s):  
Jan Ericsson ◽  
Redouane Elkamhi
Keyword(s):  
Default Risk ◽  
Risk Premia ◽  
Corporate Bond ◽  
Bond Markets ◽  
Time Varying

scholarly journals Financial Fragility in the COVID-19 Crisis: The Case of Investment Funds in Corporate Bond Markets

2021 ◽  
Author(s):  
Antonio Falato ◽  
Itay Goldstein ◽  
Ali Hortaçsu
Keyword(s):  
Corporate Bond ◽  
Financial Fragility ◽  
Bond Markets ◽  
Investment Funds

Speculation and Liquidity in Stock and Corporate Bond Markets

2021 ◽  
Author(s):  
Paolo Pasquariello ◽  
Mirela Sandulescu
Keyword(s):  
Corporate Bond ◽  
Bond Markets

Aggregate Earnings and Corporate Bond Markets

2013 ◽  
Vol 52 (1) ◽  
pp. 75-106 ◽  
Author(s):  
XANTHI GKOUGKOUSI
Keyword(s):  
Corporate Bond ◽  
Bond Markets ◽  
Aggregate Earnings

scholarly journals Pledgeability and Asset Prices: Evidence from the Chinese Corporate Bond Markets

2018 ◽  
Author(s):  
Hui Chen ◽  
Zhuo Chen ◽  
Zhiguo He ◽  
Jinyu Liu ◽  
Rengming Xie
Keyword(s):  
Asset Prices ◽  
Corporate Bond ◽  
Bond Markets

Corporate Bond Markets

2019 ◽  
pp. 113-130
Author(s):  
Kelly E. Carter
Keyword(s):  
Interest Rates ◽  
Credit Ratings ◽  
Corporate Bonds ◽  
Corporate Bond ◽  
Bond Markets ◽  
Bond Prices ◽  
Wall Street ◽  
Yield Curves ◽  
Bond Portfolios ◽  
The Impact

This chapter covers the fundamentals of corporate bond markets. It begins by highlighting the size and importance of these markets, followed by a discussion of the major types of corporate bonds and the process of issuing bonds. Next, the chapter provides a discussion of important relationships between a bond’s price and market interest rates, including the key observation that bond prices move opposite market interest rates. The next topic focuses on duration and convexity, which are techniques to estimate the dollar and percent changes in bond prices for a given change in market interest rates, followed by a discussion of bond immunization, which is a technique used to protect the value of bond portfolios from adverse changes in market interest rates. The final topics covered concern yield curves, credit ratings, and the impact of the Dodd-Frank Wall Street Reform Act of 2010 on corporate bond markets.

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