Call Me Maybe: Corporate Bond Prices Upon Missed Call Opportunities
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DOI: 10.1111/fima.12503
Abstract: In a sample of discretely callable corporate bonds, we find excess returns of approximately 40 bps realized on the release of the issuer's decision to call or not to call. The bonds that could have… read more here.
Keywords: call maybe; corporate bond; bond prices; maybe corporate ... See more keywords
Flow Effects of Central Bank Asset Purchases on Sovereign Bond Prices: Evidence from a Natural Experiment
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DOI: 10.1111/jmcb.12665
Abstract: We estimate the response of sovereign bond prices to net supply shocks caused by purchase operations under the ECB's Public Sector Purchase Programme (PSPP). To avoid simultaneity bias in the estimated relationship between prices and… read more here.
Keywords: purchase; bond prices; sovereign bond; flow effects ... See more keywords