Does the composition of government spending matter for government bond spreads?
Sign Up to like & getrecommendations! Published in 2020 at "Economic Modelling"
DOI: 10.1016/j.econmod.2020.03.025
Abstract: Abstract This paper contributes to the literature on fiscal policy as a determinant of government bond spreads. We analyze the effect of government spending on government bond spreads using a panel of 30 emerging countries… read more here.
Keywords: government spending; spending; government bond; bond spreads ... See more keywords
The effect of bank relationships on bond spreads: Additional evidence from Japan
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DOI: 10.1016/j.jcorpfin.2021.101937
Abstract: Abstract This study investigates the impact of bank relationships on bond spreads using data on Japanese bond-issuing firms. In doing so, it extends the existing literature, which found that bank relationships decrease bond spreads, consistent… read more here.
Keywords: bank; investment grade; bond spreads; relationships bond ... See more keywords
THE INTERACTIONS AND TRADE-OFFS OF SOVEREIGN CREDIT DEFAULT SWAP (CDS) AND BOND SPREADS IN A DYNAMIC CONTEXT
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DOI: 10.3846/jbem.2019.9759
Abstract: This study provides a dynamic analysis of the lead-lag relationship between sovereign Credit Default Swap (CDS) and bond spreads of the highly indebted southern European countries, considering an extensive time sample from the period before… read more here.
Keywords: bond spreads; cds bond; bond; sovereign credit ... See more keywords