LAUSR

Emerging Market Corporate Bond Yields and Monetary Policy

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0 Published in 2018 at "Emerging Markets Review"

DOI: 10.1016/j.ememar.2018.04.001

Abstract: We examine the determinants of corporate bond yields in emerging markets with a focus on the spillover of US monetary policy on corporate bond yields. We find that emerging market corporate bond yields are positively… read more here.

Keywords: policy; monetary policy; bond yields; corporate bond ... See more keywords

Country and industry effects in corporate bond spreads in emerging markets

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1 Published in 2019 at "Journal of Business Research"

DOI: 10.1016/j.jbusres.2017.09.021

Abstract: We use corporate bond data from firms belonging to 13 emerging markets and eight industries from 2007 to 2013 to study whether and how country and industry effects determine the spread between their yield and… read more here.

Keywords: industry effects; country; corporate bond; country industry ... See more keywords

Lifting the veil: The price formation of corporate bond offerings

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1 Published in 2021 at "Journal of Financial Economics"

DOI: 10.1016/j.jfineco.2021.06.037

Abstract: Abstract Using newly available data on initial prices, this study is the first to analyze the price-updating process associated with corporate bond (CB) offerings. Similar to the case for equity IPOs, the evidence shows bookbuilding… read more here.

Keywords: bond offerings; lifting veil; price; veil price ... See more keywords

Corporate Bond Issuance Behaviour in African Emerging Markets

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1 Published in 2020 at "Journal of African Business"

DOI: 10.1080/15228916.2020.1826853

Abstract: This study informs the largely neglected literature on the probability of corporate bond issuance in African emerging markets by determining which firm-level variables – size, risk, profitability, ... read more here.

Keywords: emerging markets; african emerging; corporate bond; bond issuance ... See more keywords

Liquidity Supply in the Corporate Bond Market

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1 Published in 2020 at "Journal of Finance"

DOI: 10.1111/jofi.12991

Abstract: This paper examines dealer inventory capacity, or liquidity supply, as a driver of liquidity and expected returns in the corporate bond market. We identify shocks to aggregate liquidity supply using data on corporate bond yields… read more here.

Keywords: liquidity supply; liquidity; corporate bond; market ... See more keywords