Binary interest rate sensitivities of emerging market corporate bonds-Reference-Cited by-同舟云学术

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Binary interest rate sensitivities of emerging market corporate bonds

Published:2017-11-16 Issue:17 Volume:24 Page:1569-1586
ISSN:1351-847X
Container-title:The European Journal of Finance
language:en
Short-container-title:The European Journal of Finance

Author:

Gubareva Mariya¹²³⁴^ORCID,Borges Maria Rosa²⁵^ORCID

Affiliation:

1. ISCAL – Lisbon Accounting and Business School, Instituto Politécnico de Lisboa, Lisbon, Portugal

2. ISEG – Lisbon School of Economics and Management, Universidade de Lisboa, Lisbon, Portugal

3. SOCIUS – Research Centre in Economic and Organizational Sociology, Universidade de Lisboa, Lisbon, Portugal

4. CSG – Research in Social Sciences and Management, Universidade de Lisboa, Lisbon, Portugal

5. UECE – Research Unit on Complexity and Economics, Universidade de Lisboa, Lisbon, Portugal

Funder

Instituto Politécnico de Lisboa

Fundação para a Ciência e a Tecnologia

Publisher

Informa UK Limited

Subject

Economics, Econometrics and Finance (miscellaneous)

Link

https://www.tandfonline.com/doi/pdf/10.1080/1351847X.2017.1400452

Reference12 articles.

1. What slice of the pie? The corporate bond market boom in emerging economies

2. Exploring the Sensitivity of Corporate Bond Yield Spreads to Changes in the Yield Curve

3. Credit spread determinants: An 85 year perspective

4. Typology for flight-to-quality episodes and downside risk measurement

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1. Returns and volatility connectedness among the Eurozone equity markets;International Journal of Finance & Economics;2023-04-27

2. Flights-to-quality from EM Bonds to safe-haven US Treasury Securities: A time-frequency Analysis;Emerging Markets Finance and Trade;2022-07-25

3. Governed by the cycle: interest rate sensitivity of emerging market corporate debt;Annals of Operations Research;2021-02-17

4. Emerging market debt and the COVID‐19 pandemic: A time–frequency analysis of spreads and total returns dynamics;International Journal of Finance & Economics;2020-12-21

5. Emerging markets financial sector debt: A Markov‐switching study of interest rate sensitivity;International Journal of Finance & Economics;2020-10-19

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