An empirical analysis of the relationship of bond yield spreads and macro economic factors
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- Takaoka, Sumiko, 2018. "Is there a safety premium in the design of corporate bond contracts?," MPRA Paper 86422, University Library of Munich, Germany.
- de Bondt, Gabe, 2002. "Euro area corporate debt securities market: first empirical evidence," Working Paper Series 0164, European Central Bank.
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- Takaoka, Sumiko & McKenzie, C.R., 2006.
"The impact of bank entry in the Japanese corporate bond underwriting market,"
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Elsevier, vol. 30(1), pages 59-83, January.
- C.R. McKenzie & Sumiko Takaoka, 2004. "The Impact of Bank Entry in the Japanese Corporate Bond Underwriting Market," Econometric Society 2004 Australasian Meetings 128, Econometric Society.
- Ballestra, Luca Vincenzo & Pacelli, Graziella, 2014. "Valuing risky debt: A new model combining structural information with the reduced-form approach," Insurance: Mathematics and Economics, Elsevier, vol. 55(C), pages 261-271.
- Gabe de Bondt, 2004. "The balance sheet channel of monetary policy: first empirical evidence for the euro area corporate bond market," International Journal of Finance & Economics, John Wiley & Sons, Ltd., vol. 9(3), pages 219-228.
- Chia-Chien Chang & Chou-Wen Wang & Szu-Lang Liao, 2009. "The valuation of special purpose vehicles by issuing structured credit-linked notes," Applied Financial Economics, Taylor & Francis Journals, vol. 19(3), pages 227-256.
- Maria Bonilla-Musoles & Leandro Garcia-Menendez & Ma Luisa Marti-Selva, 2007. "Efficiency in the eurobond market: application of nonparametric techniques," Applied Financial Economics, Taylor & Francis Journals, vol. 17(6), pages 431-444.
- Takaoka, Sumiko, 2018. "Convenience yield on government bonds and unconventional monetary policy in Japanese corporate bond spreads," MPRA Paper 86418, University Library of Munich, Germany.
- Jonathan Batten & Warren Hogan & Gady Jacoby, 2005. "Measuring credit spreads: evidence from Australian Eurobonds," Applied Financial Economics, Taylor & Francis Journals, vol. 15(9), pages 651-666.
- Su-Lien Lu & Chau-Jung Kuo, 2005. "How to gauge the credit risk of guarantee issues in a Taiwanese bills finance company: an empirical investigation using a market-based approach," Applied Financial Economics, Taylor & Francis Journals, vol. 15(16), pages 1153-1164.
- de Bondt, Gabe, 2002. "Euro area corporate debt securities market: first empirical evidence," Working Paper Series 164, European Central Bank.
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