Returns DecompositionFinancial CrisisGovernment ReliefWe assess the impact of the recent financial crisis and government interventions to ameliorate the ensuing recession on corporate bond returns through the lensAboody, DavidHughes, John S.Ozel, N. Bugra...
Learn what investors may see in the coming year in our 2025 outlook for the corporate bond market.
In the context of the growing concerns of global society about climate change, our findings have great implications for pollution‐intensive firms, bond ... R Ma,Q Ji,P Zhai,... - 《Journal of International Financial Management & Accounting》 被引量: 0发表: 2022年 加载更多来源...
However, 2022 could bring better things with investment-grade corporates, particularly if downgrades and defaults remains low. An idea to consider is theWisdomTree U.S. Corporate Bond Fund (CBOE: WFIG). WFIG tracks the WisdomTree U.S. Corporate Bond Index. WFIG’s methodology is relevant at...
bond portfoliocredit riskIPCAWe propose a new conditional factor model for returns on corporate bonds. The model has four factors with time-varying factor loadings that are instrumented bydoi:10.2139/ssrn.3720789Kelly, Bryan T.Palhares, Diogo
Show abstract The risk spillover effect of the COVID-19 pandemic on energy sector: Evidence from China 2021, Energy Economics Show abstract Climate Change News Risk and Corporate Bond Returns 2021, Journal of Financial and Quantitative Analysis ...
Global Corporate Bond - GBP Hedged Dealing Frequency Daily, forward pricing basis SEDOL BWXT999 For Fee details, please refer to the Fund Prospectus. Portfolio Characteristics Number of Holdings as of 29-Nov-2024 441 3y Beta as of 30-Nov-2024 ...
The Sustainable Emerging Markets Corporate Bond Fund seeks to maximise total return in a manner consistent with the principles of environmental, social and governance (“ESG”) focused investing. The Fund invests at least 70% of its total assets in the fixed income transferable securities issued ...
The limits of bond market electronification Voice 🤜🤛 electronic Save Monday, 30 September, 2024 Property sector Investors pounce on ‘once in a decade’ trade in European property bonds ‘Hybrid’ debt was hard hit in 2022 but has rebounded strongly as interest rates start to come do...
The impact of short selling on bond returns is robust to various controls for risk, liquidity, and other pricing factors. In examining the information source of short selling, we find that firms associated with heavy shorting activities or large short trade sizes are likely to subsequently ...