Return reversals in the bond market: evidence and causes

Article Abstract:

The predictability of bond returns based on past returns in the bond market is studied using dealer bid prices to calculate returns. The study found short-term to intermediate-term reversals in investment grade corporate bond returns and evidence indicate that the return reversals for corporate bonds diminish at longer horizons.

Credit market, Credit markets

---

Are embedded calls valuable? Evidence from agency bonds

Article Abstract:

The trends in value of call options embedded in callable agency bonds are analyzed.

Taiwan, Capital funds & cash flow, Options (Finance), Valuation, Bond repurchasing, Call options

---

On the importance of systematic risk factors in explaining the cross-section of corporate bond yields spreads

Article Abstract:

The impact of bond yield volatility, on corporate debt, is examined.

Analysis, Debt financing (Corporations), Stock markets, Stock market, Yield (Investments), Corporate debt

Similar abstracts:

• Abstracts: Do privatized banks in middle- and low-income countries perform better than rival banks? An intra-industry analysis of bank privatization
• Abstracts: Fuel Natural Endurance Bars. Perfect 10 Bliss Energy Bars. Perfect 10 Natural Energy Bars
• Abstracts: Best in class. The finance director's guide to global banking 2005. The best emerging market banks 2005
• Abstracts: Western IT breaches the Great Wall. A crime for our time
• Abstracts: Possible LCS, international sales: BAE eyes expanded markets for ship protection gun. Exec: Boeing worries about homeland security tech liability

This website is not affiliated with document authors or copyright owners. This page is provided for informational purposes only. Unintentional errors are possible.