Green Bonds vs Regular Bonds: Debt Level and Corporate Performance

Euro Corporate Bonds Risk Factors ∗

This paper investigates the determinants of credit spread changes on bonds denominated in Euro. The analysis is carried out using a panel data on Euro bonds. We try to asses the relative importance of market and idiosyncratic factors in explaining the movements in credit spread. Because credit spread changes can be easily viewed as an excess return of corporate bonds over treasury, we adopt a f...

Pricing Emerging Market Corporate Bonds

Valuation of defaultable bonds and debt restructuring

Liquidity, Government Bonds and Sovereign Debt Crises

This paper analyses the European financial crisis through the lens of the sovereign bond liquidity. Using novel data we show that government securities are the prime collateral in the European repo market, which is becoming a primary source of funding for the banking system in the Euro area. We document that the repo haircuts on peripheral government bonds sharply increased during the crisis, r...

Sukuk Vs Conventional Bonds A study into the performance of Islamic Bonds