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Investor sentiment, flight-to-quality, and corporate bond comovement · Study

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ArticleInvestor sentiment, flight-to-quality, and corporate bond comovement

Sebastian Bethke2017

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Articlegreen2017

Investor sentiment, flight-to-quality, and corporate bond comovement

Sebastian Bethke · Monika Gehde-Trapp · Alexander Kempf

55 citations·0/0 files stored·Journal of Banking & Finance

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Credit Risk and Financial Regulations Financial Markets and Investment Strategies Financial Risk and Volatility Modeling

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References

1993Common risk factors in the returns on stocks and bonds 2006Investor Sentiment and the Cross‐Section of Stock Returns 2008Market Liquidity and Funding Liquidity 2020Integración de los mercados financieros Latinoamericanos por medio de MILA 2001Extreme Correlation of International Equity Markets 2001The Determinants of Credit Spread Changes 2004Corporate Yield Spreads: Default Risk or Liquidity? New Evidence from the Credit Default Swap Market 1992The impact of institutional trading on stock prices

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2022U.S. banks’ lending, financial stability, and text-based sentiment analysis 2022Flights-to-quality from EM Bonds to safe-haven US Treasury Securities: A time-frequency Analysis

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Details

Year2017

Typearticle

Published2017-03-30

VenueJournal of Banking & Finance

ISSN-L0378-4266

Languageen

Citations55

Files0 public / 0

ShelfCredit Risk and Financial Regulations

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doi10.1016/j.jbankfin.2017.02.007

openalex_workW1482968128

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