The Financial Crisis and Temporary Liquidity Guarantee Program:
               <i>Their Impact on Fixed-Income Markets</i>

Ambrose, Brent W.; Cheng, Yiying; King, Tao Hsien Dolly

doi:10.3905/jfi.2013.23.2.005

Cited by 6 publications

(3 citation statements)

References 23 publications

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“…This indicator is employed by H.H. Huang [26]. In the above researches, the coupon rate was found to have the positive impact on yield spreads of corporate bonds.…”

Section: Coupon Paymentmentioning

confidence: 99%

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Analyzing the Impact of Various Economic Metrics on Yield Spreads of the Russian Ruble-Denominated Corporate Bonds

Султанов¹

2018

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Importance In this research, I analyze the impact of various economic metrics on yield spreads of the Russian ruble-denominated corporate bonds. The sample includes data from January 1, 2007 through December 31, 2016. Objectives The research is aimed to build econometric models for explaining which indicators the yield spread of the Russian ruble-denominated corporate bonds depends on. I also evaluate the economic significance of the impact the indicators have. Methods I conducted a graphic analysis, selected and set the best econometric models, which are assessed through the least square method. The article also presents the economic significance of the impact that variables have on yield spreads of corporate bonds, and interprets their substance. Results The article outlines two econometric models. The first one is not configured to any structural (temporary) bends, while the second one is designed in line with them. Conclusions and Relevance Some variables are found to have a different impact depending on an economic period. Variables, which are specific to a certain issue of bonds and entity, demonstrate a greater impact on yield spreads in comparison with the other ones.

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“…This indicator is employed by H.H. Huang [26]. In the above researches, the coupon rate was found to have the positive impact on yield spreads of corporate bonds.…”

Section: Coupon Paymentmentioning

confidence: 99%

“…Petroni and C. Shakespeare[25], B.W. Ambrose, Y. Cheng and T.-H. Dolly King[26] observe the negative impact of the issue size on yield spreads of corporate bonds. Other researchers, such as J. Elliott, A. Subrahmanyam and S. Mahanti[16], K. Cai[27] report on the positive effect of the issue size on yield spreads.…”

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confidence: 99%

Analyzing the Impact of Various Economic Metrics on Yield Spreads of the Russian Ruble-Denominated Corporate Bonds

Султанов¹

2018

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“…Huang and J.J. Oxman [9], T. Chuluun, A. Prevost и J. Puthenpurackal [15], Tsung-Kang Chen and Yi-Ping Liao [18], B.W. Ambrose, Y. Cheng and T.-H. Dolly King [26]. In the above researches, the coupon rate was found to have the positive impact on yield spreads of corporate bonds.…”

Section: Coupon Paymentmentioning

confidence: 99%

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A peer reviewed information and analysis journal Since 1995 Quarterly Until January 2014, the journal publication frequency was 12 issues per year* The journal is recommended by VAK (the Higher Attestation Commission) of the Ministry of Education and Science of the Russian Federation to publish scientific works encompassing the basic matters of theses for advanced academic degrees in Economic Sciences Indexing in Referativny

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Decision-Making During the Crisis: Why Did the Treasury Let Commercial Banks Fail?

2015

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The Financial Crisis and Temporary Liquidity Guarantee Program: Their Impact on Fixed-Income Markets

Cited by 6 publications

References 23 publications

Analyzing the Impact of Various Economic Metrics on Yield Spreads of the Russian Ruble-Denominated Corporate Bonds

Analyzing the Impact of Various Economic Metrics on Yield Spreads of the Russian Ruble-Denominated Corporate Bonds

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Decision-Making During the Crisis: Why Did the Treasury Let Commercial Banks Fail?

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