Information flow among stocks, bonds, and convertible bonds

K Jo, G Choi, J Jeong, K Ahn - Plos one, 2023 - journals.plos.org
This study examines the information flow between convertible bonds (CBs) and other
investment assets, such as stocks and bonds. In particular, we employ transfer entropy (TE) …

Home bias and the need to build a bond market track record

A Krebbers, A Marshall, P McColgan… - The European Journal …, 2022 - Taylor & Francis
This paper examines home bias in the primary distribution process of the European
corporate bond market. Our approach allows us to study the initial holdings of corporate …

Home bias and the need to build a bond market track record

A Krebbers, A Marshall, P McColgan… - European Journal of …, 2022 - pureportal.strath.ac.uk
This paper examines home bias in the primary distribution process of the European
corporate bond market. Our approach allows us to study the initial holdings of corporate …