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pro vyhledávání: '"Pinnington, James"'
Publikováno v:
Review of Financial Studies; Feb2024, Vol. 37 Issue 2, p591-638, 48p
Autor:
Leboeuf, Maxime, Pinnington, James
The spread between the yield of a corporate bond and the yield of a similar Government of Canada bond reflects compensation for possible default by the issuing firm and compensation for additional risks beyond default. Using the approach proposed by
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::cc307829058e15420cb1a7903bfa1efb
We study settlement fails for trades in the Government of Canada bond market. We find that settlement fails do not occur independently. Using a novel and comprehensive dataset, we examine three drivers of fails. First, we find that fails are more lik
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::6217b0650be6232e1344676277b20ed1
https://hdl.handle.net/10419/197835
https://hdl.handle.net/10419/197835
Autor:
Pinnington, James, Shamloo, Maral
We document an increase in deviations from short-term covered interest rate parity (CIP) in the first half of 2015. Since the Swiss National Bank’s (SNB) decision to abandon its minimum exchange rate policy, both the magnitude and volatility of dev
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::acef589e1a528503b6b845df505a0396
https://hdl.handle.net/10419/173357
https://hdl.handle.net/10419/173357