Zobrazeno 1 - 2 of 2 pro vyhledávání: '"Vamsidhar Kurakula"'
1
Impacts of the Fed Corporate Credit Facilities through the Lenses of ETFs and CDX
Autor: Stefania D'Amico, Vamsidhar Kurakula, Stephen M. Lee
Publikováno v: SSRN Electronic Journal.
In this study, we use the liquid and efficient bond ETF prices and CDX spreads to quantify the effects of the announcements of the Primary and Secondary Market Corporate Credit Facilities on the underlying corporate bonds. We find that those announce
Externí odkaz: https://explore.openaire.eu/search/publication?articleId=doi_dedup___::51004c727c817034cf2850c4761550a1
https://doi.org/10.2139/ssrn.3604744
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2
Impacts of the Fed Corporate Credit Facilities through the Lenses of ETFs and CDX
Autor: Stephen M. Lee, Vamsidhar Kurakula, Stefania D'Amico
In this study, we use the liquid and efficient bond ETF prices and CDX spreads to quantify the effects of the announcements of the Primary and Secondary Market Corporate Credit Facilities on the underlying corporate bonds. We find that those announce
Externí odkaz: https://explore.openaire.eu/search/publication?articleId=doi_________::b665b613f18905ab69eb684ee35ad72e
https://doi.org/10.21033/wp-2020-14
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