The impact of air pollution on the cost of debt financing: Evidence from the bond market

J Tan, KC Chan, Y Chen - Business Strategy and the …, 2022 - Wiley Online Library
This study investigates whether bond markets reflect firms' exposure to air pollution through
an increased cost of debt financing; and, if so, whether firms can mitigate this air pollution …

Is Bloomberg's Credit Default Swaps Model Superior in Predicting Defaults?

SH Han, KB Leggio, YS Shin - Journal of Fixed Income, 2024 - search.ebscohost.com
Using new corporate bonds issued by US industrial firms from 2001 to 2020, we compare
the performance of S& P's credit ratings with that of the Bloomberg Model Credit Default …

Factors in Swiss franc corporate bond returns

S Manser - Financial Markets and Portfolio Management, 2023 - Springer
This paper examines the cross-sectional drivers of credit returns for Swiss franc corporate
bonds in a comprehensive sample including trade-based prices and effective bid-ask …