Industrial development in the last century have some negative consequences, and
environmental concern is one of them. The practitioners and researchers are trying to study …

Recent studies document strong empirical support for multifactor models that aim to explain
the cross-sectional variation in corporate bond expected excess returns. We revisit these …

The COVID-19 pandemic has exerted a noteworthy impact on stock market volatility around
the world. Can vaccination programs revert these adverse effects? To answer this question …

This study analyzes the volatility impact of the Chicago Board Options Exchange Volatility
Index (VIX) on the global banking sector during the Global Financial Crisis (GFC), COVID …

We show heterogeneous impacts of two sorts of events using a sample of six events arising
from the Indian border disputes in 2020. The NIFTY's sectoral indices reacted …

We propose a conditional factor model for corporate bond returns with five factors and time‐
varying factor loadings. We have three main empirical findings. First, our factor model excels …

Recently, there has been a fast-growing literature on the determinants of corporate bond
returns, in particular, the driving force of cross-sectional return variation. In this review, we …

Open-end corporate bond mutual funds invest in illiquid assets while providing liquid claims
to shareholders. Does such liquidity transformation introduce fragility to the corporate bond …

What do border disputes cost? Evidence from an emerging market | Emerald Insight Books
and journals Case studies Expert Briefings Open Access Publish with us Advanced search …

We decompose corporate bond and equity index returns into duration-matched government
bond returns and the excess returns over this duration-matched counterfactual, which we …