Εμφανίζονται 1 - 20 Αποτελέσματα από 138 για την αναζήτηση '"КОРПОРАТИВНЫЕ ОБЛИГАЦИИ"', χρόνος αναζήτησης: 0,70δλ Περιορισμός αποτελεσμάτων
  1. 1
  2. 2
  3. 3
  4. 4
  5. 5
    Academic Journal

    Συνεισφορές: The study was carried out with the financial support of the Russian Science Foundation within the framework of project No. 23-28-01321 "Analysis of the behavior of debt market participants in crisis situations in related economies"., Исследование выполнено при финансовой поддержке Российского научного фонда в рамках проекта № 23-28-01321 «Анализ поведения участников долгового рынка в условиях кризисных ситуаций в связанных экономиках».

    Πηγή: MIR (Modernization. Innovation. Research); Том 15, № 4 (2024); 576-592 ; МИР (Модернизация. Инновации. Развитие); Том 15, № 4 (2024); 576-592 ; 2411-796X ; 2079-4665 ; 10.18184//2079-4665.2024.15.4

    Περιγραφή αρχείου: application/pdf

    Relation: https://www.mir-nayka.com/jour/article/view/1776/1049; Issa S., Gevorkyan A.V. Optimal corporate leverage and speculative cycles: an empirical estimation // Structural Change and Economic Dynamics. 2022. Vol. 62. P. 478–491. https://doi.org/10.1016/j.strueco.2022.06.002; Stoupos N., Kiohos A. Bond markets integration in the EU: New empirical evidence from the Eastern non-euro member-states // The North American Journal of Economics and Finance. 2022. Vol. 63. P. 101827. https://doi.org/10.1016/j.najef.2022.101827; Zhao M., Park H. Quantile time-frequency spillovers among green bonds, cryptocurrencies, and conventional financial markets // International Review of Financial Analysis. 2024. Vol. 93. P. 103198. https://doi.org/10.1016/j.irfa.2024.103198; Lian Y., Ye T., Zhang Y., Zhang L. How does corporate ESG performance affect bond credit spreads: Empirical evidence from China // International Review of Economics & Finance. 2023. Vol. 85. P. 352–371. https://doi.org/10.1016/j.iref.2023.01.024; Elsayed A.H., Naifar N., Nasreen S., Tiwari A.K. Dependence structure and dynamic connectedness between green bonds and financial markets: Fresh insights from time-frequency analysis before and during COVID-19 pandemic // Energy Economics. 2022. Vol. 107. P. 105842. https://doi.org/10.1016/j.eneco.2022.105842; Cevik E.I., Terzioglu H.C., Kilic Y., Bugan M.F., Diboogluet S. Interconnectedness and systemic risk: Evidence from global stock markets // Research in International Business and Finance. 2024. Vol. 69. P. 102282. https://doi.org/10.1016/j.ribaf.2024.102282; Alshammari S., Andriosopoulos K., Kaabia O., Mohamed K.S., Urom C. The interplay among corporate bonds, geopolitical risks, equity market, and economic uncertainties // International Review of Financial Analysis. 2024. V. 95. Part A. P. 103350. https://doi.org/10.1016/j.irfa.2024.103350; De Wet C. Geopolitical risks and yield dynamics in the Australian sovereign bond market // Journal of Risk and Financial Management. 2023. Vol. 16. Iss. 3. P. 144. https://doi.org/10.3390/jrfm16030144; Bouteska A., Hassan M.K., Rashid M., Bilgin M.H. The dynamics of bonds, commodities and bitcoin based on NARDL approach // The Quarterly Review of Economics and Finance. 2024. Vol. 94. P. 58–70. https://doi.org/10.1016/j.qref.2023.12.013; Белова М.Т., Савосина Е.И., Сушков А.А. Перспективы развития российского рынка корпоративных облигаций в условиях санкций // Финансовые рынки и банки. 2023. №. 4. С. 53–58. EDN: https://elibrary.ru/tqnlvw; Козлов В.М. Российский рынок корпоративных облигаций: возможности роста в условиях санкций // Инновации и инвестиции. 2023. № 1. С. 115–118. EDN: https://elibrary.ru/cnbfbl; Полякова Т.Н. Российский рынок биржевых облигаций: анализ обращения // Вестник Института экономики Российской академии наук. 2023. № 3. C. 64–83. EDN: https://elibrary.ru/pgesbx. https://doi.org/10.52180/2073-6487_2023_3_64_83; Diebold F.X., Yilmaz K. Measuring financial asset return and volatility spillovers, with application to global equity markets // The Economic Journal. 2008. Vol. 119. Iss. 534. P. 158–171. https://doi.org/10.1111/j.1468-0297.2008.02208.x; Samitas A., Kampouris E., Umar Z. Financial contagion in real economy: The key role of policy uncertainty // International Journal of Finance & Economics. 2022. Vol. 27. Iss. 2 P. 1633–1682. https://doi.org/10.1002/ijfe.2235; Le T.P.T.D., Tran H.L.M. The contagion effect from US stock market to the Vietnamese and the Philippine stock markets: The evidence of DCC-GARCH model // The Journal of Asian Finance, Economics and Business. 2021. Vol. 8. Iss. 2. P. 759–770. https://doi.org/10.13106/jafeb.2021.vol8.no2.0759; Antonakakis N., Cunado J., Filis G., Gabauer D., Perez de Gracia F. Dynamic connectedness among the implied volatilities of oil prices and financial assets: New evidence of the COVID-19 pandemic // International Review of Economics & Finance. 2023. Vol. 83. P. 114–123. https://doi.org/10.1016/j.iref.2022.08.009; Mensi W., Alomari M., Vo X.V., Kang S.H. Extreme quantile spillovers and connectedness between oil and Chinese sector markets: A portfolio hedging analysis // The Journal of Economic Asymmetries. 2023. Vol. 28, P. e00327. https://doi.org/10.1016/j.jeca.2023.e00327; Lin X., Meng Y., Zhu H. Exploring hedging potentials of green bonds against oil price shocks: Evidence from quantile-on-quantile connectedness measures // Finance Research Letters. 2024. Vol. 65. P. 105640. https://doi.org/10.1016/j.frl.2024.105640; Behanzin S.O.P.R., Konté M.A., Sène B. Systemic risk of sovereign debt on West African Economic and Monetary Union's treasury securities market: Estimation of a delta-CoVaR model // In book: Reference Module in Social Sciences. Elsevier, 2024. https://doi.org/10.1016/b978-0-44-313776-1.00076-3; Drapkin I.M., Vasilyeva R.I., Kandalintseva A.A. Determinants of high-tech export: evidence from a crosscountry analysis // R-Economy. 2024. Vol. 10. Iss. 1. P. 41–54. EDN: https://elibrary.ru/goqwkr. https://doi10.15826/recon.2024.10.1.003; Lee K. Which uncertainty measures matter for the cross-section of corporate bond returns? Evidence from the U.S. during 1973–2020 // Finance Research Letters. 2022. Vol. 48. P. 102913. https://doi.org/10.1016/j.frl.2022.102913; Doğan B., Trabelsi N., Tiwari A.K., Ghosh S. Dynamic dependence and causality between crude oil, green bonds, commodities, geopolitical risks, and policy uncertainty // The Quarterly Review of Economics and Finance. 2023. Vol. 89. P. 36–62. https://doi.org/10.1016/j.qref.2023.02.006; Gormus A., Nazlioglu S., Soytas U. High-yield bond and energy markets // Energy Economics. 2018. Vol. 69. P. 101–110. https://doi.org/10.1016/j.eneco.2017.10.037; Umar Z., Abrar A., Hadhri S., Sokolova T. The connectedness of oil shocks, green bonds, sukuks and conventional bonds // Energy Economics. 2023. Vol. 119. P. 106562. https://doi.org/10.1016/j.eneco.2023.106562; Lai F., Xiong D., Zhu S., Li Y., Tan Y. Will geopolitical risks only inhibit corporate investment? Evidence from China // Pacific-Basin Finance Journal. 2023. Vol. 82. P. 102134. https://doi.org/10.1016/j.pacfin.2023.102134; Caldara D., Iacoviello М. Measuring geopolitical risk // American Economic Review. 2022. Vol. 112. Iss. 4. Р. 1194–1225. https://doi.org/10.1257/aer.20191823; Bai J., Bali T.G., Wen Q. Is there a risk-return tradeoff in the corporate bond market? Time-series and crosssectional evidence // Journal of Financial Economics. 2021. Vol. 142. Iss. 3. P. 1017–1037. https://doi.org/10.1016/j.jfineco.2021.05.003; Li Y., Chen S., Sensoy A., Wang L. Over-expected shocks and financial market security: Evidence from China's markets // Research in International Business and Finance. 2024. Vol. 68. P. 102194. https://doi.org/10.1016/j.ribaf.2023.102194; Almansour B.Y., Elkrghli S., Gaytan J.C.T., Mohnot R. Interconnectedness dynamic spillover among US, Russian, and Ukrainian equity indices during the COVID-19 pandemic and the Russian-Ukrainian war // Heliyon. Vol. 9. Iss. 12. P. e22974. https://doi.org/10.1016/j.heliyon.2023.e22974; Roy A., Soni A., Deb S. A wavelet-based methodology to compare the impact of pandemic versus RussiaUkraine conflict on crude oil sector and its interconnectedness with other energy and non-energy markets // Energy Economics. 2023. Vol. 124. P. 106830. https://doi.org/10.1016/j.eneco.2023.106830

  6. 6
    Academic Journal

    Πηγή: Advanced Economics and Pedagogical Technologies; Vol. 2 No. 2 (2025): Advanced Economics and Pedagogical Technologies; 334-339 ; Передовая экономика и педагогические технологии; Том 2 № 2 (2025): Передовая экономика и педагогические технологии; 334-339 ; Ilgʻor iqtisodiyot va pedagogik texnologiyalar; Jild 2 № 2 (2025): Ilg'or iqtisodiyot va pedagogik texnologiyalar; 334-339 ; 3060-4842 ; 10.60078/3060-4842-2025-vol2-iss2

    Περιγραφή αρχείου: application/pdf

  7. 7
    Academic Journal

    Πηγή: Advanced Economics and Pedagogical Technologies; Vol. 2 No. 2 (2025): Advanced Economics and Pedagogical Technologies; 310-314 ; Передовая экономика и педагогические технологии; Том 2 № 2 (2025): Передовая экономика и педагогические технологии; 310-314 ; Ilgʻor iqtisodiyot va pedagogik texnologiyalar; Jild 2 № 2 (2025): Ilg'or iqtisodiyot va pedagogik texnologiyalar; 310-314 ; 3060-4842 ; 10.60078/3060-4842-2025-vol2-iss2

    Περιγραφή αρχείου: application/pdf

  8. 8
    Academic Journal

    Πηγή: Экономика и предпринимательство. :1136-1139

  9. 9
  10. 10
  11. 11
  12. 12
    Academic Journal

    Πηγή: Экономика и предпринимательство. :1372-1376

  13. 13
    Academic Journal

    Συγγραφείς: Кадирова, Хадича

    Πηγή: YASHIL IQTISODIYOT VA TARAQQIYOT; Vol. 2 No. 8 (2024): «Yashil iqtisodiyot va taraqqiyot» jurnali ; YASHIL IQTISODIYOT VA TARAQQIYOT; Том 2 № 8 (2024): «Yashil iqtisodiyot va taraqqiyot» журнали ; YASHIL IQTISODIYOT VA TARAQQIYOT; Том 2 № 8 (2024): «Yashil iqtisodiyot va taraqqiyot» jurnali ; 2992-8982 ; 0000-0000 ; 10.55439/GED/vol2_iss8

    Περιγραφή αρχείου: application/pdf

  14. 14
    Academic Journal
  15. 15
  16. 16
  17. 17
  18. 18
  19. 19
  20. 20