Focal Interest
Focal Interest

Bond

  1. Liquidity shocks spill over to related corporate bond peers
    Analysis of liquidity spillover in corporate bond markets following rating downgrades, showing contagion through information learning across related securities.
  2. Valence bond representations with +ve charges on adjacent atoms? An odd titanium complex analysed.
    Computational analysis of titanium complexes reveals that adjacent positively charged nitrogen atoms form stable bonds with unusually low interaction energies.
  3. RNN-based distortion models improved CAT bond pricing
    Catastrophe bond pricing framework combining distortion operator theory with recurrent neural networks, capturing discontinuous repricing and tail-risk compensation.
  4. Natural gas prices and green bonds show a changing two-way link
    Quantile-on-quantile analysis of natural gas price and green bond market interactions reveals nonlinear, time-varying relationships within sustainable development contexts.
  5. Liquidity-trap spillovers differ sharply across asset-supply shocks
    Examine how asset market shocks transmit across borders differently in liquidity traps versus normal times, using a heterogeneous-agent framework with financial frictions.