Economics, Econometrics and Finance
4 years ago

Bond market pricing revolutionizes risk assessment, boosting market efficiency.

SSRN Electronic Journal
An Experimental Study of Bond Market Pricing
Matthias Weber, John Duffy, Arthur Schram

Paper Summary

Related papers

Economics, Econometrics and Finance
2 years ago

European Green Bonds Priced at Discount, Impacting Sustainable Investments.

Green Bonds
Fiscal Policy
Credit Risk
2 views
Economics, Econometrics and Finance
3 years ago

ECB's Green Bond Purchases Boost Corporate Financing for Sustainable Projects

Green Bonds
Environmental Impact
Climate Policies
2 views
Economics, Econometrics and Finance
4 years ago

Green bonds offer lower yields, highlighting limited impact of eco-conscious investors.

Climate Policies
Green Bonds
Environmental Impact
1 view

The bond market pricing was studied in an experiment to see how IPO prices and default probabilities are related. The researchers created two bond market models for the experiment and found that subjects quickly learned to price the bonds accurately after a few tries.