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What is Bond Market Contagion Analysis about?

This document discusses contagion in financial markets and presents research on contagion in the U.S. corporate bond market between 1995-2003. It defines contagion as the spread of financial shocks across assets or markets. The author aims to understand the channels through which contagion occurs by examining the effects of firm-specific and market-wide shocks on bond yields and liquidity. The study finds evidence of "flight to quality" consistent with information transmission and liquidity theories of cont

Author

Anand Sukumaran

Language

EN