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Publications

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  • All HBS Web  (984)
    • News  (230)
    • Research  (563)
    • Multimedia  (3)
  • Faculty Publications  (333)

Show Results For

  • All HBS Web  (984)
    • News  (230)
    • Research  (563)
    • Multimedia  (3)
  • Faculty Publications  (333)
← Page 6 of 984 Results →
  • 13 Jan 2016
  • Working Paper Summaries

Forward Guidance in the Yield Curve: Short Rates versus Bond Supply

Keywords: by Robin Greenwood, Samuel G. Hanson, and Dimitri Vayanos; Financial Services
  • 1978
  • Chapter

Managing a Bank Bond Portfolio over Time

By: D. B. Crane and S. P. Bradley
Keywords: Bonds; Investment Portfolio; Financial Management; Banks and Banking; Banking Industry
Citation
Related
Crane, D. B., and S. P. Bradley. "Managing a Bank Bond Portfolio over Time." In Stochastic Programming, edited by M. A. H. Dempster. London: Academic Press, 1978.
  • April 1979
  • Article

Statistical Models of Bond Ratings: A Methodological Inquiry

By: Robert S. Kaplan and Gabriel Urwitz
Keywords: Mathematical Methods; Bonds
Citation
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Kaplan, Robert S., and Gabriel Urwitz. "Statistical Models of Bond Ratings: A Methodological Inquiry." Journal of Business (April 1979): 231–261.
  • 27 May 2011
  • Working Paper Summaries

An Empirical Decomposition of Risk and Liquidity in Nominal and Inflation-Indexed Government Bonds

Keywords: by Carolin E. Pflueger & Luis M. Viceira
  • August 1988
  • Case

J.P. Morgan's Mexican Bank Debt: Bond Swap

Citation
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Meerschwam, David M. "J.P. Morgan's Mexican Bank Debt: Bond Swap." Harvard Business School Case 289-013, August 1988.
  • 2018
  • Working Paper

Corporate Bond Liquidity: A Revealed Preference Approach

By: Sergey Chernenko and Adi Sunderam
Citation
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Chernenko, Sergey, and Adi Sunderam. "Corporate Bond Liquidity: A Revealed Preference Approach." Working Paper, March 2018.
  • 2016
  • Chapter

Forward Guidance in the Yield Curve: Short Rates versus Bond Supply

By: Robin Greenwood, Samuel Gregory Hanson and Dimitri Vayanos
We present a model of the yield curve in which the central bank can provide market participants with forward guidance on both future short rates and on future Quantitative Easing (QE) operations, which affect bond supply. Forward guidance on short rates works through... View Details
Keywords: Central Banking; Financial Markets
Citation
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Greenwood, Robin, Samuel Gregory Hanson, and Dimitri Vayanos. "Forward Guidance in the Yield Curve: Short Rates versus Bond Supply." In Monetary Policy through Asset Markets: Lessons from Unconventional Measures and Implications for an Integrated World, edited by Elias Albagli, Diego Saravia, and Michael Woodford, 11–62. Santiago: Banco Central de Chile, 2016. (Working Paper version: NBER Working Paper No. 21750 Here.)
  • 2021
  • Working Paper

Bank Balance Sheet Constraints and Bond Liquidity

By: Johannes Breckenfelder and Victoria Ivashina
Citation
SSRN
Related
Breckenfelder, Johannes, and Victoria Ivashina. "Bank Balance Sheet Constraints and Bond Liquidity." Working Paper, June 2021.
  • December 2004
  • Teaching Note

Yield Curves and Bond Ratings Tutorial (TN)

By: William E. Fruhan Jr.
Teaching Note to (9-204-712). View Details
Keywords: Internet and the Web; Education; Debt Securities; Service Operations; Measurement and Metrics; Performance Evaluation; Education Industry
Citation
Related
Fruhan, William E., Jr. "Yield Curves and Bond Ratings Tutorial (TN)." Harvard Business School Teaching Note 205-051, December 2004.
  • 20 Nov 2015
  • News

Gray Air and Green Bonds in China

  • 16 Nov 2010
  • News

Under Attack, Fed Officials Defend Buying of Bonds

  • 12 Mar 2009
  • Working Paper Summaries

Inflation Bets or Deflation Hedges? The Changing Risks of Nominal Bonds

Keywords: by John Y. Campbell, Adi Sunderam & Luis M. Viceira
  • 13 Aug 2021
  • News

Managers, Here’s How to Bond with New Hires Remotely

  • August 2021
  • Article

Don't Take Their Word for It: The Misclassification of Bond Mutual Funds

By: Huaizhi Chen, Lauren Cohen and Umit Gurun
We provide evidence that bond fund managers misclassify their holdings, and that these misclassifications have a real and significant impact on investor capital flows. In particular, many funds report more investment grade assets than are actually held in their... View Details
Keywords: Mutual Funds; Economics; Finance; Measurement and Metrics; Risk and Uncertainty; Financial Services Industry
Citation
SSRN
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Chen, Huaizhi, Lauren Cohen, and Umit Gurun. "Don't Take Their Word for It: The Misclassification of Bond Mutual Funds." Journal of Finance 76, no. 4 (August 2021): 1699–1730. (Winner of the Best Paper Prize at the University of Cambridge Consortium on Asset Management, 2020; Winner of the Financial Management Association Best Paper Prize in Quantitative Investments, 2020.)
  • 05 Nov 2019
  • News

Bond mutual funds may hold riskier holdings than reported, NBER study finds

  • 07 Oct 2016
  • Working Paper Summaries

Sovereign Debt Portfolios, Bond Risks, and the Credibility of Monetary Policy

Keywords: by Wenxin Du, Carolin E. Pflueger, and Jesse Schreger
  • Article

Perceptions and the Politics of Finance: Junk Bonds and the Regulatory Seizure of First Capital Life

By: S. C. Gilson, H. DeAngelo and L. DeAngelo
In May 1991, one month after seizing Executive Life, California regulators seized First Capital Life (FCLIC). Both insurers were Drexel clients with large junk bond holdings, and both had experienced 'bank runs.' FCLIC's run followed regulators' televised comments that... View Details
Keywords: Finance; Bonds; Governing Rules, Regulations, and Reforms
Citation
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Gilson, S. C., H. DeAngelo, and L. DeAngelo. "Perceptions and the Politics of Finance: Junk Bonds and the Regulatory Seizure of First Capital Life." Journal of Financial Economics 41, no. 3 (July 1996): 475–511.
  • 18 Apr 2014
  • News

Strengthening the bond between the U.S. and China

Former US Treasury Secretary Henry M. Paulson, Jr. (MBA 1970) talks about his current work in US-China relations as CEO of the Paulson Institute. (Published April 2014) View Details
  • 2013
  • Working Paper

What Makes the Bonding Stick? A Natural Experiment Involving the U.S. Supreme Court and Cross-Listed Firms

By: Amir N. Licht, Christopher Poliquin, Jordan I. Siegel and Xi Li
On March 29, 2010, the U.S. Supreme Court signaled its intention to geographically limit the reach of the U.S. securities antifraud regime and thus differentially exclude U.S.-listed foreign firms from the ambit of formal U.S. antifraud enforcement. We use this legal... View Details
Keywords: Crime and Corruption; International Finance; Investment; Corporate Governance; Governing Rules, Regulations, and Reforms; Courts and Trials; Legal Liability; United States
Citation
SSRN
Read Now
Related
Licht, Amir N., Christopher Poliquin, Jordan I. Siegel, and Xi Li. "What Makes the Bonding Stick? A Natural Experiment Involving the U.S. Supreme Court and Cross-Listed Firms." Harvard Business School Working Paper, No. 11-072, January 2011. (Revised August 2013.)
  • January 2009 (Revised June 2010)
  • Teaching Note

Lyons Document Storage Corporation: Bond Math (Brief Case)

By: William J. Bruns Jr.
Teaching Note to 3215 View Details
Keywords: Financial Accounting; Quantitative Analysis; Securities; Debt Securities; Cash Flow; Mathematical Methods; Accounting
Citation
Purchase
Related
Bruns, William J., Jr. "Lyons Document Storage Corporation: Bond Math (Brief Case)." Harvard Business School Teaching Note 093-216, January 2009. (Revised June 2010.)
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