Measuring the liquidity impact on catastrophe bond spreads
Year of publication: |
2019
|
---|---|
Authors: | Zhao, Yang ; Yu, Min-Teh |
Published in: |
Pacific-Basin finance journal. - Amsterdam [u.a.] : Elsevier, ISSN 0927-538X, ZDB-ID 1343420-2. - Vol. 56.2019, p. 197-210
|
Subject: | Catastrophe bond | Catastrophes | Insurance-linked derivatives | Liquidity premium | Liquidity proxy | Yield spread | Zinsstruktur | Yield curve | Liquidität | Liquidity | Derivat | Derivative | Anleihe | Bond | Katastrophe | Disaster | Risikoprämie | Risk premium | Öffentliche Anleihe | Public bond | Theorie | Theory | Elementarschadenversicherung | Natural disaster insurance |
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