Temporary alienation or lasting separation? : covered and government bond spread movements during and after the crisis of 2007 - 2009
Year of publication: |
2015
|
---|---|
Authors: | Hellmich, Martin ; Kraft, Holger ; Siddiqui, Sikandar |
Published in: |
International journal of economics and finance. - Toronto, ISSN 1916-971X, ZDB-ID 2531850-0. - Vol. 7.2015, 5, p. 22-37
|
Subject: | covered bond spreads | flight to safety | time varying parameter model | Öffentliche Anleihe | Public bond | Zinsstruktur | Yield curve | Finanzkrise | Financial crisis | Pfandbrief | Covered bond | Schätzung | Estimation |
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