The Tail Risk Co-Movement of Qusi-Municipal Bond : What Can We Learn from China's Chengtou Bond Market?
Year of publication: |
2022
|
---|---|
Authors: | Xia, Hongyu ; Hardle, Wolfgang Karl |
Publisher: |
[S.l.] : SSRN |
Subject: | China | Rentenmarkt | Bond market | Anleihe | Bond | Öffentliche Anleihe | Public bond | Risiko | Risk |
-
Pricing the pandemic : evidence from the bond market in China
Gao, Haoyu, (2024)
-
Does local gambling culture affect bond yield spread? : evidence from China
Xie, Yan, (2023)
-
Bond return predictability : economic value and links to the macroeconomy
Gargano, Antonio, (2019)
- More ...
-
Spatial Risk Premium on Weather Derivatives and Hedging Weather Exposure in Electricity
Hardle, Wolfgang Karl, (2012)
-
Cross-exchange Crypto Risk : A High-frequency Dynamic Network Perspective
Wang, Yifu, (2023)
-
Indices on cryptocurrencies: An evaluation
Häusler, Konstantin, (2021)
- More ...