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Política monetaria
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ECONIS (ZBW)
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EMU deepening and sovereign debt
spreads
: using political space to achieve policy space
Kataryniuk, Iván
;
Mora Bajén, Víctor María
;
Pérez …
-
2021
políticas económicas». ; Sovereign
spreads
within the European Monetary Union (EMU) arise because markets price-in heterogeneous … integration drive down periphery
spreads
. Moreover, while decisions on key subjects present a robust effect, this is not the case … peripheral sovereign
spreads
, and not by the opposite movement in core countries. We conclude that EU policy-makers have at their …
Persistent link: https://www.econbiz.de/10012525473
Saved in:
2
The Effect of the Introduction of a Clearinghouse on Trading Costs: The New York Stock Exchange in the 1890s
Reed, Sara
-
2011
the clearinghouse’s effect on trading costs for different equity securities, scrutinizing the effects on bid-ask
spreads
…. I find that once a firm joined the NYSE clearinghouse, both its relative and absolute bid-ask
spreads
are narrowed …, representing an overall reduction in
spreads
of 5.28 percent. …
Persistent link: https://www.econbiz.de/10009468761
Saved in:
3
ESSAYS IN DYNAMIC CORPORATE FINANCE
Michaux, Michael
-
2010
, while the correlation of investment and Tobin's Q is low, the correlation of investment and credit
spreads
is high. We … correlation between investment and credit
spreads
, and between investment and Q, helping the model match the data. …
Persistent link: https://www.econbiz.de/10009439046
Saved in:
4
An investigation into the mechanics and pricing of credit derivatives
Eraman, Direen
-
2009
, arbitrage free pricing, martingales, defaultprobabilities, survival probabilities, hazard rates and forward
spreads
…
Persistent link: https://www.econbiz.de/10009457847
Saved in:
5
The Role of Default Correlation in Valuing Credit Dependant Securities
Bobey, William
-
2008
In this thesis, I imply a forward-looking systematic factor from CDO market
spreads
; I show that this factor is a … bond credit
spreads
. From this, I infer that corporate bond credit
spreads
are positively related to expected default … to CDO market
spreads
implies the model parameters. Using two and three mixing densities and data spanning January 2004 …
Persistent link: https://www.econbiz.de/10009455367
Saved in:
6
Examining the use of bid information in predicting the contractor?s performance
Cheung, Sai On
;
Wong, Peter S. P.
;
Fung, Ada Y. S.
; …
-
2008
layers to be used in the network model. Keywords Hong Kong, Construction industry, Neural nets, Modelling, Bid offer
spreads
…
Persistent link: https://www.econbiz.de/10009483397
Saved in:
7
The development of commercial mortgage-backed securities in Australia
Chikolwa, Bwembya
-
2007
classes backing the issues and transaction types, tightening
spreads
and record issuance volumes. The strong commercial real …
Persistent link: https://www.econbiz.de/10009483216
Saved in:
8
US Corporate Default Swap Valuation: The Market Liquidity Hypothesis and Autonomous Credit Risk
Dunbar, Kwamie
-
2007
This paper develops a reduced form three-factor model which includes a liquidity proxy of market conditions which is then used to provide implicit prices. The model prices are then compared with observed market prices of credit default swaps to determine if swap rates adequately reflect market...
Persistent link: https://www.econbiz.de/10009430118
Saved in:
9
The role of global risk aversion in explaining Latin American sovereign
spreads
García Herrero, Alicia
;
Ortíz Vidal-Abarca, Alvaro
-
2005
the US long term interest rates) explain developments in Latin American sovereign
spreads
. We find that GRA is significant … and positively related to Latin American sovereign
spreads
and that its impact varies across countries and over time …. In addition, the influence of GRA on
spreads
has risen since the Enron scandal. Finally, both an increase in US economic …
Persistent link: https://www.econbiz.de/10012530068
Saved in:
10
Common risk factors in the US and UK interest swap markets-evidence from a non-linear vector autoregression approach
Lekkos, I
;
Milas, C
-
2002
swap
spreads
are best described by aregime-switching model. We identify the existence of two distinct regimes in US and UK …
Persistent link: https://www.econbiz.de/10009465473
Saved in:
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