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Liquidity Drivers on the Covered Bond Market

Weigerding, Michael - 2018

and risk drive long-term liquidity, but the new ones are likewise important. Supply and seasonality are crucial …

Persistent link: https://www.econbiz.de/10012906748

Packer, Frank - 2013

pricing of covered bonds to be robust to idiosyncratic shocks to issuer credit risk as well as more systemic shocks to the …

Persistent link: https://www.econbiz.de/10013095068

The principles of bond investment

Chamberlain, Lawrence - 1917 - 7. ed.

Persistent link: https://www.econbiz.de/10011538821

The CSPP at work : yield heterogeneity and the portfolio rebalancing channel

Zaghini, Andrea - 2019

We assess the impact of the corporate sector purchase programme (CSPP), the corporate arm of the ECB's quantitative easing, over its first year of activity (June 2016 - June 2017). Focusing on the primary bond market, we find evidence of a significant impact of the CSPP on yield spreads, both...

Persistent link: https://www.econbiz.de/10011997427

A study on global investors’ criteria for investment in the local currency bond markets using AHP methods : the case of the Republic of Korea

Jang, Jae Young; Park, Min Jae - In: Risks : open access journal 7 (2019) 4/101, pp. 1-20

short-term investment propensities are more sensitive to international and domestic factors and less to risk factors, and … tendencies are found to be more sensitive to international and risk factors as opposed to domestic factors, and influenced by …

Persistent link: https://www.econbiz.de/10012128028