Similar Search Results

Zum Zusammenhang zwischen Bond-Credit Spreads und Ratings

Mergner, Sascha - EconWPA - 2005

Ziel der vorliegenden Arbeit ist eine empirische Analyse des Zusammenhangs zwischen Bond-Credit Spreads und Ratings. Anhand US- amerikanischer Unternehmensanleihen soll untersucht werden, welche Zusammenhänge an den Maerkten zu beobachten sind, welchen Veränderungen diese im Zeitablauf...

Persistent link: https://www.econbiz.de/10005077011

Is Liquidity Reflected in Bond Yields? Evidence from the Euro Corporate Bond Market

Houweling, Patrick; Mentink, Albert; Vorst, Ton - EconWPA - 2002

We test whether liquidity is priced in the euro-denominated corporate bond market. We use the Arbitrage Pricing Theory to control for other sources of risk. Yields are used to measure the bonds' expected returns and liquidity is approximated by four indirect measures: issued amount, age, number...

Persistent link: https://www.econbiz.de/10005413035

Spillovers across High Yield Markets

Moschitz, Julius - EconWPA - 2004

This paper studies the time-variant interactions among US stocks, emerging market bonds and US low-grade corporate bonds. All of these assets are characterized by a similar average return, but returns are far from being perfectly correlated. Therefore, investing in these different assets...

Persistent link: https://www.econbiz.de/10005413232

When prices hardly matter: Incomplete insurance contracts and markets for repair goods

Nell, Martin; Richter, Andreas; Schiller, Jörg - EconWPA - 2005

purchases a good to compensate consequences of unfavorable events, such as an accident or an illness. Insurance policies in most … lines of insurance base indemnity on the insured’s actual expenses, i.e., the insured would be partially or completely … reimbursed when purchasing certain goods. In this setting we discuss the interaction between insurance and repair markets by …

Persistent link: https://www.econbiz.de/10005076664

Gains and losses: the same or different choices? A “non-ideal” economics approach.

Harin, Alexander - EconWPA - 2005

Ideal economics? A “non-ideal” economics approach has been proposed, which considers the possibility of arrangement infringements. It gives promises for both solving fundamental problems of economic theory and creation of new directions and fields of research. The approach application in...

Persistent link: https://www.econbiz.de/10005124942

Arrangement Infringement Possibility Approach: Some Economic Features of Large-Scale Events

Harin, Alexander - EconWPA - 2004

and objectives for the first stages of insurance data analysis have been sketched out. Scale hypotheses, insurance and …

Persistent link: https://www.econbiz.de/10005124993

Optimal Unemployment Insurance and Voting

Pollak, Andreas - EconWPA - 2005

insurance (UI) scheme and the voting behaviour on unemployment policy reforms. In a first step, the optimal defined benefit and …

Persistent link: https://www.econbiz.de/10005125042

Equity Allocation and Portfolio Selection in Insurance: A simplified Portfolio Model

Taflin, Erik - EconWPA - 1999

A quadratic discrete time probabilistic model, for optimal portfolio selection in (re-)insurance is studied. For …

Persistent link: https://www.econbiz.de/10005125679

Private Crop Insurers and the Reinsurance Fund Allocation Decision

Coble, Keith; Dismukes, Robert; Glauber, Joseph - EconWPA - 2005

This research investigates the strategic behavior of private crop insurance firms reinsured by the USDA through the …

Persistent link: https://www.econbiz.de/10005126096

Pay per mile insurance

Zahid, Dr. Fayyaz - EconWPA - 2005

High insurance cost is one of the serious financial problems that today’s drivers are facing. It appears to be that in … the current time based insurance system the insurance companies are charging premiums for the risk of driving while the … vehicles are parked. Independent surveys and interviews of the insurance customers were conducted. The literature and available …

Persistent link: https://www.econbiz.de/10005126111