Narrow search
Showing 1 - 10 of 152
Cover Image
Covered Bonds under Unconventional Monetary Policy
Markmann, Holger - 2018
Holger Markmann studies covered bonds and their market behaviour upon the announcement and implementation of outright covered bond purchases by the eurosystem. After introducing the covered bond market, its reaction to the global financial crisis, and the functionality of unconventional monetary...
Persistent link: https://www.econbiz.de/10012396220
Cover Image
Impact of Government Bonds Spreads on Credit Derivatives : Analysis of Increasing Spreads Developments within the European Area
Berger, Verena Anna - 2018
Verena Anna Berger investigates the question to what extent credit default swap spreads are impacted by an increase of government bond yields within the European area. In the first step, these spreads are computed with the help of the Hull-White model to demonstrate the theoretical calculation....
Persistent link: https://www.econbiz.de/10012397669
Cover Image
Growth-Linked Securities
Williamson, John - 2017
This book provides a detailed and comprehensive synthesis of the literature on growth-linked securities, which are an equity-like method of financing for sovereigns. Based on an idea introduced by Shiller (1993), these securities enjoy growing intellectual support. Momentum in favour of them in...
Persistent link: https://www.econbiz.de/10012397745
Cover Image
Die Performance deutscher Staatsanleihen : Konstruktion eines historischen Rentenindex ab Ultimo 1870 bis Ultimo 1959
Fast, Waldemar - 2019
In diesem Buch wird die langfristige historische Entwicklung deutscher längstlaufender Staatsanleihen im Zeitraum 1870 bis 1959 untersucht. Durch Verknüpfung der ermittelten Performance mit der bereits existierenden Zeitreihe gleicher Konzeption sowie der anschließenden Fortentwicklung bis...
Persistent link: https://www.econbiz.de/10012401861
Cover Image
Die Entwicklung der Zinsstrukturkurve : Eine Analyse homogener affiner Mehrfaktormodelle auf Basis des Kalman-Filters
Mayer, Christoph - 2009
Kenntnisse über die Entwicklung der Zinssätze beliebiger Fristen der Zinsstrukturkurve sind essentiell für eine Vielzahl von Anwendungen. Beispielsweise für Fragen der Kapitalanlageprojektion, die im Asset/Liability-Management und im Rahmen der Gesamtunternehmenssteuerung von Relevanz sind,...
Persistent link: https://www.econbiz.de/10014014973
Cover Image
The Microstructure of European Bond Markets : Organization, Price Formation, and Cost of Liquidity
Flögel, Volker (contributor) - 2006
Persistent link: https://www.econbiz.de/10013520964
Cover Image
Introduction of a New Conceptual Framework for Government Debt Management : With a Special Emphasis on Modeling the Term Structure Dynamics
Hubig, Anja - 2013
Core assumptions underlying the micro portfolio approach to public debt management -- A public finance framework for long-term sovereign funding decisions -- Recommendations for broader debt management objectives -- A new approach to model the shape and dynamics of the term structure of interest...
Persistent link: https://www.econbiz.de/10014016469
Cover Image
Agricultural Implications of the Fukushima Nuclear Accident : The First Three Years
Nakanishi, Tomoko M. (ed.); Tanoi, Keitaro (ed.) - 2016 - 1st ed. 2016
This book reports the results from on-site research into radioactive cesium contamination in various agricultural systems affected by the Fukushima Daiichi Nuclear Power Plant accident that occurred in March 2011. This is the second volume from the research groups formed in the Graduate School...
Persistent link: https://www.econbiz.de/10012692828
Cover Image
Corporate Governance and Value Creation in Japan : Prescriptions for Boosting ROE
Yanagi, Ryohei - 2018
1 Dawn of Corporate Governance: Japan must change -- 2 Cash Valuation Assessment of Japanese Corporations: When 100 yen … Synchronization of Non-financial Capital and Value Creation: Japan should show ROE of ESG -- 8 Appendix: Latest investor Survey 2016 … corporate governance and value creation in Japan. The author explains the rationale underlying the suggestion of the Ito Review …
Persistent link: https://www.econbiz.de/10013256175
Cover Image
The Changing Japanese Labor Market : Theory and Evidence
Kitagawa, Akiomi; Ohta, Souichi; Teruyama, Hiroshi - 2018
Japanese Labor Market -- 5 Duration Dependence of Job-Finding Rates in Japan -- Index. …
Persistent link: https://www.econbiz.de/10013270837