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Interest-Rate Swaps and Arbitrage
Málek, Jiøí - In: Czech Journal of Economics and Finance (Finance a uver) 51 (2001) 2, pp. 99-110
bonds with a fixed and floating coupon, a swap as a portfolio of forwards, and a swap as the difference between the cap and … is much lower than that of loans or corporate bonds. Empirical research is presented to support the analysis. One of the …
Persistent link: https://www.econbiz.de/10008549883
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A Brief History of the Czech Bond Market
Dvoøáková, Anna - In: Czech Journal of Economics and Finance (Finance a uver) 54 (2004) 3-4, pp. 155-170
The article outlines the historical roots of bonds and bond-market institutions in the Czech Republic. The survey … differences exist, among them, for example, the existence of perpetuities, lottery bonds, and bonds issued by individuals during …
Persistent link: https://www.econbiz.de/10008495833
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Detection of Bank Failures in Transition Economies: The Case of the Czech Republic
Hanousek, Jan; Podpiera, Jiri - In: Czech Journal of Economics and Finance (Finance a uver) 51 (2001) 5, pp. 264-278
This paper studies bank-failure models in the context of transition economies. In order to capture the default risk of banks, data on the structure of retail deposit rates is used to improve the prognostic quality of bank-failure prediction. The Czech bank crisis of 1994?1996, during which 14...
Persistent link: https://www.econbiz.de/10008540711