1. Introduktion. Bakgrund -- Forskningsöversikt -- Syfte -- Frägeställning -- Svenska källor -- Utländska källor -- Metod -- 2. Tidigmodern kreditmarknad. Den finansiella Infrastrukturen -- Företagsformer / associationer -- Krediter under perioden 1750-1820 -- Importens respektive...

This paper explores a long dataset (1999-2005) of intraday prices on German long-term bond futures and examines market responses to major macroeconomic announcements and ECB monetary policy releases. In general, adjustments in prices are quick and new information is usually incorporated into...

This paper examines bond and stock market volatility reactions in the euro area and the US following their respective economies' monetary policy decisions, over a uniform sample period (April 1999 to May 2006). For this purpose, intraday data on the US and euro area bond and stock markets are...

Applied to the European markets, this paper analyzes the price of credit risk on the Credit Default Swap (CDS) and corporate bond markets by comparing the sensitivity of the credit spreads on each market to systematic, idiosyncratic risk factors and liquidity. Our analysis confirms the existence...