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Konstruktion einer Anleihe mit hypothekarischer Besicherung
Alram, Johannes - 2009
This work describes the legal structuring of a mortgage covered bond in accordance with the regulations of paragraphs … rights of the bond holders according to the regulations of the German Statue Governing Common Rights of Owners of Debt … Securities (Schuldverschreibungsgesetz). Furthermore, the work describes how the bond creditors shall have preferences of the …
Persistent link: https://www.econbiz.de/10010298959
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Exploring the CDS-Bond Basis
De Wit, Jan - 2006
. Nonetheless, the average CDS-bond basis (i.e. the difference between both measures) is positive in the period 2004-2005. We detect …
Persistent link: https://www.econbiz.de/10011506625
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Trading the bond-CDS basis: The role of credit risk and liquidity
Trapp, Monika - 2009
We analyze trading opportunities that arise from differences between the bond and the CDS market. By simultaneously … entering a position in a CDS contract and the underlying bond, traders can build a default-risk free position that allows them … to repeatedly earn the difference between the bond asset swap spread and the CDS, known as the basis. We show that the …
Persistent link: https://www.econbiz.de/10010302537
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Finanzinnovationen auf den deutschen Kapitalmärkten
Füllenkemper, Horst; Rehm, Hannes - In: Wirtschaftsdienst 65 (1985) 10, pp. 510-515
Persistent link: https://www.econbiz.de/10011466284
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Finanzinnovationen: Hintergründe und Konsequenzen
Reither, Franco; Dennig, Ulrike - In: Wirtschaftsdienst 66 (1986) 1, pp. 45-52
Persistent link: https://www.econbiz.de/10011466317
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Credit Spreads und ihre Determinanten in Deutschland
Rottmann, Horst; Seitz, Franz - In: ifo Schnelldienst 57 (2004) 24, pp. 10-14
Für Unternehmen kann die Analyse von Credit Spreads, d.h. der Differenz zwischen den Renditen von Unternehmensanleihen und laufzeitäquivalenten risikolosen Anlagen, nützliche Informationen erbringen, da sich Veränderungen im Credit Spread auf ihre Finanzierungskonditionen auswirkt. Prof. Dr....
Persistent link: https://www.econbiz.de/10011692236
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How and when do markets tip? Lessons from the Battle of the Bund
Cantillon, Estelle; Yin, Pai-Ling - 2007
In a famous episode of financial history which lasted over eight years, the market for the future on the Bund moved entirely from LIFFE, a London-based derivatives exchange, to DTB, a Frankfurt-based exchange. This paper studies the determinants of the observed dynamics, using a novel panel...
Persistent link: https://www.econbiz.de/10011604812
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Hedging von Mengenrisiken in der Landwirtschaft - Wie teuer dürfen "ineffektive" Wetterderivate sein?
Mußhoff, Oliver; Hirschauer, Norbert - In: Agrarwirtschaft: Zeitschrift für Betriebswirtschaft, … 57 (2008) 5, pp. 269-280
, weather derivative markets for the agricultural sector are still in their infancy all-over the world. Some economists … considers both the derivative's farm-specific risk reduction capacity and the individual farmer's risk acceptance. Applying it …
Persistent link: https://www.econbiz.de/10015079080
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Neue Instrumente für das Schuldenmanagement der öffentlichen Hand?
Rickert, Bernd; Müller, Walter - In: Wirtschaftsdienst 76 (1996) 8, pp. 431-440
Persistent link: https://www.econbiz.de/10011467578
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Politics and the Stock Market: Evidence from Germany
Pierdzioch, Christian; Döpke, Jörg - 2004
We analyze the interaction of stock market movements and politics in Germany. In contrast to the empirical evidence …
Persistent link: https://www.econbiz.de/10010260493