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 …

. Nonetheless, the average CDS-bond basis (i.e. the difference between both measures) is positive in the period 2004-2005. We detect …

describes the main building blocks, presents the forecast performance of the model and, finally, it illustrates the responses to …

relies on the interpretation of duration as (minus) theyield elasticity of the bond price, duration ismeasured as a bond …

We assess the effect of aggregate stock market illiquidity on U.S. Treasury bond risk premia. We find that the stock …

predictions for the three variables. In particular for inflation the TV-VAR outperforms, in terms of mean square forecast error … also shown to hold over the most recent period in which it has been hard to forecast inflation. …

consumption growth since 1981. By using forecast data for both returns and macroeconomic fundamentals, we use the complete cross … quarters, forecasters, and forecast horizons. This approach yields 14727 observations, much greater than the 107 time series …