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Lighting up the dark : liquidity in the German corporate bond market
Gündüz, Yalın; Pelizzon, Loriana; Schneider, Michael; … - 2021
We study the impact of transparency on liquidity in OTC markets. We do so by providing an analysis of liquidity in a … the U.S., the determinants of German corporate bond liquidity are in line with search theories of OTC markets. Third ….S. Our results support the notion that, while market liquidity is generally higher in transparent markets, a subset of bonds …
Persistent link: https://www.econbiz.de/10012589378
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Lighting up the dark : liquidity in the German corporate bond market
Gündüz, Yalın; Ottonello, Giorgio; Pelizzon, Loriana; … - 2018
We study the impact of transparency on liquidity in OTC markets. We do so by providing an analysis of liquidity in a … the U.S., the determinants of German corporate bond liquidity are in line with search theories of OTC markets. Third ….S. Our results support the notion that, while market liquidity is generally higher in transparent markets, a sub-set of bonds …
Persistent link: https://www.econbiz.de/10011901195
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Liquidity in the German Corporate Bond Market : Has the CSPP Made a Difference?
Boneva, Lena; Islami, Mevlud; Schlepper, Kathi - 2021
Purchase Programme (CSPP). Did these purchases lead to a deterioration of liquidity conditions in the corporate bond market … Bundesbank’s detailed CSPP purchase records with a range of liquidity indicators for both purchased and nonpurchased bonds. We … find that while the flow of purchases supported secondary market liquidity, liquidity conditions deteriorated in the long …
Persistent link: https://www.econbiz.de/10013236386
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Liquidity in the German corporate bond market : has the CSPP made a difference?
Boneva, Lena; Islami, Mevlud; Schlepper, Kathi - 2021
Purchase Programme (CSPP). Did these purchases lead to a deterioration of liquidity conditions in the corporate bond market … Bundesbank's detailed CSPP purchase records with a range of liquidity indicators for both purchased and nonpurchased bonds. We … find that while the flow of purchases supported secondary market liquidity, liquidity conditions deteriorated in the long …
Persistent link: https://www.econbiz.de/10012489578
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The joint estimation of term structures and credit spreads
Houweling, Patrick; Hoek, Jaap; Kleibergen, Frank - 1999
We present a new framework for the joint estimation of the default-free government term structure and corporate credit spread curves. By using a data set of liquid, German mark denominated bonds, we show that this yields more realistic spreads than traditionally obtained spread curves that...
Persistent link: https://www.econbiz.de/10011301164
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Finanzderivate : Rechtshandbuch
Zerey, Jean-Claude (ed.); Auerbach, Dirk (contributor) - 2010 - 2. Aufl.
Persistent link: https://www.econbiz.de/10003895896
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Finanzderivate : Rechtshandbuch
Zerey, Jean-Claude; Altrock, Frank - 2016 - 4. Auflage
Persistent link: https://www.econbiz.de/10014008979
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Finanzderivate : Rechtshandbuch
Zerey, Jean-Claude; Altrock, Frank; Behrends, Okko Hendrik - 2023 - 5. Auflage
Der "Zerey"Das Handbuch Finanzderivate ist das hochgelobte Referenzwerk für eine professionelle Beratung in allen wesentlichen Rechtsfragen zum Thema Derivate. Es beinhaltet auch die luxemburgische, österreichische und schweizerische Rechtslage. Rechtsanwälten, Wirtschaftsprüfern sowie...
Persistent link: https://www.econbiz.de/10012665372
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Lighting Up the Dark : Liquidity in the German Corporate Bond Market
Gündüz, Yalin; Schneider, Michael; Pelizzon, Loriana; … - 2021
We study the impact of transparency on liquidity in OTC markets. We do so by providing an analysis of liquidity in a … the U.S., the determinants of German corporate bond liquidity are in line with search theories of OTC markets. Third ….S. Our results support the notion that, while market liquidity is generally higher in transparent markets, a subset of bonds …
Persistent link: https://www.econbiz.de/10013217843
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German Mittelstand bonds : yield spreads and liquidity
Utz, Sebastian; Weber, Martina; Wimmer, Maximilian - In: Journal of business economics : JBE 86 (2016) 1/2, pp. 103-129
Persistent link: https://www.econbiz.de/10011666880