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Die Ecu-Märkte
In: Europäische Wirtschaft / Beiheft A (1997)
Persistent link: https://www.econbiz.de/10001235929
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Zinsprodukte im Euroland : Kerninstrumente des Geld- und Anleihemarktes mit ihren Derivaten
Besant, André; Heidorn, Thomas; Linsenmaier, Achim - 2003 - 1. Aufl.
Persistent link: https://www.econbiz.de/10001677924
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Hedging of a Portfolio of Rainfall Insurances using Rainfall Bonds and European Call Options (Bull Spread)
Shah, Anand - 2017
insurances for two crops in three districts each. We then estimate the parameters of rainfall bond and rainfall call option with …
Persistent link: https://www.econbiz.de/10012969306
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An empirical analysis of dynamic dependences in the European corporate credit markets : bonds versus credit derivatives
Mayordomo, Sergio; Peña Sánchez de Rivera, Juan Ignacio - In: Applied financial economics 24 (2014) 7/9, pp. 605-619
Persistent link: https://www.econbiz.de/10010402682
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An Empirical Analysis of the Dynamic Dependences in the European Corporate Credit Markets : Bonds vs. Credit Derivatives
Mayordomo, Sergio - 2012
This paper provides new evidence on the dynamic dependences of European corporate credit spread in three markets: Bond … primarily driven by innovations. The intra-market dependence during the current crisis decreases for bond and ASP innovations … but increases for CDS due to the increase of counterparty risk. ASP and bond innovations are closely related suggesting …
Persistent link: https://www.econbiz.de/10013115436
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The functional form of yield curves
Brousseau, Vincent - 2002
Persistent link: https://www.econbiz.de/10013434467
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Der deutsche Rentenmarkt im Vorfeld der Europäischen Währungsunion
Rust, Irgeen - In: Sparkasse : Manager-Magazin für die Sparkassen-Finanzgruppe 114 (1997) 2, pp. 67-70
Persistent link: https://www.econbiz.de/10001214845
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Benchmark yield undershooting in the E.M.U.
Antzulatos, Angelos A. (contributor) - 2002
Persistent link: https://www.econbiz.de/10001712632
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A Comparative Analysis of the Informational Efficiency of the Fixed Income Market in Seven European Countries
Bariviera, Aurelio F. - 2015
This letter investigates the time-varying behavior of long memory in sovereign and corporate bond indices of seven … crisis affects more the informational efficiency of the corporate bond market than the sovereign bond market …
Persistent link: https://www.econbiz.de/10013013956
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Flight-to-Quality in the Euro Area : Convenience Yield in German Government Bond Rates
Sebestyén, Szabolcs - 2017
German government bonds are very popular among investors because of their liquidity and safety, and they are also widely used in repo transactions as collateral. During the recent financial crisis the excess demand for German securities pushed their yields below the theoretical risk-free rate....
Persistent link: https://www.econbiz.de/10012941785