Similar Search Results

Understanding the term structure of swap spreads

Cortes, Fabio - In: Quarterly bulletin / Bank of England 46 (2006) 1, pp. 45-56

Persistent link: https://www.econbiz.de/10003307749

The functional form of yield curves

Brousseau, Vincent - 2002

Persistent link: https://www.econbiz.de/10013434467

Impact of futures on comovements between European cross-listed equities

Koulakiotis, Athanasios; Lyroudi, Katerina; Dasilas, … - In: Journal of financial management and analysis : … 18 (2005) 1, pp. 1-13

Persistent link: https://www.econbiz.de/10003167708

Measuring the liquidity impact on EMU government bond prices

Jankowitsch, R.; Mösenbacher, H.; Pichler, Stefan - In: The European journal of finance 12 (2006) 2, pp. 153-169

Persistent link: https://www.econbiz.de/10003305294

Overcrowding versus liquidity in the euro sovereign bond markets

Coppola, Andrea; Girardi, Alessandro; Piga, Gustavo - In: International journal of finance & economics : IJFE 18 (2013) 4, pp. 307-318

Persistent link: https://www.econbiz.de/10010355973

Macroannouncements, bond auctions and rating actions in the European government bond spreads

Boffelli, Simona; Urga, Giovanni - In: Journal of international money and finance 53 (2015), pp. 148-173

Persistent link: https://www.econbiz.de/10011475944

European capital market integration : evidence from the ECU government bond market

Mylonidis, Nikolaos - In: Geld, Finanzwirtschaft, Banken und Versicherungen : …, (pp. 221-242). 1997

Persistent link: https://www.econbiz.de/10001298432

Market Liquidity Risk Premia in Eurozone Government Bonds' Yield Spreads

Kahlert, Dennis - 2017

This paper is about market liquidity risk premia in Eurozone sovereign bond spreads between 2008 and 2015. By calibrating an arbitrage-free reduced form model to the cash- and derivatives markets of each member state, we disentangle credit and market liquidity spread components in government...

Persistent link: https://www.econbiz.de/10012969408

The determinants of sovereign risk premiums in the UK and the European government bond market : the impact of Brexit

Kadiric, Samir - 2020

Persistent link: https://www.econbiz.de/10012244831

Designing a euro area treasury

Klöckers, Hans-Joachim; Tordoir, Sander - In: Strengthening the institutional architecture of the …, (pp. 33-41). 2020

Persistent link: https://www.econbiz.de/10012264470

1
2
3
4
5
6
7
8
9
10
Next
Last