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Benchmark yield undershooting in the E.M.U.

Antzulatos, Angelos A. (contributor) - 2002

Persistent link: https://www.econbiz.de/10001712632

The market for German federal securities

2000 - 3. ed

Persistent link: https://www.econbiz.de/10001568943

When do banks do what governments tell them to do? : a comparative study of Greek bonds' management in France and Germany at the onset of the Euro-crisis

Massoc, Elsa Clara - In: New political economy 26 (2021) 4, pp. 674-689

Persistent link: https://www.econbiz.de/10012608963

The Term Structure of Bond Market Liquidity Conditional on the Economic Environment : An Analysis of Government Guaranteed Bonds

Schuster, Philipp - 2014

We analyze the term structure of illiquidity premiums as the difference between the yield curves of two major bond …

Persistent link: https://www.econbiz.de/10013066296

German Mittelstand Bonds : Yield Spreads and Liquidity

Utz, Sebastian - 2015

measures as well as a number of variables that control for both the characteristics of the issuing firm and the bond … for the risk of the bond. Economically, the size of the liquidity premium of Mittelstand bonds is approximately twice the …

Persistent link: https://www.econbiz.de/10013013702

Re-examination of international bond market dependence : evidence from a pair copula approach

Abakah, Emmanuel Joel Aikins; Addo, Emmanuel; … - In: International review of financial analysis 74 (2021), pp. 1-35

Persistent link: https://www.econbiz.de/10012803932

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

Robo-advising private investors of German mid-cap bonds

Wosnitza, Jan Henrik - In: Corporate finance : Finanzierung, Kapitalmarkt, … 9 (2018) 7/8, pp. 220-224

Persistent link: https://www.econbiz.de/10011901065

Estimating the effects of the "flight to quality", with an application to German bond yields and interest payments

Boeing-Reicher, Claire; Boysen-Hogrefe, Jens - 2017

, cumulatively, due to low bond yields since the onset of the Euro crisis. In order to determine the contribution of the "flight to … quality" to this sum, we define the flight to quality as a factor which has caused German bond yields and crisis country bond …

Persistent link: https://www.econbiz.de/10011685448

An interest-rate model with regime-switching mean-reversion level

Grimm, Stefanie - 2017 - 1. Auflage

Persistent link: https://www.econbiz.de/10011646074

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