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Die Geldmarktsteuerung der Europäischen Zentralbank und das Geldangebot der Banken : mit 12 Tabellen

Nautz, Dieter - 2000

Persistent link: https://www.econbiz.de/10001472967

The term structure of redenomination risk

Bayer, Christian; Kim, Chi Hyun; Kriwoluzky, Alexander - 2018

This paper assesses redenomination risk in the euro area. We first estimate daily default-risk-free yield curves for … redenomination risk from the yield spreads between these two types of bonds. Redenomination risk primarily shows up at the short end … -2% for Germany. The ECB's interventions designed to reduce the risk of a breakup successfully did so for Italy, but …

Persistent link: https://www.econbiz.de/10011865446

The term structure of redenomination risk

Bayer, Christian; Kim, Chi Hyun; Kriwoluzky, Alexander - 2018

Persistent link: https://www.econbiz.de/10011919132

Pricing the Bund term structure with linear regressions : without an observable short rate

Speck, Christian - 2023

Affine term structure models of bond yields are important tools for analyzing fixed income markets and monetary policy. Estimators of Adrian, Crump, and Mönch (2013) and Diez de Los Rios (2015) replace time-consuming nonlinear search procedures with a set of simple linear regressions. However,...