Narrow search
Showing 1 - 10 of 13,729
Cover Image
German bond yields and debt supply : is there a "bund premium"?
Paret, Anne-Charlotte; Weber, Anke - 2019
Are Bunds special? This paper estimates the 'Bund premium' as the difference in convenience yields between other sovereign safe assets and German government bonds adjusted for sovereign credit risk, liquidity and swap market frictions. A higher premium suggests less substitutability of sovereign...
Persistent link: https://www.econbiz.de/10012154614
Cover Image
The effect of monetary unification on German bond markets
Dewachter, Hans; Lyrio, Marco; Maes, Konstantijn - 2002
Persistent link: https://www.econbiz.de/10001665446
Cover Image
Risk assessment on euro area government bond markets : the role of governance
Boysen-Hogrefe, Jens - In: Journal of international money and finance 73 (2017), pp. 104-117
Persistent link: https://www.econbiz.de/10011787709
Cover Image
The ECB and the bond market
Favero, Carlo A.; Giavazzi, Francesco - 2008
Persistent link: https://www.econbiz.de/10013445844
Cover Image
Banks' holdings of risky sovereign bonds in the absence of the nexus : yield seeking with central bank funding or de-risking?
Frey, Rainer; Weth, Mark - 2019
For the largest 55 German banks, we detect the presence of countercyclical yield seeking in the form of acquisition of …-stressed country such as Germany. Yield-seeking strategies were predominantly pursued by strong banks in Germany. Thus, with respect to …
Persistent link: https://www.econbiz.de/10012268051
Cover Image
Credit risk in the euro area
Gilchrist, Simon; Mojon, Benoît - 2014
Persistent link: https://www.econbiz.de/10010353423
Cover Image
Credit risk in the euro area
Gilchrist, Simon; Mojon, Benoît - 2014
Persistent link: https://www.econbiz.de/10010356911
Cover Image
Benchmark yield undershooting in the E.M.U.
Antzulatos, Angelos A. (contributor) - 2002
Persistent link: https://www.econbiz.de/10001712632
Cover Image
Flight-to-Quality in the Euro Area : Convenience Yield in German Government Bond Rates
Sebestyén, Szabolcs - 2017
pushed their yields below the theoretical risk-free rate. The convenience yield, the deviation of German rates from the … Gaussian affine term structure model for German zero-coupon yields that allows the estimation of the convenience yield as one … techniques. The estimated factor can be interpreted as convenience yield, and the model provides a good fit for both German zero …
Persistent link: https://www.econbiz.de/10012941785
Cover Image
Credit risk in the euro area
Gilchrist, Simon; Mojon, Benoît - In: The economic journal : the journal of the Royal … 128 (2018) 608, pp. 118-158
Persistent link: https://www.econbiz.de/10011951239