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Liquidity risk and the covered bond market in times of crisis: empirical evidence from Germany
Wegener, Christoph; Basse, Tobias; Sibbertsen, Philipp; … - In: Application of operations research to financial markets, (pp. 407-426). 2019
Persistent link: https://www.econbiz.de/10012160047
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Collateral affects return risk : evidence from the euro bond market
Helberg, Stig; Lindset, Snorre - In: Financial markets and portfolio management 34 (2020) 1, pp. 99-128
Persistent link: https://www.econbiz.de/10012225036
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Trends in the covered bond market
Janssens, Dries - In: Revue bancaire et financière 75 (2011) 1/2, pp. 74-83
Persistent link: https://www.econbiz.de/10008939145
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Can bonds hedge stock market risks? : green bonds vs conventional bonds
Dong, Xiyong; Xiong, Youlin; Nie, Siyue; Yoon, Seong-min - In: Finance research letters 52 (2023), pp. 1-9
Persistent link: https://www.econbiz.de/10014472201
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Liquidity Drivers on the Covered Bond Market
Weigerding, Michael - 2018
and risk drive long-term liquidity, but the new ones are likewise important. Supply and seasonality are crucial …
Persistent link: https://www.econbiz.de/10012906748
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Risk Premia in Covered Bond Markets
Prokopczuk, Marcel - 2013
In this paper, we empirically explore risk premia in mortgage covered bond markets. Using a large panel data set of … of high importance for explaining risk premia in covered bond markets …
Persistent link: https://www.econbiz.de/10013091794
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The Covered Bond Market
Packer, Frank - 2013
pricing of covered bonds to be robust to idiosyncratic shocks to issuer credit risk as well as more systemic shocks to the …
Persistent link: https://www.econbiz.de/10013095068
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The principles of bond investment
Chamberlain, Lawrence - 1917 - 7. ed.
Persistent link: https://www.econbiz.de/10011538821
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Home country interest rates and international investment in U.S. bonds
Ammer, John; Claessens, Stijn; Tabova, Alexandra; … - In: Journal of international money and finance 95 (2019), pp. 212-227
Persistent link: https://www.econbiz.de/10012135282
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The CSPP at work : yield heterogeneity and the portfolio rebalancing channel
Zaghini, Andrea - 2019
We assess the impact of the corporate sector purchase programme (CSPP), the corporate arm of the ECB's quantitative easing, over its first year of activity (June 2016 - June 2017). Focusing on the primary bond market, we find evidence of a significant impact of the CSPP on yield spreads, both...
Persistent link: https://www.econbiz.de/10011997427