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Are covered bonds different from securitization bonds? A comparative analysis of credit spreads

Pinto, João - 2020

This study compares credit spreads and the pricing of securitization and covered bonds. Using a sample of 18,309 bonds … issued by European banks in the 2000-2016 period, we find that asset-backed securities (ABS), mortgage-backed securities (MBS …), public covered bonds (PCB), and mortgage covered bonds (MCB) are priced differently. Our results show that investors rely on …

Persistent link: https://www.econbiz.de/10012853679