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Three empirical essays on the informational content of financial prices
Bernoth, Kerstin - 2004
Persistent link: https://www.econbiz.de/10002524759
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Market volatility, monetary policy and the term premium
Mallick, Sushanta Kumar; Mohanty, M. S.; Zampolli, Fabrizio - 2017
Persistent link: https://www.econbiz.de/10011613347
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The price impact of macroeconomic news on capital markets
Niessen-Ruenzi, Alexandra; Niessen, Alexandra - 2009
Persistent link: https://www.econbiz.de/10003881471
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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
Recent calculations have suggested that the German federal government has saved roughly EUR 90-100 billion, 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...
Persistent link: https://www.econbiz.de/10011685448
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How safe was the "safe haven"? : financial market liquidity during the 1998 turbulences
Upper, Christian - 2000
Transaktion dieser vier Anleihen in Deutschland umfasst. Dies ist besonders für Arbeiten über den Rentenmarkt von großem Interesse … bonds in Germany. This feature is particularly attractive for the bond market, where OTC transactions account for most … trading. The volatility of yields of the four bonds more than doubled in the wake of the Russian devaluation on August 17th …
Persistent link: https://www.econbiz.de/10011418740
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How safe was the "safe haven"? : Financial market liquidity during the 1998 turbulences
Upper, Christian - 2000
bonds in Germany. This feature is particularly attractive for the bond market, where OTC transactions account for most … trading. The volatility of yields of the four bonds more than doubled in the wake of the Russian devaluation on August 17th …
Persistent link: https://www.econbiz.de/10001455520
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How Safe Was the "Safe Haven"? Financial Market Liquidity During the 1998 Turbulences
Upper, Christian - 2016
Persistent link: https://www.econbiz.de/10012991314
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Scarcity effects of QE : a transaction-level analysis in the Bund market
Schlepper, Kathi; Riordan, Ryan; Hofer, Heiko; … - 2017
This paper investigates the scarcity effects of quantitative easing (QE) policies, drawing on intra-day transaction-level data for German government bonds, purchased under the Public Sector Purchase Program (PSPP) of the ECB/Eurosystem. This paper is the first to match high-frequency QE purchase...
Persistent link: https://www.econbiz.de/10011632212
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Scarcity effects of QE : a transaction-level analysis in the Bund market
Schlepper, Kathi; Hofer, Heiko; Riordan, Ryan; … - 2017
Persistent link: https://www.econbiz.de/10011752683