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Catering to Investors through Security Design : Headline Rate and Complexity

Celerier, Claire - 2019

text analysis of the payoff formulas of the 55,000 products issued in Europe from 2002 to 2010, we measure product headline …

Persistent link: https://www.econbiz.de/10012905291

Yield Curve Investing : Optimizing Risk-Adjusted Returns

Corcoran, Charles - 2013

This paper investigates how recent changes in market interest rates have affected risk-adjusted returns. Returns are adjusted for duration, a measure of interest rate risk. Prior to the 2007-2008 rate decrease, one-year Treasuries offered the best risk/return tradeoff. As a result of the rate...

Persistent link: https://www.econbiz.de/10013090162

Elusive safety : the new geography of capital flows and risk

Alfaro, Laura; Faia, Ester; Judson, Ruth A.; … - 2020

Persistent link: https://www.econbiz.de/10012241031

Elusive safety : the new geography of capital flows and risk

Alfaro, Laura; Faia, Ester; Judson, Ruth A.; … - 2020

Persistent link: https://www.econbiz.de/10012231623

Elusive safety : the new geography of capital flows and risk

Alfaro, Laura; Faia, Ester; Judson, Ruth A.; … - 2020

dollar-denominated securities are increasingly inter-mediated by tax havens ﬁnancial centers (THFC) and by less regulated … funds. These securities are risky and respond to tax rates and prudential regulations, suggesting tax avoidance and … sector and increased with quantitative easing policies. Facts on the privately held securities are rationalized through a …

Persistent link: https://www.econbiz.de/10012210945