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The impact of credit rating announcements on Spanish corporate fixed income performance : returns, yields and liquidity
Abad, Pilar (contributor); Díaz Pérez, Antonio (contributor) - 2007
Persistent link: https://www.econbiz.de/10003436841
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The use of mortgage covered bonds
Avesani, Renzo G.; Garcia Pascual, Antonio; Ribakova, Elina - 2007
Persistent link: https://www.econbiz.de/10003424535
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Fixed income strategies based on the prediction of parameters in the NS model for the Spanish public debt market
Andrada Félix, Julián; Fernandez-Perez, Adrian; … - In: SERIEs : Journal of the Spanish Economic Association 6 (2015) 2, pp. 207-245
Using different econometric models, Diebold and Li (J Econom 130:337-364, 2006) addressed the practical problem of forecasting the yield curve by predicting the factors level, slope and curvature in the Nelson-Siegel framework. This paper has two main aims: on the one hand, to investigate the...
Persistent link: https://www.econbiz.de/10011311742
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Do long-term bonds hedge equity risk? : evidence from Spain
Flavin, Thomas J.; Lagoa Varela, Dolores - 2016
Persistent link: https://www.econbiz.de/10011552984
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La renta fija arriesgada en España: situación y factores que influyen en la formación de precios
Escribano Sotos, Francisco - In: Información comercial española : ICE : revista de … (2003), pp. 199-212
Persistent link: https://www.econbiz.de/10001894154
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El mercado de bonos "Matador"
Morán Reyero, Pilar - In: Información comercial española : ICE : revista de … (1992), pp. 77-93
Persistent link: https://www.econbiz.de/10001122462
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Interest risk and default risk : a conditional volatility study
Escribano Sotos, Francisco - In: International advances in economic research : IAER ; an … 9 (2003) 1, pp. 56-62
Persistent link: https://www.econbiz.de/10001772379
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Bond pricing before and after EMU from the experience of the "European South"
Antzulatos, Angelos A.; Klinaki, Eleni - In: Journal of economic integration 17 (2002) 1, pp. 153-163
Persistent link: https://www.econbiz.de/10001654065
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Credit Ratings and Bond Spreads of the GIIPS
de Vries, Tim - 2014
(Greece, Ireland, Italy, Portugal and Spain) for the period 1995-2014. Since 2012, bond spreads of those countries have come …We examine the relationship between credit ratings and bond yield spreads of peripheral countries in the euro area … risk ratings on sovereign bond spreads has changed …
Persistent link: https://www.econbiz.de/10013049947
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Duration and Convexity in Bonds Valuation (Duración y Convexidad en la Valoración de Bonos) (Spanish)
Loffredo, Jean Paul - 2010
calculate a bond valuation. I've tried to bring some clarity to it …
Persistent link: https://www.econbiz.de/10013144372