Measuring the liquidity impact on catastrophe bond spreads
Yang Zhao, Min-Teh Yu
| Year of publication: |
2019
|
|---|---|
| Authors: | Zhao, Yang ; Yu, Min-Teh |
| Published in: |
Pacific-Basin finance journal. - Amsterdam [u.a.] : Elsevier, ISSN 0927-538X, ZDB-ID 1343420-2. - Vol. 56.2019, p. 197-210
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| Subject: | Catastrophe bond | Catastrophes | Insurance-linked derivatives | Liquidity premium | Liquidity proxy | Yield spread | Zinsstruktur | Yield curve | Liquidität | Liquidity | Derivat | Derivative | Katastrophe | Disaster | Risikoprämie | Risk premium | Anleihe | Bond | Risikomodell | Risk model | Elementarschadenversicherung | Natural disaster insurance | Öffentliche Anleihe | Public bond | Unternehmensanleihe | Corporate bond | Marktliquidität | Market liquidity | Verbriefung | Securitization | Kapitaleinkommen | Capital income | Theorie | Theory |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.pacfin.2019.06.006 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012169578