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The choice among non-callable bonds and make whole, claw back and otherwise ordinary callable bonds

Booth, Laurence D.; Gounopoulos, Dimitrios; Skinner, … - 2012

Persistent link: https://www.econbiz.de/10009664465

A joint factor model for bonds, stocks, and options

Bali, Turan G.; Beckmeyer, Heiner; Goyal, Amit - 2023 - This version: November 8, 2023

Persistent link: https://www.econbiz.de/10014483091

Bond variance risk premia

Mueller, Philippe; Vedolin, Andrea; Yen, Yu-min - 2012

Persistent link: https://www.econbiz.de/10009552228

Insurance options : beating the benchmark : are catastrophe bonds more profitable than corporate bonds?

Caro Barrera, José Rafael - In: Revista de métodos cuantitativos para la economía y … 29 (2020), pp. 3-17

In this paper, we establish a comparison between one of the most traded financial derivatives in the markets, the so-called catastrophe bonds (abbreviated as cat bonds) and the corporate bonds. In the first section, we start from a brief definition as well as some basic concepts. In section two,...

Persistent link: https://www.econbiz.de/10012259883

Climate-linked bonds

Broeders, Dirk; Dimitrov, Daniel; Verhoeven, Niek - 2025

Climate-linked bonds, issued by governments and supranational organizations, are pivotal in advancing towards a net-zero economy. These bonds adjust their payoffs based on climate variables such as average temperature and greenhouse gas emissions, providing investors a hedge against long-term...

Persistent link: https://www.econbiz.de/10015181854

Climate-linked bonds

Broeders, Dirk; Dimitrov, Daniel; Verhoeven, Niek - 2024

Persistent link: https://www.econbiz.de/10015085087

Option implied bond spread risk

Hudecz, Gergely (contributor); Moshammer, Edmund (contributor) - European Stability Mechanism - 2024

Government bond yield futures and related option contracts contain information on the asymmetry of interest rate risks …. We construct probability distributions of marketimplied bond yield expectations up to 90 calendar days ahead between … January 2018 and December 2023. We derive daily distributions for German, French, and Italian bond yields as well as bivariate …

Persistent link: https://www.econbiz.de/10015322363

Call Options on Tax-Exempt Bonds Are Pricey

Kalotay, Andrew - 2022

Virtually every longer-term tax-exempt municipal bond is callable, usually at par 10 years after issuance. Borrowers …

Persistent link: https://www.econbiz.de/10013306874

Monetary policy and risk-taking : evidence from Thai corporate bond markets

Warinthip Worasak; Nuwat Nookhwun; Pongpitch Amatyakul - 2022

Persistent link: https://www.econbiz.de/10013431587

Corporate yields and sovereign yields

Bevilaqua, Julia; Hale, Galina; Tallman, Eric - 2019

Persistent link: https://www.econbiz.de/10012123481