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Money and credit redux
Gu, Chao; Mattesini, Fabrizio; Wright, Randall D. - 2015
Persistent link: https://www.econbiz.de/10011313655
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Money and credit redux
Gu, Chao; Mattesini, Fabrizio; Wright, Randall D. - In: Econometrica : journal of the Econometric Society, an … 84 (2016) 1, pp. 1-32
Persistent link: https://www.econbiz.de/10011552216
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Ricardo on the national debt and its redemption : some notes on an unpubl. Ricardian manuscript
Asso, Pier Francesco - In: Economic notes : economic review of Banca Monte dei … (1988), pp. 5-36
Persistent link: https://www.econbiz.de/10001054873
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On the Design of Sovereign Bond-Backed Securities
Barucci, Emilio - 2019
We analyze Sovereign Bond-Backed Securities, concentrating our attention on the return of the different tranches and on their risk. We show that as the correlation level among defaults increases, the yield rate of senior tranches increases while the yield rate of junior tranches decreases. A...
Persistent link: https://www.econbiz.de/10012858438
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On the feasibility of a debt redemption fund
Barucci, Emilio; Brachetta, Matteo; Marazzina, Daniele - In: Economic modelling 119 (2023), pp. 1-12
Persistent link: https://www.econbiz.de/10014249633
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On the design of sovereign bond-backed securities
Barucci, Emilio; Brigo, Damiano; Francischello, Marco; … - In: International journal of financial engineering 9 (2022) 1, pp. 1-23
Persistent link: https://www.econbiz.de/10013188811