Similar Search Results

A fundamental approach to corporate bond options

Simozar, Saied - In: International journal of financial engineering 11 (2024) 2, pp. 1-30

Persistent link: https://www.econbiz.de/10014574997

Bond variance risk premia

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

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

Call feature and corporate bond yield spreads

Samet, Anis; Obay, Lamia - In: Journal of multinational financial management 25/26 (2014), pp. 1-20

Persistent link: https://www.econbiz.de/10010516827

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

Pricing anomaly at the first sight : same borrower in different currencies faces different credit spreads : an explanation by means of a quanto option

Rathgeber, Andreas W.; Rudolph, David; Stöckl, Stefan - In: Review of derivatives research 18 (2015) 2, pp. 107-143

Persistent link: https://www.econbiz.de/10011477291

Estimating yield spreads volatility using GARCH-type models

Kim, Jong-Min; Kim, Dong H.; Jung, Hojin - In: The North American journal of economics and finance : a … 57 (2021), pp. 1-10

Persistent link: https://www.econbiz.de/10012822078

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

Implicit government guarantees, media tone and bond pricing

Dong, Yashu; Dong, Yi; Xuan, Wenshuang - In: Journal of business finance & accounting : JBFA 51 (2024) 7/8, pp. 1980-2019

Persistent link: https://www.econbiz.de/10015127383

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