Similar Search Results - EconBiz

Development of the government securities market in Kenya

Thotho, Leonard; Wanjiku, Caroline; Amanja, Daniel - In: 50 years of central banking in Kenya : regional and …, (pp. 381-423). 2021

Persistent link: https://www.econbiz.de/10012806502

Anatomy of a sovereign debt crisis : CDS spreads and real-time macroeconomic data

Alessi, Lucia; Balduzzi, Pierluigi; Savona, Roberto - 2019 - This draft: February 2019

We construct a unique and comprehensive data set of 19 real-time daily macroeconomic indicators for 11 Eurozone countries, for the 5/11/2009{4/25/2013 period. We use this new data set to characterize the time-varying dependence of the cross-section of sovereign credit default swap (CDS) spreads...

Persistent link: https://www.econbiz.de/10012053541

Estimation of the term structure from bond data

Gouriéroux, Christian; Scaillet, Olivier - 1994

Persistent link: https://www.econbiz.de/10000886669

The impact of a new futures contract on risk premia in the term structure : an APT analysis for French government bonds

Citanna, Alessandro - In: Financial markets' liberalisation and the role of banks, (pp. 218-247). 1993

Persistent link: https://www.econbiz.de/10001282492

Term structure of interest rates and the pricing of fixed income claims and bonds

Marsh, Terry Alan - In: Finance, (pp. 273-314). 1995

Persistent link: https://www.econbiz.de/10001318010

Grundlegende Ansätze im Rahmen der Analyse von Anleihen

Meyer-Bullerdiek, Frieder - In: Finanzwirtschaft, Kapitalmarkt und Banken : Festschrift …, (pp. 297-314). 2003

Persistent link: https://www.econbiz.de/10001736358

Implementing a bond scheme

Swinbank, Alan; Little, Jonathan; Knapp, Thomas; … - In: A bond scheme for common agricultural policy reform, (pp. 111-125). 2004

Persistent link: https://www.econbiz.de/10002452664

Advanced continuous time dynamic modelling of the Japanese yield curve

Nowman, Kalid Ben - In: Interest rates : term structure models, monetary …, (pp. 3-17). 2012

Persistent link: https://www.econbiz.de/10009658370

Including linkers in a sovereign bond portfolio : an HJM approach

Selves, Ricardo; Stamirowski, Marcin - In: Portfolio and risk management for central banks and …, (pp. 111-137). 2011

Persistent link: https://www.econbiz.de/10009405183

Bond pricing and the macroeconomy

Duffee, Greg - 2013

Persistent link: https://www.econbiz.de/10009696033

A service of the