Pfandbrief-style products in Europe
In: The changing shape of fixed income markets: a collection of studies by central bank economists
Author
Abstract
Suggested Citation
Download full text from publisher
References listed on IDEAS
- Paul Mylonas & Sebastian Schich & Thorsteinn Thorgeirsson & Gert Wehinger, 2000. "New Issues in Public Debt Management: Government Surpluses in Several OECD Countries, the Common Currency in Europe and Rapidly Rising Debt in Japan," OECD Economics Department Working Papers 239, OECD Publishing.
- Michael J. Fleming, 2001. "Financial market implications of the federal debt paydown," Staff Reports 120, Federal Reserve Bank of New York.
- Bank for International Settlements, 1999. "Market Liquidity: Research Findings and Selected Policy Implications," CGFS Papers, Bank for International Settlements, number 11, december.
Citations
Citations are extracted by the CitEc Project, subscribe to its RSS feed for this item.
Cited by:
- Larsson, Carl F., 2013. "What did Frederick the great know about financial engineering? A survey of recent covered bond market developments and research," The North American Journal of Economics and Finance, Elsevier, vol. 25(C), pages 22-39.
- Ahnert, Toni & Anand, Kartik & Gai, Prasanna & Chapman, James, 2015.
"Safe, or not safe? Covered bonds and Bank Fragility,"
VfS Annual Conference 2015 (Muenster): Economic Development - Theory and Policy
112875, Verein für Socialpolitik / German Economic Association.
- Ahnert, Toni & Anand, Kartik & Gai, Prasanna & Chapman, James, 2016. "Asset Encumbrance, Bank Funding, and Financial Fragility," VfS Annual Conference 2016 (Augsburg): Demographic Change 145782, Verein für Socialpolitik / German Economic Association.
- Toni Ahnert & Kartik Anand & Prasanna Gai & James Chapman, 2016. "Asset Encumbrance, Bank Funding and Financial Fragility," Staff Working Papers 16-16, Bank of Canada.
- Ahnert, Toni & Anand, Kartik & Gai, Prasanna & Chapman, James, 2016. "Asset encumbrance, bank funding and financial fragility," Discussion Papers 17/2016, Deutsche Bundesbank.
- Reszat, Beate, 2003. "How has the European Monetary Integration Process Contributed to Regional Financial Market Integration?," HWWA Discussion Papers 221, Hamburg Institute of International Economics (HWWA).
- Haibin Zhu, 2002. "The case of the missing commercial real estate cycle," BIS Quarterly Review, Bank for International Settlements, September.
- Kempf, Alexander & Korn, Olaf & Uhrig-Homburg, Marliese, 2012. "The term structure of illiquidity premia," Journal of Banking & Finance, Elsevier, vol. 36(5), pages 1381-1391.
- Toni Ahnert & Kartik Anand & Prasanna Gai & James Chapman & Philip StrahanEditor, 2019.
"Asset Encumbrance, Bank Funding, and Fragility,"
The Review of Financial Studies, Society for Financial Studies, vol. 32(6), pages 2422-2455.
- Ahnert, Toni & Anand, Kartik & Gai, Prasanna & Chapman, James, 2015. "Safe, or not safe? Covered bonds and Bank Fragility," VfS Annual Conference 2015 (Muenster): Economic Development - Theory and Policy 112875, Verein für Socialpolitik / German Economic Association.
- Ahnert, Toni & Anand, Kartik & Gai, Prasanna & Chapman, James, 2017. "Asset encumbrance, bank funding and fragility," ESRB Working Paper Series 52, European Systemic Risk Board.
- Toni Ahnert & Kartik Anand & Prasanna Gai & James Chapman, 2016. "Asset Encumbrance, Bank Funding and Financial Fragility," Staff Working Papers 16-16, Bank of Canada.
- Ahnert, Toni & Anand, Kartik & Gai, Prasanna & Chapman, James, 2016. "Asset encumbrance, bank funding and financial fragility," Discussion Papers 17/2016, Deutsche Bundesbank.
- Ahnert, Toni & Anand, Kartik & Gai, Prasanna & Chapman, James, 2018. "Asset encumbrance, bank funding and fragility," LSE Research Online Documents on Economics 118919, London School of Economics and Political Science, LSE Library.
- Luciano Greco & Davide Iacovoni, 2004. "Decentramento e mercato del debito pubblico locale," Moneta e Credito, Economia civile, vol. 57(228), pages 437-480.
- Reszat, Beate, 2003. "How Has the European Monetary Integration Process Contributed to Regional Financial Market Integration?," Discussion Paper Series 26179, Hamburg Institute of International Economics.
Most related items
These are the items that most often cite the same works as this one and are cited by the same works as this one.- Mouabbi, Sarah & Renne, Jean-Paul & Sahuc, Jean-Guillaume, 2024.
"Debt-stabilizing properties of GDP-linked securities: A macro-finance perspective,"
Journal of Banking & Finance, Elsevier, vol. 162(C).
- Sarah Mouabbi & Jean-Paul Renne & Jean-Guillaume Sahuc, 2021. "Debt-Stabilizing Properties of GDP-Linked Securities: A Macro-Finance Perspective," Working papers 844, Banque de France.
- Sarah Mouabbi & Jean-Paul Renne & Jean-Guillaume Sahuc, 2020.
"Taming Debt: Can GDP-Linked Bonds Do the Trick?,"
EconomiX Working Papers
2020-13, University of Paris Nanterre, EconomiX.
- Sarah Mouabbi & Jean-Paul Renne & Jean-Guillaume Sahuc, 2020. "Taming Debt: Can GDP-Linked Bonds Do the Trick?," Working Papers hal-04159700, HAL.
- Oxelheim, Lars & Rafferty, Michael, 2005.
"On the static efficiency of secondary bond markets,"
Journal of Multinational Financial Management, Elsevier, vol. 15(2), pages 117-135, April.
- Oxelheim, Lars & Rafferty, Michael, 2002. "On the Static Efficiency of Secondary Bond Markets," Working Paper Series 2001/7, Lund University, Institute of Economic Research.
- Oxelheim, Lars & Rafferty, Michael, 2004. "On the Static Efficiency of Secondary Bond Markets," Working Paper Series 623, Research Institute of Industrial Economics.
- Mr. Michael Kumhof & Mr. Evan C Tanner, 2005. "Government Debt: A Key Role in Financial Intermediation," IMF Working Papers 2005/057, International Monetary Fund.
- Ana Lasaosa, 2007. "Learning the Rules of the New Game? Comparing the Reactions in Financial Markets to Announcements before and after the Bank of England's Operational Independence," Ekonomia, Cyprus Economic Society and University of Cyprus, vol. 10(1), pages 18-41, Summer.
- corrinne ho & robert n mccauley, 2004. "Living with flexible exchange rates:," International Finance 0411003, University Library of Munich, Germany.
- Salvador Barrios & Per Iversen & Magdalena Lewandowska & Ralph Setzer, 2009. "Determinants of intra-euro area government bond spreads during the financial crisis," European Economy - Economic Papers 2008 - 2015 388, Directorate General Economic and Financial Affairs (DG ECFIN), European Commission.
- Roberto Blanco, 2002.
"Euro area government securities markets: recent developments and implications for market functioning,"
BIS Papers chapters, in: Bank for International Settlements (ed.), Market functioning and central bank policy, volume 12, pages 65-85,
Bank for International Settlements.
- Roberto Blanco, 2001. "The Euro-Area Government Securities Markets. Recent Developments and Implications for Market Functioning," Working Papers 0120, Banco de España.
- Cannari Luigi & D'Alessio Giovanni, 2007. "The opinion of Italians on tax evasion," Temi di discussione (Economic working papers) 618, Bank of Italy, Economic Research and International Relations Area.
- Tarun Chordia & Asani Sarkar & Avanidhar Subrahmanyam, 2001. "Common determinants of bond and stock market liquidity: the impact of financial crises, monetary policy, and mutual fund flows," Staff Reports 141, Federal Reserve Bank of New York.
- Albert J. Menkveld & Asani Sarkar & Michel Van der Wel, 2007. "Macro news, risk-free rates, and the intermediary: customer orders for thirty-year Treasury futures," Staff Reports 307, Federal Reserve Bank of New York.
- Sfia, Mohamed Daly, 2007. "Régimes de change: Le chemin vers la flexibilité," MPRA Paper 4085, University Library of Munich, Germany.
- Gómez-Puig, Marta, 2008.
"Monetary integration and the cost of borrowing,"
Journal of International Money and Finance, Elsevier, vol. 27(3), pages 455-479, April.
- Marta Gómez-Puig, "undated". "Monetary integration and the cost of borrowing," Working Papers on International Economics and Finance 05-05, FEDEA.
- Marta Gomez Puig, 2005. "Monetary Integration and the Cost of Borrowing," Working Papers in Economics 134, Universitat de Barcelona. Espai de Recerca en Economia.
- Marta Gómez-Puig, 2005. "Monetary Integration And The Cost Of Borrowing," Working Papers 05-05, Asociación Española de Economía y Finanzas Internacionales.
- Eduardo Levy Yeyati & Sergio L. Schmukler & Neeltje Van Horen, 2008.
"Emerging Market Liquidity and Crises,"
Journal of the European Economic Association, MIT Press, vol. 6(2-3), pages 668-682, 04-05.
- Yeyati, Eduardo Levy & Schmukler, Sergio L. & Van Horen, Neeltje, 2007. "Emerging market liquidity and crises," Policy Research Working Paper Series 4445, The World Bank.
- Bruno Jetin, 2003. "How can a Currency Transaction Tax Stabilize Foreign Exchange Markets?," Post-Print halshs-03211712, HAL.
- Alquist, Ron, 2010.
"How important is liquidity risk for sovereign bond risk premia? Evidence from the London stock exchange,"
Journal of International Economics, Elsevier, vol. 82(2), pages 219-229, November.
- Ron Alquist, 2008. "How Important Is Liquidity Risk for Sovereign Bond Risk Premia? Evidence from the London Stock Exchange," Staff Working Papers 08-47, Bank of Canada.
- Frei, Fanny & Loder, Allister & Bening, Catharina R., 2018. "Liquidity in green power markets – An international review," Renewable and Sustainable Energy Reviews, Elsevier, vol. 93(C), pages 674-690.
- C. Emre Alper & R. Armando Morales & Fan Yang, 2017.
"Monetary Policy Implementation and Volatility Transmission Along the Yield Curve: The Case of Kenya,"
South African Journal of Economics, Economic Society of South Africa, vol. 85(3), pages 455-478, September.
- Mr. Emre Alper & Rogelio Morales & Mr. Fan Yang, 2016. "Monetary Policy Implementation and Volatility Transmission along the Yield Curve: The Case of Kenya," IMF Working Papers 2016/120, International Monetary Fund.
- Luca Erzegovesi, 2002. "VaR and Liquidity Risk.Impact on Market Behaviour and Measurement Issues," Alea Tech Reports 014, Department of Computer and Management Sciences, University of Trento, Italy, revised 14 Jun 2008.
- Natasha Khan, 2007. "Impact of Electronic Trading Platforms on the Brokered Interdealer Market for Government of Canada Benchmark Bonds," Staff Working Papers 07-5, Bank of Canada.
Corrections
All material on this site has been provided by the respective publishers and authors. You can help correct errors and omissions. When requesting a correction, please mention this item's handle: RePEc:bis:bisbpc:05-02. See general information about how to correct material in RePEc.
If you have authored this item and are not yet registered with RePEc, we encourage you to do it here. This allows to link your profile to this item. It also allows you to accept potential citations to this item that we are uncertain about.
If CitEc recognized a bibliographic reference but did not link an item in RePEc to it, you can help with this form .
If you know of missing items citing this one, you can help us creating those links by adding the relevant references in the same way as above, for each refering item. If you are a registered author of this item, you may also want to check the "citations" tab in your RePEc Author Service profile, as there may be some citations waiting for confirmation.
For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: Martin Fessler (email available below). General contact details of provider: https://edirc.repec.org/data/bisssch.html .
Please note that corrections may take a couple of weeks to filter through the various RePEc services.