Arbeitspapier
The German sub-national government bond market: evolution, yields and liquidity
- Sprache
-
Englisch
- Erschienen in
-
Series: Discussion paper Series 1 / Volkswirtschaftliches Forschungszentrum der Deutschen Bundesbank; No. 2008,06
Bezug (was)
Wirtschaft
General Financial Markets: Government Policy and Regulation
Interest Rates: Determination, Term Structure, and Effects
Asset Pricing; Trading Volume; Bond Interest Rates
General Financial Markets: General (includes Measurement and Data)
State and Local Borrowing
National Debt; Debt Management; Sovereign Debt
Financial Markets and the Macroeconomy
sovereign bond market
yields
liquidity
fiscal federalism
Germany
Öffentliche Anleihe
Rentenmarkt
Teilstaat
Zinsstruktur
Risikoprämie
Marktliquidität
Deutschland
General Financial Markets: Government Policy and Regulation
Interest Rates: Determination, Term Structure, and Effects
Asset Pricing; Trading Volume; Bond Interest Rates
General Financial Markets: General (includes Measurement and Data)
State and Local Borrowing
National Debt; Debt Management; Sovereign Debt
Financial Markets and the Macroeconomy
sovereign bond market
yields
liquidity
fiscal federalism
Germany
Öffentliche Anleihe
Rentenmarkt
Teilstaat
Zinsstruktur
Risikoprämie
Marktliquidität
Deutschland
Beteiligte Personen und Organisationen
Schulz, Alexander
Wolff, Guntram B.
Frankfurt a. M.: Deutsche Bundesbank
Wolff, Guntram B.
Frankfurt a. M.: Deutsche Bundesbank
Erschienen
Frankfurt a. M.: Deutsche Bundesbank
- Rechteinformation
-
ZBW - Deutsche Zentralbibliothek für Wirtschaftswissenschaften - Leibniz-Informationszentrum Wirtschaft
- Letzte Aktualisierung
-
18.10.2021, 08:56 MESZ
Objekttyp
- Arbeitspapier
Beteiligte
- Schulz, Alexander
- Wolff, Guntram B.
- Frankfurt a. M.: Deutsche Bundesbank
Entstanden
- Frankfurt a. M.: Deutsche Bundesbank
Ähnliche Objekte (12)
Fiscal institutions, fiscal policy and sovereign risk premia
Banking and sovereign risk in the euro area
Sovereign risk premia in the European government bond market
The time-varying impact of systematic risk factors on corporate bond spreads
Asymptotic maturity behavior of the term structure
The Threat of Financial Contagion to Emerging Asia’s Local Bond Markets: Spillovers from Global Crises
Much ado about nothing: A study of differential pricing and liquidity of short and long term bonds
The dynamics of government bond yields in the Eurozone
The long-run determinants of Indian government bond yields
Banking and Sovereign Risk in the euro area
Market conditions, default risk and credit spreads
Macroeconomic determinants of the term structure of corporate spreads
Fiscal institutions, fiscal policy and sovereign risk premia
Banking and sovereign risk in the euro area
Sovereign risk premia in the European government bond market
The time-varying impact of systematic risk factors on corporate bond spreads
Asymptotic maturity behavior of the term structure
The Threat of Financial Contagion to Emerging Asia’s Local Bond Markets: Spillovers from Global Crises
Much ado about nothing: A study of differential pricing and liquidity of short and long term bonds
The dynamics of government bond yields in the Eurozone
The long-run determinants of Indian government bond yields
Banking and Sovereign Risk in the euro area
Market conditions, default risk and credit spreads
Macroeconomic determinants of the term structure of corporate spreads
Fiscal institutions, fiscal policy and sovereign risk premia
Banking and sovereign risk in the euro area
Sovereign risk premia in the European government bond market
The time-varying impact of systematic risk factors on corporate bond spreads
Asymptotic maturity behavior of the term structure
The Threat of Financial Contagion to Emerging Asia’s Local Bond Markets: Spillovers from Global Crises
Much ado about nothing: A study of differential pricing and liquidity of short and long term bonds
The dynamics of government bond yields in the Eurozone
The long-run determinants of Indian government bond yields
Banking and Sovereign Risk in the euro area
Market conditions, default risk and credit spreads