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Displaying results 1 to 10 of 10.

  1. International evidence on professional interest rate forecasts
    the impact of forecasting ability
    Published: May 22, 2018
    Publisher:  Swiss National Bank, Zürich

    ZBW - Leibniz-Informationszentrum Wirtschaft, Standort Kiel
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    Volltext (kostenfrei)
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    Volltext (kostenfrei)
    Source: Union catalogues
    Language: English
    Media type: Book
    Format: Online
    Series: SNB working papers ; 2018, 10
    Subjects: Zins; Anleihe; Prognose; Wirtschaftsprognose; Simulation
    Scope: 1 Online-Ressource (circa 38 Seiten)
  2. Issuing GDP-linked bonds
    supply and demand can match
    Published: 2018
    Publisher:  OECD Publishing, Paris

    This paper compares supply and demand to assess to what extent there can be a market for GDP-linked bonds (GLBs). For the government side, simulations illustrate the debt-stabilisation property of GLBs. These simulations consider shock persistence... more

    Hochschule Aalen, Bibliothek
    E-Book OECD
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    Orient-Institut Beirut
    Online
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    Staatsbibliothek zu Berlin - Preußischer Kulturbesitz, Haus Potsdamer Straße
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    Hochschule für Technik und Wirtschaft Dresden, Bibliothek
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    Sächsische Landesbibliothek - Staats- und Universitätsbibliothek Dresden
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    E-Book OECD
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    Bibliothek der Pädagogischen Hochschule Freiburg/Breisgau
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    Universitätsbibliothek Freiburg
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    Zeppelin Universität gGmbH, Bibliothek
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    Hochschule Furtwangen University. Informatik, Technik, Wirtschaft, Medien. Campus Furtwangen, Bibliothek
    eBook OECD
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    Max-Planck-Institut für ethnologische Forschung, Bibliothek
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    Bibliothek LIV HN Sontheim
    OECD E-Book
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    OECD E-Book
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    OECD E-Book
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    ZBW - Leibniz-Informationszentrum Wirtschaft, Standort Kiel
    VS 271 (1500)
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    Duale Hochschule Baden-Württemberg Lörrach, Zentralbibliothek
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    Leuphana Universität Lüneburg, Medien- und Informationszentrum, Universitätsbibliothek
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    E-Ressource OECD
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    Jade Hochschule Wilhelmshaven/Oldenburg/Elsfleth, Campus Oldenburg, Bibliothek
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    This paper compares supply and demand to assess to what extent there can be a market for GDP-linked bonds (GLBs). For the government side, simulations illustrate the debt-stabilisation property of GLBs. These simulations consider shock persistence with a VAR structure and large events with shocks drawn from the residuals. Countries where shock persistence and the standard deviation of the interest rate – growth rate differential scaled with the debt level are higher reap more benefits from GLBs and hence can accept a larger risk premium on GLBs. For the investors’ side, risk premia compensating for GDP volatility are calculated with a CAPM, considering not only the size of growth shocks and their correlation with market prices, but also their persistence. Calculations are made with simplifying assumptions going against the case of GLBs: in particular, the possible reduction in the default risk premium is ignored. Even so, both high-risk and low-risk countries can benefit from GLBs: the ones that have to pay a larger risk premium are those that need this insurance against debt crises the most.

     

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    Volltext (lizenzpflichtig)
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    Source: Staatsbibliothek zu Berlin
    Language: English
    Media type: Book
    Format: Online
    Other identifier:
    Series: OECD Economics Department working papers ; no. 1500
    Subjects: Bruttoinlandsprodukt; Anleihe; Öffentliche Schulden; Eurozone; CAPM; Education
    Scope: 1 Online-Ressource (circa 32 Seiten), Illustrationen
  3. Self-fulfilling debt dilution
    maturity and multiplicity in debt models
    Published: June 2018
    Publisher:  National Bureau of Economic Research, Cambridge, MA

    ZBW - Leibniz-Informationszentrum Wirtschaft, Standort Kiel
    W 1 (24683)
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    Source: Union catalogues
    Language: English
    Media type: Book
    Format: Print
    Series: Working paper series / National Bureau of Economic Research ; 24683
    Subjects: Gläubiger; Ankündigungseffekt; Erwartungsbildung; Öffentliche Schulden; Anleihe; Dauer
    Scope: 65 Seiten, Illustrationen
    Notes:

    Erscheint auch als Online-Ausgabe

  4. The optimal supply of public and private liquidity
    Published: April 2018
    Publisher:  National Bureau of Economic Research, Cambridge, MA

    ZBW - Leibniz-Informationszentrum Wirtschaft, Standort Kiel
    W 1 (24534)
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    Source: Union catalogues
    Language: English
    Media type: Book
    Format: Print
    Series: Working paper series / National Bureau of Economic Research ; 24534
    Subjects: Öffentliche Schulden; Öffentliche Anleihe; Substitutionseffekt; Private Verschuldung; Anleihe
    Scope: 43 Seiten, Illustrationen
    Notes:

    Erscheint auch als Online-Ausgabe

  5. The role of sukuk in Islamic capital markets
    Published: February 2018
    Publisher:  COMCEC Coordination Office, Ankara

    Universitäts- und Landesbibliothek Sachsen-Anhalt / Zentrale
    20 SB 9
    Unlimited inter-library loan, copies and loan
    ZBW - Leibniz-Informationszentrum Wirtschaft, Standort Kiel
    C 281827
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    Source: Union catalogues
    Language: English
    Media type: Book
    Format: Print
    ISBN: 9786052270134
    Subjects: Anleihe; Finanzmarkt; Islamisches Finanzsystem; Arabische Staaten; Afrika
    Scope: xiv, 225 Seiten, Illustrationen
  6. Municipal Bond Markets
    Published: 06 November 2018
    Publisher:  Centre for Economic Policy Research, London

    ZBW - Leibniz-Informationszentrum Wirtschaft, Standort Kiel
    W 32 (13301)
    Unlimited inter-library loan, copies and loan
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    Source: Union catalogues
    Language: English
    Media type: Book
    Format: Print
    Series: Discussion paper series / Centre for Economic Policy Research ; DP13301
    Subjects: Kommunalobligation; OTC-Handel; Kreditrisiko; Handelsvolumen der Börse; Elektronisches Handelssystem; Nachhaltige Kapitalanlage; Graphentheorie; Anleihe; USA; green bond
    Scope: 36 Seiten, Illustrationen
    Notes:

    Erscheint auch als Online-Ausgabe

  7. The role of sukuk in Islamic capital markets
    Published: February 2018
    Publisher:  COMCEC Coordination Office, Ankara

    Access:
    Verlag (kostenfrei)
    Verlag (kostenfrei)
    ZBW - Leibniz-Informationszentrum Wirtschaft, Standort Kiel
    No inter-library loan
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    Source: Union catalogues
    Language: English
    Media type: Book
    Format: Online
    Subjects: Anleihe; Islamisches Finanzsystem; Kapitalanlage; Welt
    Scope: 1 Online-Ressource (circa 247 Seiten), Illustrationen
  8. Issuing GDP-linked bonds
    supply and demand can match
    Published: 2018
    Publisher:  OECD Publishing, Paris

    This paper compares supply and demand to assess to what extent there can be a market for GDP-linked bonds (GLBs). For the government side, simulations illustrate the debt-stabilisation property of GLBs. These simulations consider shock persistence... more

    Staatsbibliothek zu Berlin - Preußischer Kulturbesitz, Haus Unter den Linden
    Unlimited inter-library loan, copies and loan
    Universität Potsdam, Universitätsbibliothek
    Unlimited inter-library loan, copies and loan

     

    This paper compares supply and demand to assess to what extent there can be a market for GDP-linked bonds (GLBs). For the government side, simulations illustrate the debt-stabilisation property of GLBs. These simulations consider shock persistence with a VAR structure and large events with shocks drawn from the residuals. Countries where shock persistence and the standard deviation of the interest rate – growth rate differential scaled with the debt level are higher reap more benefits from GLBs and hence can accept a larger risk premium on GLBs. For the investors’ side, risk premia compensating for GDP volatility are calculated with a CAPM, considering not only the size of growth shocks and their correlation with market prices, but also their persistence. Calculations are made with simplifying assumptions going against the case of GLBs: in particular, the possible reduction in the default risk premium is ignored. Even so, both high-risk and low-risk countries can benefit from GLBs: the ones that have to pay a larger risk premium are those that need this insurance against debt crises the most.

     

    Export to reference management software   RIS file
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    Content information
    Volltext (lizenzpflichtig)
    Volltext (lizenzpflichtig)
    Source: Staatsbibliothek zu Berlin
    Language: English
    Media type: Book
    Format: Online
    Other identifier:
    Series: OECD Economics Department working papers ; no. 1500
    Subjects: Bruttoinlandsprodukt; Anleihe; Öffentliche Schulden; Eurozone; CAPM; Education
    Scope: 1 Online-Ressource (circa 32 Seiten), Illustrationen
  9. The journal of fixed income
    Published: 1991-; 1999-2018
    Publisher:  IPR Journals, London ; Institutional Investor, New York, NY

    Niedersächsische Staats- und Universitätsbibliothek Göttingen
    ZB 97652
    Unlimited inter-library loan, copies and loan
    Karlsruher Institut für Technologie, KIT-Bibliothek
    ZE 8712
    11.2002,4 - 27.2017
    No loan of volumes, only paper copies will be sent
    ZBW - Leibniz-Informationszentrum Wirtschaft, Standort Kiel
    YY 13361
    1.1991/92 - 17.2007/08
    Unlimited inter-library loan, copies and loan
    ZBW - Leibniz-Informationszentrum Wirtschaft, Standort Kiel
    Z 6286
    18.2008/09 - 20.2010/11
    Unlimited inter-library loan, copies and loan
    ZBW - Leibniz-Informationszentrum Wirtschaft, Standort Kiel
    YY 16820
    21.2011/12 - 28.2018,3; 29.2019/20,3
    Unlimited inter-library loan, copies and loan
    Universität Konstanz, Kommunikations-, Informations-, Medienzentrum (KIM)
    wra 2/j60d
    12.2002 - 20.2010/11
    Unlimited inter-library loan, copies and loan
    Universitätsbibliothek Mannheim
    Kc 0047
    1.1991/92 - 8.1998/99
    Unlimited inter-library loan, copies and loan
    Universitätsbibliothek Osnabrück
    Z 13351
    20.2010/11,4(Frü.) - 29.2019/20
    No loan of volumes, only paper copies will be sent
    Fachbibliothek Wirtschaftswissenschaft, Bibliothek
    ZA 218
    1.1991/92 - 27.2017/18
    No inter-library loan
    Fachbibliothek Wirtschaftswissenschaft, Bibliothek
    ZA 218
    No loan of volumes, only paper copies will be sent
    Universität Ulm, Kommunikations- und Informationszentrum, Bibliotheksservices
    8549
    13.2003/04,3 - 20.2010/11
    Unlimited inter-library loan, copies and loan
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    Source: Union catalogues
    Language: English
    Media type: Journal
    Format: Print
    ISSN: 1059-8596
    Other identifier:
    swets: 02092328
    RVK Categories: QA 10000
    Subjects: Anleihe; Portfolio-Management; Institutioneller Investor
  10. The journal of fixed income
    JFI
    Published: [1991]-; 1999-2018
    Publisher:  IPR Journals, London ; Institutional Investor, New York, NY

    Hochschule Aalen, Bibliothek
    1997 - 2021
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    Hochschule Aalen, Bibliothek
    2022 -
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    Universitätsbibliothek Greifswald
    lizenziert: 2022 -
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    Niedersächsische Staats- und Universitätsbibliothek Göttingen
    EZ 2015-987
    lizenziert: 1.1991 -
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    Niedersächsische Staats- und Universitätsbibliothek Göttingen
    lizenziert: 1997 - 2021
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    Publikations- und Informationsservice, Max-Planck-Institut für Multidisziplinäre Naturwissenschaften
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    Staats- und Universitätsbibliothek Hamburg Carl von Ossietzky
    lizenziert: 1997 - 2021
    No loan of volumes, only paper copies will be sent
    Technische Informationsbibliothek (TIB) / Leibniz-Informationszentrum Technik und Naturwissenschaften und Universitätsbibliothek
    lizenziert: 23 [die aktuellen 5 Jahre zugänglich]
    No inter-library loan
    Bibliothek LIV HN Sontheim
    2022 -
    No inter-library loan
    Karlsruher Institut für Technologie, KIT-Bibliothek
    1.1991,1 -
    No inter-library loan
    ZBW - Leibniz-Informationszentrum Wirtschaft, Standort Kiel
    lizenziert: 2007 - [die neuesten 18 Monate nicht zugänglich]
    No loan of volumes, only paper copies will be sent
    ZBW - Leibniz-Informationszentrum Wirtschaft, Standort Kiel
    lizenziert: 2007 - [die neuesten 18 Monate nicht zugänglich]
    No loan of volumes, only paper copies will be sent
    Universitätsbibliothek Mannheim
    1997 - 2021
    No inter-library loan
    Universitätsbibliothek Mannheim
    2022 -
    No loan of volumes, end user receives digital copy
    Hochschule Offenburg, University of Applied Sciences, Bibliothek Campus Offenburg
    1997 - 2021
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    Universitätsbibliothek Osnabrück
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    Hochschulbibliothek Reutlingen (Lernzentrum)
    2022 -
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    Hochschule Schmalkalden, Cellarius Bibliothek
    lizenziert: 2022 -
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    Hochschule Albstadt-Sigmaringen, Bibliothek Sigmaringen
    2022 -
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    Universität Ulm, Kommunikations- und Informationszentrum, Bibliotheksservices
    2013 -
    No inter-library loan
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    Source: Union catalogues
    Language: English
    Media type: E-Journal
    Format: Online
    ISSN: 2168-8648
    Other identifier:
    pq12246
    Subjects: Anleihe; Portfolio-Management; Institutioneller Investor
    Scope: Online-Ressource
    Notes:

    Gesehen am 28.11.2023