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DP17454 Granular Investors and International Bond Prices: Scarcity-Induced Safety 智库出版物
2022
作者:  Ester Faia;  Juliana Salomao;  Alexia Ventula Veghazy
收藏  |  浏览/下载:6/0  |  提交时间:2022/09/22
Heterogeneous investors  Market segmentation  Securities data  Uncovered and covered interest rate parity  Scarcity channel  Duration extraction channel  Asset safety  
DP16439 Safe asset shortage and collateral reuse 智库出版物
2022
作者:  Stephan Jank;  Emanuel Moench;  Michael Schneider
收藏  |  浏览/下载:3/0  |  提交时间:2022/09/22
Safe assets  Government bonds  Collateral reuse  Rehypothecation  Repo market  Securities lending  
DP17224 How likely is an inflation disaster? 智库出版物
2022
作者:  Jens Hilscher;  Alon Raviv
收藏  |  浏览/下载:4/0  |  提交时间:2022/09/22
Option prices  Inflation derivatives  Arrow-debreu securities  
DP17214 A Theory of Social Impact Bonds 智库出版物
2022
作者:  Daniel Tortorice;  David Bloom;  Paige Kirby;  John Regan
收藏  |  浏览/下载:5/0  |  提交时间:2022/09/22
Public goods  Fixed income securities  Impact investing  Social impact bonds  
DP17099 Asset pricing with costly short sales 智库出版物
2022
作者:  Julien Hugonnier;  Rodolfo Prieto;  Theodoros Evgeniou
收藏  |  浏览/下载:4/0  |  提交时间:2022/09/22
Shorting costs  Securities lending  Heterogeneous beliefs  Dynamic equilibrium  
DP16989 Mortgage-Backed Securities 智库出版物
2022
作者:  David Lucca;  James Vickery
收藏  |  浏览/下载:4/0  |  提交时间:2022/09/22
Mortgage finance  Securitization  Agency mortgage-backed securities  Tba  Option-adjusted spreads  Covered bonds  
DP15193 Security Design with Status Concerns 智库出版物
2020
作者:  Suleyman Basak;  Marti Subrahmanyam;  Dmitry Makarov;  Alex Shapiro
收藏  |  浏览/下载:2/0  |  提交时间:2022/09/22
Security design  Status concerns  Convertible securities  Financing  Hybrid securities  
DP15135 Who Bears Risk in China's Non-financial Enterprise Debt? 智库出版物
2020
作者:  Ronald Anderson
收藏  |  浏览/下载:3/0  |  提交时间:2022/09/22
Corporate bonds  Chinese securities markets  Implicit guarantees  State capitalism  Bankruptcy reform  
DP14988 Negative Monetary Policy Rates and Systemic Banks’ Risk-Taking: Evidence from the Euro Area Securities Register 智库出版物
2020
作者:  José-Luis Peydró;  Angela Maddaloni
收藏  |  浏览/下载:4/0  |  提交时间:2022/09/22
Negative rates  Non-standard monetary policy  Reach-for-yield  Securities  Banks  
Credit ratings and structured finance 智库出版物
2019
作者:  Jens Josephson;  Joel Shapiro
收藏  |  浏览/下载:3/0  |  提交时间:2022/09/22
Credit rating agencies  CRAs  Structured finance  Securities