European fixed income markets [[electronic resource] ] : money, bond, and interest rate derivatives / / [edited by] Jonathan A. Batten, Thomas A. Fetherston, and Peter G. Szilagyi |
Pubbl/distr/stampa | Chichester, West Sussex, England, : Wiley, c2004 |
Descrizione fisica | 1 online resource (506 p.) |
Disciplina | 332/.041/094 |
Altri autori (Persone) |
BattenJonathan
FetherstonThomas A SzilagyiPeter G. <1976-> |
Collana | Wiley finance series |
Soggetto topico |
Capital market - Europe
Capital market - European Union countries Fixed-income securities - Europe Fixed-income securities - European Union countries |
Soggetto genere / forma | Electronic books. |
ISBN |
1-280-26943-X
9786610269433 0-470-09287-4 |
Formato | Materiale a stampa |
Livello bibliografico | Monografia |
Lingua di pubblicazione | eng |
Nota di contenuto |
European Fixed Income Markets; Contents; Contributors; SECTION I PERSPECTIVE ON EUROPEAN FIXED INCOME AND DERIVATIVE MARKETS; 1 Introduction to the Volume; 1.1 Overview; 1.2 Chapter overview; References; 2 The Euro Area Bond Market: Integration and Development Under Monetary Union; 2.1 Introduction; 2.2 Theoretical underpinnings of financial integration; 2.3 Bond market development under monetary union; 2.4 Proposals and initiatives for reducing market fragmentation; 2.5 Conclusion; References; 3 Perspective on the Emerging European Financial Markets; 3.1 Introduction
3.2 Financial structures in emerging Europe 3.3 International bank borrowing; 3.4 International debt issues; 3.5 Domestic debt issues; 3.6 Conclusion; References; 4 Perspectives on European Derivative Markets; 4.1 Introduction and a brief history of the European derivative markets; 4.2 Europe's major derivative markets; 4.3 An overview of the contracts traded on EUREX and Euronext. Liffe; 4.4 Europe's other derivative markets; 4.5 What the future holds; 5 Benchmark Yield Curves in the Euro Market; 5.1 Introduction; 5.2 Characteristics of benchmark yield curves 5.3 Benchmark tipping in European bond markets 5.4 Government securities as benchmarks; 5.5 Interest rate swaps compete for benchmark status; 5.6 Prospects for other nongovernment benchmarks; References; 6 Some Facts on Pfandbrief Products in Europe; 6.1 Introduction; 6.2 Covered bonds, Pfandbrief products, and securitization; 6.3 The German traditional and jumbo Pfandbrief markets; 6.4 The French "Obligations Foncieres"; 6.5 The Spanish "Cedulas Hipotecarias"; 6.6 The Luxembourg "Lettres de Gage"; 6.7 Common aspects of Pfandbriefe products 6.8 Aspects characterizing the "quality" of Pfandbrief products 6.9 Conclusions and prospects; References; SECTION II COUNTRY STUDIES; 7 Austria; 7.1 Introduction; 7.2 Regulation; 7.3 Credit ratings; 7.4 Taxation; 7.5 Austrian Stock Exchange (Wiener Börse); 7.6 The Austrian bond market; 7.7 Conclusion; References; 8 Belgium; 8.1 Introduction; 8.2 History and structure of the Belgian public debt; 8.3 Government bonds; 8.4 Corporate bonds; 8.5 Derivative products; References; 9 Czech Republic; 9.1 Introduction; 9.2 Financial market regulation; 9.3 Financial market participants 9.4 Money and fixed income instruments 9.5 Conclusion; References; 10 Denmark; 10.1 Introduction; 10.2 History and structure of the Danish bond market; 10.3 The Danish government bond market; 10.4 The market for Danish mortgage-backed securities; 10.5 Other fixed income instruments; 10.6 Market participants, regulation, and trading; References; 11 An Empirical Study of the Term Structure of Interest Rates in Denmark (1993-2002); 11.1 Introduction; 11.2 The EHTS and its testable implications; 11.3 Empirical results for Denmark (1993-2002); 11 .4 Concluding remarks; References 12 Finland, Iceland, Norway, and Sweden |
Record Nr. | UNINA-9910455914103321 |
Chichester, West Sussex, England, : Wiley, c2004 | ||
Materiale a stampa | ||
Lo trovi qui: Univ. Federico II | ||
|
European fixed income markets [[electronic resource] ] : money, bond, and interest rate derivatives / / [edited by] Jonathan A. Batten, Thomas A. Fetherston, and Peter G. Szilagyi |
Pubbl/distr/stampa | Chichester, West Sussex, England, : Wiley, c2004 |
Descrizione fisica | 1 online resource (506 p.) |
Disciplina | 332/.041/094 |
Altri autori (Persone) |
BattenJonathan
FetherstonThomas A SzilagyiPeter G. <1976-> |
Collana | Wiley finance series |
Soggetto topico |
Capital market - Europe
Capital market - European Union countries Fixed-income securities - Europe Fixed-income securities - European Union countries |
ISBN |
1-280-26943-X
9786610269433 0-470-09287-4 |
Formato | Materiale a stampa |
Livello bibliografico | Monografia |
Lingua di pubblicazione | eng |
Nota di contenuto |
European Fixed Income Markets; Contents; Contributors; SECTION I PERSPECTIVE ON EUROPEAN FIXED INCOME AND DERIVATIVE MARKETS; 1 Introduction to the Volume; 1.1 Overview; 1.2 Chapter overview; References; 2 The Euro Area Bond Market: Integration and Development Under Monetary Union; 2.1 Introduction; 2.2 Theoretical underpinnings of financial integration; 2.3 Bond market development under monetary union; 2.4 Proposals and initiatives for reducing market fragmentation; 2.5 Conclusion; References; 3 Perspective on the Emerging European Financial Markets; 3.1 Introduction
3.2 Financial structures in emerging Europe 3.3 International bank borrowing; 3.4 International debt issues; 3.5 Domestic debt issues; 3.6 Conclusion; References; 4 Perspectives on European Derivative Markets; 4.1 Introduction and a brief history of the European derivative markets; 4.2 Europe's major derivative markets; 4.3 An overview of the contracts traded on EUREX and Euronext. Liffe; 4.4 Europe's other derivative markets; 4.5 What the future holds; 5 Benchmark Yield Curves in the Euro Market; 5.1 Introduction; 5.2 Characteristics of benchmark yield curves 5.3 Benchmark tipping in European bond markets 5.4 Government securities as benchmarks; 5.5 Interest rate swaps compete for benchmark status; 5.6 Prospects for other nongovernment benchmarks; References; 6 Some Facts on Pfandbrief Products in Europe; 6.1 Introduction; 6.2 Covered bonds, Pfandbrief products, and securitization; 6.3 The German traditional and jumbo Pfandbrief markets; 6.4 The French "Obligations Foncieres"; 6.5 The Spanish "Cedulas Hipotecarias"; 6.6 The Luxembourg "Lettres de Gage"; 6.7 Common aspects of Pfandbriefe products 6.8 Aspects characterizing the "quality" of Pfandbrief products 6.9 Conclusions and prospects; References; SECTION II COUNTRY STUDIES; 7 Austria; 7.1 Introduction; 7.2 Regulation; 7.3 Credit ratings; 7.4 Taxation; 7.5 Austrian Stock Exchange (Wiener Börse); 7.6 The Austrian bond market; 7.7 Conclusion; References; 8 Belgium; 8.1 Introduction; 8.2 History and structure of the Belgian public debt; 8.3 Government bonds; 8.4 Corporate bonds; 8.5 Derivative products; References; 9 Czech Republic; 9.1 Introduction; 9.2 Financial market regulation; 9.3 Financial market participants 9.4 Money and fixed income instruments 9.5 Conclusion; References; 10 Denmark; 10.1 Introduction; 10.2 History and structure of the Danish bond market; 10.3 The Danish government bond market; 10.4 The market for Danish mortgage-backed securities; 10.5 Other fixed income instruments; 10.6 Market participants, regulation, and trading; References; 11 An Empirical Study of the Term Structure of Interest Rates in Denmark (1993-2002); 11.1 Introduction; 11.2 The EHTS and its testable implications; 11.3 Empirical results for Denmark (1993-2002); 11 .4 Concluding remarks; References 12 Finland, Iceland, Norway, and Sweden |
Record Nr. | UNINA-9910780380803321 |
Chichester, West Sussex, England, : Wiley, c2004 | ||
Materiale a stampa | ||
Lo trovi qui: Univ. Federico II | ||
|