Italy vs Germany Government Bond Spreads

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Italy-Germany Government Bond Spreads 10yr BTPs vs Bunds Strictly Confidential | Not for Distribution 1

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Transcript of Italy vs Germany Government Bond Spreads

Page 1: Italy vs Germany Government Bond Spreads

1

Italy-Germany Government Bond Spreads10yr BTPs vs Bunds

Strictly Confidential | Not for Distribution

The Relationship Between Credit Default Swap Spreads, Bond Yields and Credit Rating Announcements

The Relationship Between Credit Default Swap Spreads, Bond Yields and Credit Rating Announcements

New Measures of Australian Corporate Credit Spreads€¦ · spreads of A-rated and BBB-rated Australian NFCs since 2005. the australian Non-financial corporate Bond market Bond issuance

New Measures of Australian Corporate Credit Spreads€¦ · spreads of A-rated and BBB-rated Australian NFCs since 2005. the australian Non-financial corporate Bond market Bond issuance

Common Drivers in Emerging Markets Spreads and Commodity … · 2013. 5. 6. · 5. Factor Analysis: Sovereign spreads . Bond spreads common factor analysis: 1997M12-2011M3 • Brazil,

Common Drivers in Emerging Markets Spreads and Commodity … · 2013. 5. 6. · 5. Factor Analysis: Sovereign spreads . Bond spreads common factor analysis: 1997M12-2011M3 • Brazil,

VIEWPOINT Credit risk and bond spreads: Dynamic

VIEWPOINT Credit risk and bond spreads: Dynamic

Intra-euro area government bond spreads – some …ec.europa.eu/economy_finance/publications/pages/...Determinants of intra-euro area government bond spreads during the financial

Intra-euro area government bond spreads – some …ec.europa.eu/economy_finance/publications/pages/...Determinants of intra-euro area government bond spreads during the financial

Determinants of Sovereign Bond Spreads in Emerging Markets ... · Determinants of Sovereign Bond Spreads in Emerging Markets: Local Fundamentals and Global Factors vs. Ever-Changing

Determinants of Sovereign Bond Spreads in Emerging Markets ... · Determinants of Sovereign Bond Spreads in Emerging Markets: Local Fundamentals and Global Factors vs. Ever-Changing

The nonlinear dynamics of corporate bond spreads: Regime ...€¦ · The nonlinear dynamics of corporate bond spreads: Regime-dependent effects of their determinants Henning Fischer

The nonlinear dynamics of corporate bond spreads: Regime ...€¦ · The nonlinear dynamics of corporate bond spreads: Regime-dependent effects of their determinants Henning Fischer

Determinants of Sovereign Bond Yield Spreads in the EMU ... · debt plays a role only for Italy and Spain. As regards the liquidity risk component, Codogno et al. (2003) and Sgherri

Determinants of Sovereign Bond Yield Spreads in the EMU ... · debt plays a role only for Italy and Spain. As regards the liquidity risk component, Codogno et al. (2003) and Sgherri

Is it (Still) Mostly Fiscal? Determinants of Sovereign ... · private bond spreads using firm-level quarterly data. They report that sovereign risk pass-through to private spreads

Is it (Still) Mostly Fiscal? Determinants of Sovereign ... · private bond spreads using firm-level quarterly data. They report that sovereign risk pass-through to private spreads

Overview of Bond Sector and Instruments Understanding Yield Spreads.

Overview of Bond Sector and Instruments Understanding Yield Spreads.

Do Banks Price their Informational Monopoly? · Key words: Informational rents, loan spreads, bond IPOs, bond spreads, bank relationships. ... Jean Helwege and participants at the

Do Banks Price their Informational Monopoly? · Key words: Informational rents, loan spreads, bond IPOs, bond spreads, bank relationships. ... Jean Helwege and participants at the

A Microfounded Decomposition of Emerging Markets Sovereign Bond Spreads · evolution of EM spreads through time. Among the latter, we –nd there is a liquidity premium, which is

A Microfounded Decomposition of Emerging Markets Sovereign Bond Spreads · evolution of EM spreads through time. Among the latter, we –nd there is a liquidity premium, which is

Republic of Italy Green Bond Investor Presentation

Republic of Italy Green Bond Investor Presentation

Corporate Yield Spreads and Bond Liquidity CHEN, LESMOND and WEI (2007)

Corporate Yield Spreads and Bond Liquidity CHEN, LESMOND and WEI (2007)

Products of bond market in Italy

Products of bond market in Italy

Decomposing Government Yield Spreads into Credit · PDF file · 2014-10-17Decomposing Government Yield Spreads into Credit and Liquidity Components ... bond before maturity. ... given

Decomposing Government Yield Spreads into Credit · PDF file · 2014-10-17Decomposing Government Yield Spreads into Credit and Liquidity Components ... bond before maturity. ... given

Government Bond Yield Spreads in EMU Countries: the Story ...

Government Bond Yield Spreads in EMU Countries: the Story ...

Determinants of Sovereign Bond Yield Spreads in the EMU ... · allows for structural breaks to the analysis of the determinants of sovereign bond yield spreads in nine economies of

Determinants of Sovereign Bond Yield Spreads in the EMU ... · allows for structural breaks to the analysis of the determinants of sovereign bond yield spreads in nine economies of

The determinants of euro area sovereign bond yield spreads ... · The determinants of euro area sovereign bond yield spreads An empirical analysis Dr. Platon Monokroussos ... Although

The determinants of euro area sovereign bond yield spreads ... · The determinants of euro area sovereign bond yield spreads An empirical analysis Dr. Platon Monokroussos ... Although

del Servizio Studi what do we learn from bond spreads? · THE BASEL COMMITTEE APPROACH TO RISK-WEIGHTS AND EXTERNAL RATINGS: WHAT DO WE LEARN FROM BOND SPREADS? by Andrea Resti* and

del Servizio Studi what do we learn from bond spreads? · THE BASEL COMMITTEE APPROACH TO RISK-WEIGHTS AND EXTERNAL RATINGS: WHAT DO WE LEARN FROM BOND SPREADS? by Andrea Resti* and