The European Bond Basis

Author: Christopher Plona

Publisher: Irwin Professional Pub

ISBN: PSU:000043506668

Category: Business & Economics

Page: 445

View: 379

Tremendous growth in the trading of European bonds in U.S. markets has captured the attention of thousands of institutional investors, portfolio managers, futures, options, and bond traders. This outstanding resource provides a comprehensive and detailed discussion of the relationships between the various European bond markets and their respective bond futures contracts, called "the basis." Understanding the basis relationship is crucial to the successful utilization of these valuable instruments. The European Bond Basis covers all the major European Markets, including the U.K., France, Germany, Italy, and Belgium. It describes various analytical tools and approaches that professional traders and portfolio managers can utilize to meet their risk management and trading needs, and is sure to become the definitive reference to trading the European bond markets for U.S. fixed income professionals.
The Handbook of European Fixed Income Securities

Author: Frank J. Fabozzi

Publisher: Wiley

ISBN: 9780471649519

Category: Business & Economics

Page: 992

View: 854

A well-rounded guide for those interested in European financial markets With the advent of the euro and formation of the European Union, financial markets on this continent are slowly beginning to gain momentum. Individuals searching for information on these markets have come up empty-until now. The Handbook of European Fixed Income Markets is the first book written on this burgeoning market. It contains extensive, in-depth coverage of every aspect of the current European fixed income markets and their derivatives. This comprehensive resource includes both a qualitative approach to products, conventions, and institutions as well as quantitative coverage of valuation and analysis of each instrument. The Handbook of European Fixed Income Markets introduces readers to developed markets such as the U.K., France, Germany, Italy, Spain, and Holland, as well as emerging markets in Eastern Europe. Government and corporate bond market instruments and institutions are also discussed. U.S.-based investors, researchers, and academics as well as students and financial professionals in other parts of the world will all turn to this book for complete and accurate information on European financial instruments and markets. Frank J. Fabozzi (New Hope, PA) is a financial consultant, the Editor of the Journal of Portfolio Management, and Adjunct Professor of Finance at Yale University's School of Management. Moorad Choudhry (Surrey, UK) is a Vice President with JPMorgan Chase structured finances services in London.
The Treasury Bond Basis

Author: Galen Burghardt

Publisher: McGraw-Hill

ISBN: 0071456104

Category: Business & Economics

Page: 320

View: 913

Now in its third edition, The Treasury Bond Basis is the mandatory reference text for Treasury bond and note futures trading rooms around the world. This updated edition reflects the numerous market changes, chief among them the Chicago Board of Trade’s decision to switch from an 8 percent to a 6 percent conversion factor. Revisions include greater detail on hedging and trading, updated explanations of options valuation and short delivery options, and discussion of global bonds futures trading and applications.
An Introduction to the Bond Markets

Author: Patrick J. Brown

Publisher: John Wiley & Sons

ISBN: 9780470030745

Category: Business & Economics

Page: 242

View: 419

This book gives an introduction to the bond markets for practitioners and new entrants who need to understand what they are, how they work and how they can be used, but do not want to be intimidated by mathematical formulae. By the end of the book readers will be able to decide whether to invest in the bond market. The mathematical formulae will be relegated to the appendices and supplemented by a companion website which allows users to enter their own bond market investments, to simulate anticipated events and see the results. Patrick Brown is well-known as Chairman of the European Bond commission (recently retired) The only bond book that does not rely heavily on mathematical formulae

Author: Michael Bowe

Publisher: Irwin Professional Publishing

ISBN: STANFORD:36105038657495

Category: Business & Economics

Page: 240

View: 513

Examines all aspects of the Euro-bond market, assesses its future, and discusses the secondary market, new issue procecures, swap arrangements, tax considerations, and legal requirements
The Microstructure of European Bond Markets

Author: Volker Flögel

Publisher: Springer Science & Business Media

ISBN: 9783835092686

Category: Business & Economics

Page: 142

View: 952

Based on unique datasets for German federal securities, EMU government bonds and Euro corporate bonds Volker Flögel analyzes the distinctive features of multiple dealer markets in general and bond markets in particular. He focuses on the organizational structure of the market for German federal securities, the interaction between the interdealer and the customer-dealer market for EMU government bonds, and the cost of liquidity for Euro corporate bonds.
The European Bond Markets

Author: European Bond Commission

Publisher: WCB/McGraw-Hill

ISBN: 1900717026

Category: Bond market

Page: 1712

View: 996

This reference guide provides issuers and investors with details and peculiarities of each European nation's market. It draws upon the knowledge and expertise of leading members of Europe's financial institutions. Topics covered include: market composition, types of securit ies available, methods of issuance and trading, taxation, interest rate history and intermarket spreads. This edition also gives coverage of Israel and markets throughout Eastern Europe.
Government Bond Markets in the Euro Zone

Author: Escuela de Finanzas Aplicadas

Publisher: John Wiley & Sons Incorporated

ISBN: STANFORD:36105025255592

Category: Business & Economics

Page: 248

View: 168

Government Bond Markets in the Euro Zone explains how Government bond markets work and the features and specifications of each type. This book studies, in detail, the structure and techniques of bond markets in each EU country, the financial instruments issued by each treasury agency and also the primary and secondary Government bonds markets. Also included is information on clearing and settlement systems, fiscal treatment of Government bonds, market makers and other features within the markets.
Global Bonding

Author: Mr.Tamim Bayoumi

Publisher: International Monetary Fund

ISBN: 9781475586633

Category: Business & Economics

Page: 26

View: 332

This paper uses a novel variant of identification through hetroscedacity to estimate spillovers across U.S., Euro area, Japanese, and UK government bond and equity markets in a vector autoregression. The results suggest that U.S. financial shocks reverberate around the world much more strongly than shocks from other regions, including the Euro area, while inward spillovers to the U.S. from elsewhere are minimal. There is also evidence of two-way spillovers between the UK and Euro area financial markets and spillovers from Europe to Japan. The results also suggest that the uncertainty about the direction of causality of contemporaneous correlations—an issue that other techniques cannot tackle—is the dominant source of uncertainty in the estimated impulse response functions.