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The Impact of Monetary Policy Interventions on the Insurance Industry 

Pelizzon, Loriana; Sottocornola, Matteo (2018-03-01)
This paper investigates the effect of the conventional and unconventional (e.g. Quantitative Easing - QE) monetary policy intervention on the insurance industry. We first analyze the impact on the stock performances of 166 ...
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Lighting up the Dark: Liquidity in the German Corporate Bond Market 

Gündüz, Yalin; Ottonello, Giorgio; Pelizzon, Loriana; Schneider, Michael; Subrahmanyam, Marti G. (2018-09-17)
"We study the impact of transparency on liquidity in OTC markets. We do so by providing an analysis of liquidity in a corporate bond market without trade transparency (Germany), and comparing our findings to a market with ...
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Central Bank-Driven Mispricing 

Pelizzon, Loriana; Subrahmanyam, Marti G.; Tomio, Davide; Uno, Jun (2018-10-01)
We show that bond purchases undertaken in the context of quantitative easing efforts by the European Central Bank created a large mispricing between the market for German and Italian government bonds and their respective ...
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Bloomberg 

Unknown author
Bloomberg offers a wide range of data on the world's leading public and private companies. Bloomberg database components includes: Stock price data, CDS and bond data, calculated ratios, financial accounts information; ...
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Datastream 

Unknown author
Historical financial database with over 35 million individual instruments or indicators across all major asset classes, including 8.5 million active economic indicators. It features 70 years of data, across 175 countries ...
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EC 

Unknown author
The European Commission (EC) is the executive branch of the European Union, responsible for proposing legislation, implementing decisions, upholding the EU treaties and managing the day-to-day business of the EU.
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RJS 

Unknown author
Robert J. Shiller's online data
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MTS Group 

Unknown author
The MTS Group is an internationally active branded goods manufacturer with around 700 employees at 9 locations worldwide
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AuthorPelizzon, Loriana (3)Subrahmanyam, Marti G. (2)Gündüz, Yalin (1)... View MoreResearch Area
Financial Markets (8)
Macro Finance (8)
Corporate Finance (2)... View MoreJEL ClassificationG12 (5)G14 (5)G01 (4)... View MoreTopic
Corporate Governance (8)
Financial Markets (5)Trading and Pricing (4)... View MoreKeywordliquidity (5)sovereign bonds (4)unconventional monetary policy (3)... View MoreDate Issued2018 (3)Has File(s)Yes (7)No (1)
© 2021  SAFE  hebis Logo
Leibniz Gemeinschaft
About  Data Protection