Zobrazeno 1 - 3
of 3
pro vyhledávání: '"Autrup, Søren Lejsgaard"'
Autor:
Achord, Samuel Donald, Autrup, Søren Lejsgaard, Loncar, Nastasija, Otte, Alexander Meldgaard, Risbjerg, Lars, Rønde, Casper, Westergaard, Johan Emil
This Memo investigates the bond portfolio reaction of key Danish institutional investors to duration jumps in callable mortgage bonds. It shows that the investors remain net buyers of Danish mortgage bonds during periods of jumps. In particular, they
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=od______1687::b884f178f46775659b5b915ac9ce91cc
https://hdl.handle.net/10419/261825
https://hdl.handle.net/10419/261825
The portfolio rebalancing of Danish pension companies following the introduction of the ECB's asset purchase programmes is studied using a new and unique data set of their financial transactions and holdings since 2015. Due to a long-standing fixed e
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=od______1687::ad8823de1bdc9565169168e177e8d2e7
https://hdl.handle.net/10419/245988
https://hdl.handle.net/10419/245988
Economic Memo is a new publication series from Danmarks Nationalbank. Please, update your News service settings if you want to receive a notification when the next Economic Memo is available. The first Economic Memo shows that the equity risk premium
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=od______1687::d1939e0e8f6da9ad8f377508fa9a3e65
https://hdl.handle.net/10419/261802
https://hdl.handle.net/10419/261802