Titel: European Fixed Income Markets: Money, Bond, and Interest Rate Derivatives
Herausgegeben von Jonathan A. Batten, Thomas A. Fetherston, Peter G. Szilagyi
JOHN WILEY & SONS INC
März 2004 - gebunden - 504 Seiten
The introduction of the euro in 1999 cast a new focus on the financial markets of constituent euro-zone countries, which have subsequently emerged with the second largest bond market in the world. This new book offers in depth insights and advice for any practitioner in the European fixed-income and ancillary derivative markets, and includes in-depth analysis of euro and non-euro markets as well as emerging countries.
SECTION I: PERSPECTIVE ON EUROPEAN FIXED INCOME AND DERIVATIVE MARKETS.
1 Introduction to the Volume (Jonathan A. Batten, Thomas A. Fetherston, and Peter G. Szilagyi).
2 The Euro Area Bond Market: Integration and Development Under Monetary Union (Peter G. Szilagyi).
3 Perspective on the Emerging European Financial Markets (Peter G. Szilagyi, Thomas A. Fetherston, and Jonathan A. Batten).
4 Perspectives on European Derivative Markets (Martin Young).
5 Benchmark Yield Curves in the Euro Market (Philip D. Wooldridge).
6 Some Facts on Pfandbrief Products in Europe (Orazio Mastroeni).
SECTION II: COUNTRY STUDIES.
7 Austria (Vanessa Seconnino and Alham Yusuf).
8 Belgium (Jan Annaert and Marc J.K. De Ceuster).
9 Czech Republic (Guan-Chye Ooi and Jonathan A. Batten).
10 Denmark (Charlotte Christiansen, Tom Engsted, Svend Jakobsen, and Carsten Tanggaard).
11 An Empirical Study of the Term Structure of Interest Rates in Denmark (1993-2002) (Charlotte Christiansen, Tom Engsted, Svend Jakobsen, and Carsten Tanggaard).
12 Finland, Iceland, Norway, and Sweden (Seppo Pynnönen).
13 France (David Edwards and Cameron Makepeace).
14 Germany (Niklas Wagner).
15 Greece (Thomas A. Fetherston).
16 Hungary (Nóra Németh and László Szilágyi).
17 Italy (Walter Vecchiato).
18 The Netherlands (Albert Mentink).
Appendix: Useful websites.
19 Poland (Peter G. Szilagyi).
20 Portugal (Peter G. Szilagyi).
21 Russia (Leonid V. Philosophov and Vladimir L. Philosophov).
22 Spain (Petra Pénzes).
23 Switzerland (Heinz R. Kubli).
24 Turkey (Caner Bakir and Kym Brown).
25 United Kingdom (Frank S. Skinner).
JONATHAN A. BATTEN is Professor of Finance at Seoul National University in Korea and co-editor of the Elsevier Journal Research in International Business and Finance. His previous books include Asia-Pacific Fixed Income Markets: An Analysis of the Region's Money, Bond and Interest Derivative Markets, co-edited with Thomas A Fetherston and published by John Wiley & Sons, Singapore.THOMAS A. FETHERSTON is Professor of Finance at the University of Alabama Birmingham. He is editor of the journal International Review of Financial Analysis and co-editor of Research in International Business and Finance. His previous books include Asia-Pacific Fixed Income Markets: An Analysis of the Region's Money, Bond and Interest Derivative Markets, co-edited with Jonathan A. Batten and published by John Wiley & Sons, Singapore.PETER G. SZILIAGYI has recently joined Tilburg University, the Netherlands. His main research interests include international capital market develop ment and corporate finance. He holds master s degrees from the Budapest University of Economic Sciences and Public Administration and the University of Western Sydney. He has previously worked as a freeelance broadcaster for the BBC World Service in the U.K. and Australia.
"Fetherston lends his expertise and insight..." (UAB Alumni magazine, University of Alabama, April 2004) "...the book provides a useful post-euro update to the fixed-in-come markets..." (NRPN Nordic Region Pensions & Investment News, Issue 1, Winter 2004/2005)