Several Evidences from the Secondary Catastrophe Bonds Market
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Pages: | 14 : 18 |
Abstract: |
Within the paper we investigated the influence that a series of indexes that reflect the performance of CAT bonds has on the spread of these financial products. By employing a regression analysis, we have identified several determinants of the premium of the catastrophe bonds. |
JEL classification: | G00, G22, G23 |