HYPERION ECONOMIC JOURNAL

Hyperion University of Bucharest
Blue Colour Green Colour Orange Colour Red Colour

HYPERION ECONOMIC JOURNAL

January 2019
Mo Tu We Th Fr Sa Su
31 1 2 3 4 5 6
7 8 9 10 11 12 13
14 15 16 17 18 19 20
21 22 23 24 25 26 27
28 29 30 31 1 2 3

Several Evidences from the Secondary Catastrophe Bonds Market

 FULL TEXT

Authors:
  • Laura-Gabriela Constantin, Affiliation: The Bucharest University of Economic Studies, Bucharest, Romania;
  • Bogdan Cernat-Gruici, Affiliation: The Bucharest University of Economic Studies, Bucharest, Romania.
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

 FULL TEXT