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| bio | website | wergieluk.com |
|---|---|---|
| location | Germany | |
| age | ||
| visits | member for | 9 months |
| seen | Feb 24 at 13:36 | |
| stats | profile views | 17 |
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Jan 25 |
comment |
Copula models and the distribution of the sum of random variables without Monte Carlo Actually it's integration by substitution rule in $n$-dimensional case: en.wikipedia.org/wiki/… |
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Jan 25 |
awarded | Teacher |
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Jan 25 |
answered | Copula models and the distribution of the sum of random variables without Monte Carlo |
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Sep 28 |
awarded | Scholar |
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Sep 28 |
awarded | Supporter |
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Sep 28 |
accepted | Government bonds with negative yield |
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Sep 27 |
comment |
Government bonds with negative yield Thanks Richard ;) |
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Sep 26 |
comment |
Government bonds with negative yield No, any (eurozone) financial institution may deposit money at ECB. The mechanism is called ECB deposit facility. There are also current accounts at ECB. |
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Sep 26 |
comment |
Government bonds with negative yield Naive question: Can a non-financial company buy a bond and hold it by itself? I.e. not being exposed to the credit risk of some bank acting on behalf of that company? |
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Sep 26 |
comment |
Government bonds with negative yield Your repo market argument sounds interesting. Do you have any references explaining why gov. bonds are better collateral than cash? Thanks! |
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Sep 26 |
comment |
Government bonds with negative yield But what about parking money overnight at the central bank? ECB overnight rate is currently 0%. The probability that ECB defaults is less equal the default probability of a government (in case of France, for example). Additionally, you can withdraw your money at any time. |
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Sep 25 |
answered | Library of basic indicators |
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Sep 25 |
comment |
Government bonds with negative yield Yes, but what about holding the cash? The interest-rate is 0% but the quality of such a position is superior to everything else. |
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Sep 25 |
awarded | Student |
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Sep 25 |
asked | Government bonds with negative yield |
