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Several Evidences from the Secondary Catastrophe Bonds Market

Author

Listed:
  • Laura-Gabriela Constantin

    (Bucharest Academy of Economic Studies)

  • Bogdan Cernat-Gruici

    (Bucharest Academy of Economic Studies)

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.

Suggested Citation

  • Laura-Gabriela Constantin & Bogdan Cernat-Gruici, 2015. "Several Evidences from the Secondary Catastrophe Bonds Market," Hyperion Economic Journal, Faculty of Economic Sciences, Hyperion University of Bucharest, Romania, vol. 3(3), pages 14-18, September.
    • Handle: RePEc:hyp:journl:v:3:y:2015:i:3:p:14-18
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    File URL: https://hej.hyperion.ro/articles/3(3)_2015/HEJ%20nr3(3)_2015_A2Constantin.pdf
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    More about this item

    Keywords

    CAT bonds; regression analysis; spread; secondary market;
    All these keywords.

    JEL classification:

    • G00 - Financial Economics - - General - - - General
    • G22 - Financial Economics - - Financial Institutions and Services - - - Insurance; Insurance Companies; Actuarial Studies
    • G23 - Financial Economics - - Financial Institutions and Services - - - Non-bank Financial Institutions; Financial Instruments; Institutional Investors

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