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Sponsored Artificial Intelligence: A Modern Approach, Global Edition Artificial Intelligence: A Modern Approach, Global Edition

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Falk Jensen

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Open access Aug 2026

Fading Attention and the Pricing of Default Risk in the German Market for Structured Products

Structured retail products are unsecured bonds subject to the default risk of the issuer. We analyze the price‐setting policy of issuers with respect to this default risk. Using a long‐term data set of discount certificates in the German market, we apply a time series IVX‐approach to find that (i) quoted prices do de...

R. Baule, Falk Jensen · 0 citations

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