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| Title | Author/Affiliation | Topic | Year of Publication |
|---|---|---|---|
| Euro Interest Rate Swap Yields: A GARCH Analysis | Tanweer Akram, Khawaja Mamun - Citibank, Sacred Heart University (SHU) | Active Debt Management | 2023 |
| Collateral Damage | - - Claudio Borio et al. | Financial Analysis | 2023 |
| Progress on Global Transition to RFRs in Derivatives Markets | ISDA | Financial Analysis | 2023 |
| Chinese Yuan Interest Rate Swap Yields | Tanweer Akram, Khawaja Mamun - Citibank, Sacred Heart University | Financial Analysis | 2023 |
| Flash crashes on sovereign bond markets - EU evidence | Antoine Bouveret, Martin Haferkorn, Gaetano Marseglia and Onofrio Panzarino - ESMA, Bank of Italy | Secondary Markets | 2022 |
| Short-Term Interest Rate estimation by filtering in a model linking inflation, the Central Bank and Short-Term Interest Rates | Flavia Antonacci,Cristina Costantini,Marco Papi - University of Chieti-Pescara, University Campus Bio-Medico | Financial Analysis | 2021 |
| Risk Mutualization in Central Clearing: an answer to the cross-guarantee phenomenon from the Financial Stability viewpoint | Melinda Friesz, Kira Muratov-Szabó, Andrea Prepuk Kata Váradi - Department of Finance, Corvinus University of Budapest and Others | Secondary Markets | 2021 |
| Sovereign CDS Dealers as market stabilizers | John Mullin, Bruno Sultanum - Federal Reserve Bank of Richmond | Financial Analysis | 2021 |
| The role of Redenomination Risk in the Price Evolution of Italian Banks’ CDS Spreads | Michele Anelli, Michele Patanè, Mario Toscano, Stefano Zedda - University of Siena, University of Cagliari | Financial Analysis | 2020 |
| What explains the Sovereign Credit Default Swap Spreads changes in the GCC Region? | Nader Naifar - Saud Islamic University | Financial Analysis | 2020 |
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