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Title | Author/Affiliation | Topic | Year of Publication |
---|---|---|---|
India's Bond Market - Developments and Challenges Ahead | Lotte Schou-Zibell, Stephen Wells - Asian Development Bank, ICMA Centre, University of Reading | Secondary Markets | 2009 |
Information Flow between Sovereign CDS and Dollar-Yen Currency Option Markets in the Sovereign Debt Crisis of 2009-2011 | C. H. Hui, Tom Fong - Hong Kong Monetary Authority, Hong Kong Monetary Authority | Secondary Markets | 2011 |
No-Arbitrage Restrictions and the U.S. Treasury Market | Andrea Ajello, Luca Benzoni, Olena Chyruk - Federal Reserve Board, Federal Reserve Bank of Chicago, Federal Reserve Bank of Chicago | Secondary Markets | 2012 |
How do global investors differentiate between sovereign risks? The new normal versus the old | Marlene Amstad, Eli Remolona and Jimmy Shek - BIS | Secondary Markets | 2016 |
Liquidity determinants in the UK gilt market | Evangelos Benos; Filip Zikes - Bank of England; Federal Reserve Board | Secondary Markets | 2016 |
Financial indicators signalling correlation changes in sovereign bond markets | Roberto A. De Santis, Michael Stein - European Central Bank, University of Duisburg-Essen | Secondary Markets | 2014 |
A Beta Based Framework for (Lower) Bond Risk Premia | Stefano Nobili, Gerardo Palazzo - Bank of Italy – Asset Management Department, Bank of Italy – Asset Management Department | Secondary Markets | 2008 |
A Term Structure Decomposition of the Australian Yield Curve | Richard Finlay, Mark Chambers - Reserve Bank of Australia, Reserve Bank of Australia | Secondary Markets | 2008 |
Trading European Sovereign Bonds: the microstructure of the MTS trading platforms | Yiu Chung Cheung, Frank de Jong, Barbara Rindi - University of Amsterdam, Department of Financial Management, University of Amsterdam, Department of Financial Management, Bocconi University, Department of Economics | Secondary Markets | 2005 |
The Behavior of Emerging Market Sovereigns' Credit Default Swap Premiums and Bond Yield Spreads | Michael Adler, Jeong Song - Columbia University Business School, Morgan Stanley | Secondary Markets | 2009 |
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