Header and navigation menu

Page content

Documents Archive

Search mode by keywords

List of Document
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

101-110 of 337 elements