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| Title | Author/Affiliation | Topic | Year of Publication |
|---|---|---|---|
| Information Flows in Dark Markets: Dissecting Customer Currency Trades | Lukas Menkhoff, Lucio Sarno, Maik Schmeling, Andreas Schrimpf - BIS, BIS, BIS, BIS | Secondary Markets | 2013 |
| Collective action clauses: How do they affect sovereign bond yields? | Alfredo Bardozzetti, Davide Dottori | Secondary Markets | 2014 |
| The Microstructure of the European Sovereign Bond Market: A Study of the Euro-zone Crisis | Loriana Pelizzon, Marti G Subrahmanyam, Davide Tomio, Jun Uno - Ca' Foscari University of Venice, Stern School of Business at New York University, Copenhagen Business School, Waseda University | Secondary Markets | 2013 |
| Sovereign Bond Yield Spreads: A Time-Varying Coefficient Approach | Kerstin Bernoth, Burcu Erdogan - DIW Berlin, DIW Berlin | Secondary Markets | 2010 |
| Yield spreads on EMU government bonds | Lorenzo Codogno, Carlo Favero, Alessandro Missale - Co-Head of European Economics at Bank of America, IGIER, Università Bocconi and CEPR, University of di Milan | Secondary Markets | 2003 |
| The Bond Market Term Premium: What is it, and How Can We Measure it? | Don H. Kim, Athanasios Orphanides - Yonsei University - BIS, Central Bank of Cyprus | Secondary Markets | 2007 |
| The Cross-Section and Time-Series of Stock and Bond Returns | Ralph S. J. Koijen, Hanno N. Lustig, Stijn Van Nieuwerburgh - University of Chicago - Booth School of Business, UCLA, Anderson School of Management; National Bureau of Economic Research (NBER), New York University; National Bureau of Economic Research (NBER); Centre for Economic Policy Research (CEPR) | Secondary Markets | 2010 |
| "Fractional Affine Term Structure Models" | Adam Golinski, Paolo Zaffaroni - Imperial College London & University of Exeter Business School, Imperial College London | Secondary Markets | 2009 |
| Liquidity of Danish Government and Covered Bonds– Before, During and After the Financial Crisis –Preliminary Findings | Birgitte Vølund Buchholst, Jacob Gyntelberg, Thomas Sangill - Danmarks Nationalbank, Bank for International Settlements, Danmarks Nationalbank | Secondary Markets | 2010 |
| Can Bonds Hedge Volatility Risk in the U.S. Treasury Market? A Specification Test for Affine Term Structure Models | Torben G. Andersen, Luca Benzoni - Kellogg School of Management, Northwestern University, 2001 Sheridan Road, Evanston, IL 60208, 847-467-1285, t-andersen@northwestern.edu and the NBER, Carlson School of Management, University of Minnesota, 321 19th Ave S, Minneapolis, MN 55455, 612-624-1075, lbenzoni@umn.edu. | Secondary Markets | 2005 |
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