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Title Author/Affiliation Topic Year of Publication
Pricing of Sovereign Credit Risk: Evidence from Advanced Economies During the Financial Crisis C. Emre Alper, Lorenzo Forni, Marc Gerard - IMF, IMF, IMF Secondary Markets 2012
Expectations and risk premia at 8:30am: Macroeconomic announcements and the yield curve Peter Hördahl, Eli M Remolona and Giorgio Valente - BIS and City University of Hong Kong Secondary Markets 2015
Fiscal Variables and Bond Spreads: Evidence from Eastern European Countries and Turkey Christiane Nickel, Philipp Rother, Jan C. Ruelke - European Central Bank (ECB), European Central Bank (ECB), WHU - School of Management Secondary Markets 2009
Valuation, Liquidity and Risk in Government Bond Markets Carlo Favero, Marco Pagano, Ernst-Ludwig von Thadden - Università Bocconi, IGIER and CEPR, Università di Napoli Federico II, CSEF and CEPR., Universität Mannheim and CEPR. Secondary Markets 2005
Liquidity in U.S. Fixed Income Markets: A Comparison of the Bid-Ask Spread in Corporate, Government and Municipal Bond Markets Sugato Chakravarty, Asani Sarkar - Department of Finance, Krannert School of Management, Purdue University, Research and Market Analysis Group Federal Reserve Bank of New York Secondary Markets 1999
A comparison of corporate versus government bond funds George Comer, Javier Rodriguez - Georgetown University, University of Puerto Rico Secondary Markets 2013
Emerging Market Sovereign Bond Spreads: Estimation and Back-testing Fabio Comelli - IMF Secondary Markets 2012
Debt maturity and the liquidity of secondary debt markets Max Bruche, Anatoli Segura - Cass Business School, Bank of Italy Secondary Markets 2016
Decomposing the Yield Curve John H. Cochrane, Monika Piazzesi - University of Chicago and NBER, Stanford University Secondary Markets 2008
Debt Crisis and 10-Year Sovereign Yields in Ireland and in Portugal Antonio Afonso; Jorge Daniel Faria Silva - University of Lisbon; Technical University of Lisbon (UTL) Secondary Markets 2017

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