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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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