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| Title | Author/Affiliation | Topic | Year of Publication |
|---|---|---|---|
| U.S. Investment in Global Bonds: As the Fed Pushes, Some EMEs Pull | John D. Burger, Rajeswari Sengupta, Francis E. Warnock, Veronica Cacdac Warnock - Loyola University Maryland, Development Research (IGIDR), University of Virginia, University of Virginia | Secondary Markets | 2014 |
| Do Sovereign CDS and Bond Markets Share the Same Information to Price Credit Risk? An Empirical Application to the European Monetary Union Case | Oscar Arce, Sergio Mayordomo, Juan Ignacio Peña - Comisión Nacional del Mercado de Valores (CNMV), Universidad Carlos III de Madrid | Secondary Markets | 2011 |
| Price discovery in a market under stress: the U.S. Treasury market in fall 1998 | Craig H. Furfine, Eli M. Remolona - Federal Reserve Bank of Chicago, 230 South LaSalle, Chicago, IL 60604, United States, craig.furfine@chi.frb.org, Bank for International Settlements, Two International Finance Centre 78/F, 8 Finance Street, Central, Hong Kong, eli.remolona@bis.org | Secondary Markets | 2005 |
| Italian Sovereign Spreads: Their Determinants and Pass-through to Bank Funding Costs and Lending Condition | Edda Zoli - International Monetary Fund | Secondary Markets | 2013 |
| Why is price discovery in credit default swap markets news-specific? | Ian W. Marsh, Wolf Wagner - Cass Business School, Tilburg University and Duisenberg School of Finance | Secondary Markets | 2012 |
| Assessing financial integration: a comparison between Europe and East Asia | Rossella Calvi - MSc Economics and Social Sciences,Bocconi University | Secondary Markets | 2010 |
| Testing for a break in the persistence in yield spreads of EMU government bonds | Philipp Sibbertsen, Christoph Wegener, Tobias Basse | Secondary Markets | 2014 |
| Banks’ Participation in the Eurosystem Auctions and Money Market Integration | Giuseppe Bruno, Maurizio Ordine, Antonio Scalia - Banca d’Italia, Economic Research Department, Banca d’Italia, Monetary and Exchange Rate Policy Department, Banca d’Italia, Monetary and Exchange Rate Policy Department. | Secondary Markets | 2005 |
| The Price of Risk in Sovereign Latin-American Debt: A Term-Structure Perspective | Alena Audzeyeva - Keele University | Secondary Markets | 2013 |
| Short-term determinants of the idiosyncratic sovereign risk premium: a regime-dependent analysis for european credit default swaps | Giovanni Calice, RongHui Miao, Filip Štěrba, Bořek Vašíček - University of Birmingham, University of Bath, RSJ Algorithmic Trading, Czech National Bank | Secondary Markets | 2014 |
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