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List of Document
Title Author/Affiliation Topic Year of Publication
Measuring Return and Volatility Spillovers in Euro Area Financial Markets Dimitrios P. Louzis - Bank of Greece Secondary Markets 2012
Term Structure Forecasting of Government Bond Yields with Latent and Macroeconomic Factors: Does Macroeconomic Factors Imply Better Out-of-Sample Forecasts? Wali Ullah, Yoshihiko Tsukuda, Yasumasa Matsuda Secondary Markets 2013
The Impact of Textual Sentiment on Sovereign Bond Yield Spreads: Evidence from the Eurozone Crisis Sha Liu - University of Southampton, UK Secondary Markets 2015
Determinants of sovereign debt yield spreads under EMU: Pairwise approach S. Fazlioglu - Maastricht University, Department of Economics Secondary Markets 2013
Market liquidity and market-making ESRB European Systemic Risk Board - European System of Financial Supervision Secondary Markets 2016
How Important are Debt and Growth Expectations for Interest Rates? Sohrab Rafiq - International Monetary Fund Secondary Markets 2015
Repatriation of Debt in the Euro Crisis: Evidence for the Secondary Market Theory Philip U. Sauré, Filippo Brutti - Swiss National Bank, University of Zurich Secondary Markets 2013
Transmission of the Financial and Sovereign Debt Crises to the EMU: Stock Prices, CDs Spreads and Exchange Rates Robert Vermeulen, Theoharry Grammatikos - Bank of the Netherlands - Research Department, University of Luxembourg, Faculty of Law, Economics and Finance Secondary Markets 2011
Order flow segmentation and the role of dark trading in the price discovery of U.S. treasury securities Michael J. Fleming, Giang Nguyen Secondary Markets 2013
Bond Risk Premia John H. Cochrane, Monika Piazzesi - University of Chicago and NBER, UCLA and NBER Secondary Markets 2005

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