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| Title | Author/Affiliation | Topic | Year of Publication |
|---|---|---|---|
| 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 |
| 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 |
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