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Title Author/Affiliation Topic Year of Publication
Sovereign credit ratings, market volatility, and financial gains António Afonso, Pedro Gomes, Abderrahim Taamouti - University of Lisbon, Universidad Carlos III de Madrid, Universidad Carlos III de Madrid Secondary Markets 2014
Credit and Liquidity Risk in Sovereign Bonds Álvaro Martín Herrero, Oliver Wyman, Javier Mencía - Bank of Spain, Bank of Spain, Bank of Spain Secondary Markets 2015
Are all Credit Default Swap databases equal? Sergio Mayordomo, Juan Ignacio Peña, Eduardo S. Schwartz - Department of Research and Statistics, Comisión Nacional del Mercado de Valores., Department of Business Administration, Universidad Carlos III de Madrid., Anderson Graduate School of Management, UCLA. Secondary Markets 2010
The Search for Liquidity in the Brazilian Domestic Government Bond Market Serge Jeanneau, Marcio Araujo, Andre Amante - Bank for International Settlements (BIS), BCB -Banco Central do Brasil, BCB -Banco Central do Brasil Secondary Markets 2007
Decomposing euro area sovereign spreads: credit, liquidity and convenience Marcello Pericoli, Marco Taboga - Bank of Italy, Bank of Italy Secondary Markets 2015
How Does Liquidity Affect Government Bond Yields? Carlo Favero, Marco Pagano, Ernst-Ludwig von Thadden - Università Bocconi, IGIER e CEPR, Università Napoli Federico II, CSEF e CEPR, Universität Mannheim and CEPR Secondary Markets 2007
International capital flows and yields of public debt bonds Márcia Saraiva Leon - Banco Central do Brasil Secondary Markets 2014
Euro Area Government Bonds: Integration and Fragmentation During the Sovereign Debt Crisis Michael Ehrmann, Marcel Fratzscher - Bank of Canada, DIW Berlin Secondary Markets 2015
BTP futures and cash relationships: a high frequency data analysis Onofrio Panzarino; Francesco Potente; Alfonso Puorro - Bank of Italy Secondary Markets 2016
The Liquidity of the Secondary Market for Debt Securities in Norway Ketil Johan Rakkestad, Johannes Atle Skjeltorp, Bernt Arne Ødegaard - Central Bank of Norway, Central Bank of Norway, University of Stavanger Secondary Markets 2012

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