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| Title | Author/Affiliation | Topic | Year of Publication |
|---|---|---|---|
| Financial Contagion During Lehman Default and Sovereign Debt Crisis: An Empirical Analysis on Euro Area Bond and Equity Markets | Monica Gentile, Luca Giordano - CONSOB, CONSOB | Secondary Markets | 2012 |
| 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 |
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