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Title Author/Affiliation Topic Year of Publication
The Determinants of Sovereign Bond Yield Spreads in the EMU: A GVAR Model Jean-Baptiste Lau-Hansen - HEC Montréal Secondary Markets 2015
Defining Benchmark Status: An Application using Euro-Area Bonds Peter Dunne, Michael J. Moore, Richard Portes - Queens University, Belfast, Queens University, Belfast, m.moore@qub.ac.uk, London Business School, EHESS and CEPR, rportes@london.edu Secondary Markets 2002
The Value of Introducing Structural Reform to Improve Bond Market Liquidity: Experience from the U.K. Gilt Market Moorad Choudhry - University of Reading; London Metropolitan University; Birkbeck University of London Secondary Markets 2010
Does the halo effect still hold? Implications for the euro-candidates from the analysis of the EA bond market - the crisis perspective Agnieszka Szczypinska - Ministry of Finance in Poland Secondary Markets 2012
Transparency Proposals for European Sovereign Bond Markets Peter G. Dunne - School of Management and Economics, Queen's University, Belfast, Northern Ireland, UK. Secondary Markets 2007
Inflation Bets or Deflation Hedges? The Changing Risks of Nominal Bonds John Y. Campbell, Adi Sunderam, Luis M. Viceira - Harvard University, Cambridge, and NBER, Harvard Business School, Boston, Harvard Business School, Boston, and NBER Secondary Markets 2011
Sovereign credit ratings and financial markets linkages: application to European data António Afonso, Davide Furceri, Pedro Gomes - ISEG/UTL – Technical University of Lisbon, Department of Economics; UECE. European Central Bank, Directorate General Economics, OECD, Department of Economics. University of Palermo, Universidad Carlos III de Madrid, Department of Economics, Secondary Markets 2011
The Eurozone Crisis: How Banks and Sovereigns Came to be Joined at the Hip Ashoka Mody, Damiano Sandri - IMF, IMF Secondary Markets 2011
Measuring Euro Area Government Bond Market Liquidity And Its Asset Pricing Implications Madhucchand Darbha, Alfonso Dufour - ICMA Centre, Henley Business School, University of Reading, ICMA Centre, Henley Business School, University of Reading Secondary Markets 2013
The Determinants of the CDS-Bond Basis During the Financial Crisis of 2007-2009 Jennie Bai, Pierre Collin-Dufresnez - Federal Reserve Bank of New York, Graduate School of Business, Columbia University Secondary Markets 2011

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