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Title Author/Affiliation Topic Year of Publication
Testing Explosive Bubbles with Time-Varying Volatility: The Case of Spanish Public Debt Vicente Esteve García, Maria A. Prats - Universidad de Valencia and Universidad de Alcalà, Universidad de Murcia Financial Analysis 2022
Sovereign Default Risk and Climate Change: Is it Hot Enough? Ibrahima Diarra, Adham Jaber - Université Paris-Saclay Financial Analysis 2022
Sources of Fluctuations in Short-Term Yields and Recession Probabilities Andrea Ajello, Luca Benzoni, Makena Schwinn, Yannick Timmer, Francisco Vazquez-Grande - FED of Chicago Financial Analysis 2022
Building portfolios of sovereign securities with decreasing carbon footprints Gong Cheng, Eric Jondeau, Benoit Mojon - BIS, University of Lausanne Financial Analysis 2022
The Eurosystem’s bond market share at an all-time high: what does it mean for repo markets? Tomás Carrera de Souza and Tom Hudepohl - The Netherlands' Central Bank Financial Analysis 2022
Capital flows and monetary policy trade-offs in emerging market economies Paolo Cavallino and Boris Hofmann - BIS Financial Analysis 2022
Risk capacity, portfolio choice and exchange rates Boris Hofmann, Ilhyock Shim and Hyun Song Shin - BIS Financial Analysis 2022
Treasury supply shocks and the term structure of interest rates in the UK Andras Lengyel - University of Amsterdam Financial Analysis 2022
Interest Rate Uncertainty and Sovereign Default Risk Alok Johri, Shahed Khan, Cesar Sosa-Padilla - McMaster University, University of Western Ontario, University of Notre Dame and NBER Financial Analysis 2022
The Impact of COVID-19 Pandemic on Government Bond Yields Yang Zhou, Deimantė Teresienė, Greta Keliuotytė-Staniulėnienė, Rasa Kanapickiene, Rebecca Kechen Dong Ahmad Kaab Omeir - Lingnan Normal University, Vilnius University, University of Technology Sydney Financial Analysis 2022

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