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Title Author/Affiliation Topic Year of Publication
A Tale of Two Platforms: Dealer Intermediation in the European Sovereign Bond Market Peter Dunne, Harald Hau, Michael Moore - Queens University, Belfast, Insead and CEPR, Queens University, Belfast and Harvard University Secondary Markets 2010
Sovereign Debt, Real Interest Rate and Gold Pricing Tao Lu, Sihai Fang - Research Center, China Securities Regulatory Commission, Hongyuan Securities Secondary Markets 2013
The Determinants of Sovereign Bond Yield Spreads in the EMU Antonio Afonso, Michael Arghyrou, Alexandros Kontonikas - Technical University of Lisbon, Cardiff Business School, University of Glasgow Secondary Markets 2013
The impact of news and the SMP on realized (co)variances in the eurozone sovereign debt market Roel Beetsma, Frank de Jong, Massimo Giuliodori, Daniel Widijanto - University of Amsterdam, Tilburg University, University of Amsterdam, BNG Vermogensbeheer Secondary Markets 2014
On the Time-Varying Relationship between EMU Sovereign Spreads and Their Determinants Antonio Afonso, Michael Arghyrou, George Bagdatoglou, Alexandros Kontonikas - Technical University of Lisbon, Cardiff Business School, Timberlake Consultants, University of Glasgow Secondary Markets 2013
Foreign investors and risk shocks: seeking a safe haven or running for the exit? Maurizio Michael Habib, Livio Stracca - European Central Bank, European Central Bank Secondary Markets 2013
Revisiting Sovereign Bond Spreads’ Determinants in the EMU Antonio Afonso, Manuel Reis - University of Lisbon - ISEG, Technical University of Lisbon (UTL) Secondary Markets 2016
Default Premium Luis Catão, Rui Mano - International Monetary Fund, International Monetary Fund Secondary Markets 2015
Sovereign Bond Yield Spreads: An International Analysis Giuseppe Corvasce - Society for Financial Studies Secondary Markets 2013
Liquidity in Government versus Covered Bond Markets Jens Dick-Nielsen, Jacob Gyntelberg, Thomas Sangill - Copenhagen Business School, Bank for International Settlements, Danish Central Bank. Email Secondary Markets 2012

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