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| Title | Author/Affiliation | Topic | Year of Publication |
|---|---|---|---|
| Supply and demand shifts of shorts before Fed announcements during QE1–QE3 | Thomas McInish, Christopher J. Neely, and Jade Planchon - Federal Reserve Bank of St. Louis | Financial Analysis | 2021 |
| How do financial markets react to monetary policy signals? | Carlo Altavilla, Refet S. Gürkaynak, Roberto Motto and Giuseppe Ragusa - ECB, Bilkent University, University of Pisa | Financial Analysis | 2021 |
| Sovereign CDS Dealers as market stabilizers | John Mullin, Bruno Sultanum - Federal Reserve Bank of Richmond | Financial Analysis | 2021 |
| The effects of Government Bonds on liquidity risk and bank profitability in Cape Verde | José Carlos Teixeira, Carlos Vieira, Paulo Ferreir - Caixa Económica de Cabo Verde, Universidade de Évora, Instituto Politécnico de Portalegre | Financial Analysis | 2021 |
| Public Debt Dynamics and Intra-Year Exchange Rate Fluctuations | Santiago Acosta-Ormaechea - International Monetary Fund | Financial Analysis | 2020 |
| On the origin of systemic risk | Mattia Montagna, Gabriele Torri, Giovanni Covi - ECB | Financial Analysis | 2020 |
| An event study of Covid-19 central bank quantitative easing in advanced and emerging economies | Jonathan S. Hartley, Alessandro Rebucci - NBER | Financial Analysis | 2020 |
| Compressing over-the counter markets | Marco D’Errico, Tarik Roukny - CEPS | Financial Analysis | 2020 |
| The insurance properties of common debt issuance | Daniel Gros - CEPS | Financial Analysis | 2020 |
| Note Concerning Government Bond Yields | Tanweer Akram - General Motors | Financial Analysis | 2020 |
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