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| Title | Author/Affiliation | Topic | Year of Publication |
|---|---|---|---|
| Analysis of government bonds and prediction of their development after the pandemic caused by COVID-19 | Petr Suler, Vaclav Polan - Institute of Technology and Business, Ceske Budejovice, Czech Republic | Secondary Markets | 2021 |
| A high-frequency analysis of return and volatility spillovers in the European sovereign bond market | Conall O'Sullivan, Vassilios G. Papavassiliou - University College Dublin | Secondary Markets | 2021 |
| Local Currency Bond Markets, Foreign Investor Participation, and Capital Flow Volatility in Emerging Asia | John Beirne, Nuobu Renzhi, Ulrich Volz - Asian Development Bank Institute | Secondary Markets | 2021 |
| Sovereign Debt in the 21st Century: Looking Backward, Looking Forward | Kris James Mitchener, Christoph Trebesch - Santa Clara University, Kiel Institute & Kiel University | Secondary Markets | 2021 |
| The market stabilization role of central bank asset purchases | Marco Bernardini and Annalisa De Nicola - Bank of Italy | Secondary Markets | 2020 |
| Equity tail risk in the treasury bond market | Dario Ruzzi and Mirco Rubin - Bank of Italy | Secondary Markets | 2020 |
| Government bond term premia during the pandemic | Corrado Macchiarelli - LSE | Secondary Markets | 2020 |
| Who drains Bond market liquidity in an emerging market? | Ricardo Hoyos, Yang Liu, Hui Miao, Christian Saborowski - IMF | Secondary Markets | 2020 |
| A theory of Social Impact Bonds | Daniel L. Tortorice, David E. Bloom, Paige Kirby, John Regan - College of the Holy Cross and Data for Decisions, Harvard TH Chan School of Public Health. Data for Decisions | Secondary Markets | 2020 |
| COVID-19 and bond market liquidity: alert, isolation and recovery | Jean-Sébastien Fontaine, Hayden Ford, Adrian Walton - Bank of Canada | Secondary Markets | 2020 |
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