Header and navigation menu

Page content

Documents Archive

Search mode by keywords

List of Document
Title Author/Affiliation Topic Year of Publication
CDS Auctions: an overview Erica Paulos, Bruno Sultanum, Elliot Tobin - Federal Reserve Bank of Richmond Financial Analysis 2020
Sovereign CDS Market: the role of Dealers in Credit Events Lawrence Jia, Bruno Sultanum, Elliot Tobin - Federal Reserve Bank of Richmond Financial Analysis 2020
Low Interest Rates, Policy, and the predictive content of the Yield Curve Michael Bordo, Joseph G. Haubrich - Federal Reserve Bank of Cleveland Financial Analysis 2020
An analysis of network filtering methods to Sovereign Bond yields during COVID-19 Raymond Ka-Kay Pang, Oscar Granados, Harsh Chhajer, Erika Fille Legara - arXivLabs Financial Analysis 2020
The COVID-19 Pandemic and Sovereign Bond Risk Alin Marius Andries, Steven Ongena, Nicu Sprincean - Alexandru Ioan Cuza University of Iasi, University of Zurich Financial Analysis 2020
The effects of the COVID-19 Pandemic through the Lens of the CDS Spreads Alin Marius Andrieș, Steven Ongena, Nicu Sprincean - “Alexandru Ioan Cuza” University of Iași, University of Zurich Financial Analysis 2020
The Behavior of Sovereign Credit Default Swaps (CDS) Spread: evidence from Turkey with the Effect of COVID-19 Pandemic Mustafa Tevfik Kartal - Borsa Istanbul Financial Analysis 2020
Emerging Markets Sovereign spreads and country-specific fundamentals during COVID-19 Timo Daehler, Joshua Aizenman, Yothin Jinjarak - NBER National Bureau of Economic Research Financial Analysis 2020
The Liquidity effects of official Bond Market intervention Michiel De Pooter, Robert F. Martin, Seth Pruit - Federal Reserve System, Barclays Capital, Arizona State University Financial Analysis 2018
The Empirics of UK Gilts’ Yields Tanweer Akram and Huiqing Li - General Motors, Central University of Finance and Economics, China Financial Analysis 2020

291-300 of 496 elements