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| 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 |
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