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| Title | Author/Affiliation | Topic | Year of Publication |
|---|---|---|---|
| Intraday Patterns, Announcement Effects, and Volatility Persistence in the Japanese Government Bond Futures Market | Weihua Shi, Cheng-Few Lee - University of Southern Mississippi, Rutgers University, Newark, School of Business-Newark, Department of Finance & Economics | Secondary Markets | 2009 |
| Fixed income market liquidity | Study Group established by the Committee on the Global Financial System - BIS | Secondary Markets | 2016 |
| Liquidity in fixed income markets | Jon Cheshire - Reserve Bank of Australia domestic markets department | Secondary Markets | 2016 |
| The resilience of financial market liquidity | Niki Anderson, Lewis Webber, Joseph Noss, Daniel Beale and Liam Crowley-Reidy - Bank of England | Secondary Markets | 2015 |
| Liquidity Contagion: The Emerging Sovereign Debt Markets Example | Serge Darolles, Jérémy Dudek, Gaëlle Le Fol - Université Paris-Dauphine, INSEE, Université Paris-Dauphine | Secondary Markets | 2013 |
| Global Asset Pricing | Karen K. Lewis - University of Pennsylvania and NBER | Secondary Markets | 2011 |
| Real Money Investors and Sovereign Bond Yields | Laura Jaramillo, Y. Sophia Zhang - International Monetary Fund, International Monetary Fund | Secondary Markets | 2013 |
| Emerging Government Bond Market Timing | Johan G. Duyvesteyn, Martin Martens - Robeco Asset Management, Erasmus University Rotterdam | Secondary Markets | 2013 |
| A measure of redenomination risk | Roberto A. De Santis - European Central Bank | Secondary Markets | 2015 |
| Electronic trading in fixed income markets | Study Group established by the Markets Committee - BIS | Secondary Markets | 2016 |
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