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Title Author/Affiliation Topic Year of Publication
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
Chinese and World Bank lending terms: a systematic comparison across 157 Countries and 15 Years Scott Morris, Brad Parks, Alysha Gardner - Center for Global Development Financial Analysis 2020
US Government Bond liquidity during the COVID-19 Pandemic Andrey Ermolov - Fordham University - Gabelli School of Business Financial Analysis 2020
Fundamental disagreement about monetary policy and the term structure of interest rates Shuo Cao, Richard K. Crump, Stefano Eusepi, Emanuel Moench - Federal Reserve Bank of New York Financial Analysis 2020

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