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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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