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Title Author/Affiliation Topic Year of Publication
Eight centuries of the risk-free rate: bond market reversals from the Venetians to the ‘VaR shock’ Paul Schmelzing - Harvard University Hoover Institution Stanford University Bank of England Financial Analysis 2018
Effects of asset purchases and financial stability measures on term premia in the euro area Richhild Moessner - BIS Financial Analysis 2018
Channels of US monetary policy spillovers to international bond markets Elias Albagli, Luis Ceballos, Sebastián Claro and Damian Romero - Central Bank of Chile Financial Analysis 2018
Quantitative easing and preferred habitat investors in the euro area bond market Martijn Boermans, Robert Vermeulen - De Nederlandsche Bank Financial Analysis 2018
The Dynamics of Japanese Government Bonds’ Nominal Yields Tanweer Akram and Huiqing Li - Thrivent Financial, Central University of Finance and Economics Financial Analysis 2018
Sovereign credit risk and exchange rates: Evidence from CDS quanto spreads Patrick Augustin, Mikhail Chernov, Dongho Song - McGill University, University of California, Boston College Financial Analysis 2018
Consumption volatility risk and the inversion of the yield curve Adriana Grasso and Filippo Natoli - Bank of Italy Financial Analysis 2018
Banks' holdings of and trading in government bonds Michele Manna and Stefano Nobili - Bank of Italy Financial Analysis 2018
Trends and Determinants of Bulgaria’s International debt securities financing Veniamin Todorov - University of Economics Varna, Bulgaria Financial Analysis 2018
A risk dashboard for the Italian economy Fabrizio Venditti, Francesco Columba, Alberto Maria Sorrentino - Bank of Italy Financial Analysis 2018

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