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| Title | Author/Affiliation | Topic | Year of Publication |
|---|---|---|---|
| Intraday dynamics and determinants of CCP and bilateral General-Collateral Repos | Alfonso Dufour, Miriam Marra, Ivan Sangiorgi - University of Reading ICMA Centre | Financial Analysis | 2017 |
| Domestic and External Sovereign Debt | Di Casola Paola, Sichlimiris Spyridon - Central Bank of Sweden, Örebro University | Financial Analysis | 2018 |
| Sovereign risk and corporate cost of borrowing: evidence from a counterfactual study | EIB | Financial Analysis | 2018 |
| Financial market implications of Monetary Policy coincidences: evidence from the UK and Euro Area Government-Bond markets | Arestis, P and Phelps - Journal of International Financial Markets, Institutions and Money | Financial Analysis | 2017 |
| A survey of systemic risk indicators | Antonio Di Cesare and Anna Rogantini Picco - Bank of Italy | Financial Analysis | 2018 |
| Price and size discovery in financial markets: evidence from the U.S. Treasury Securities Market | Michael Fleming, Giang Nguyen - Federal Reserve Bank of New York | Financial Analysis | 2018 |
| Is the ECB collateral framework compromising the safe-asset status of euro-area sovereign bonds? | Grégory Claeys Inês Goncalves Raposo - Bruegel | Financial Analysis | 2018 |
| Mind the Gap: disentangling credit and liquidity in Risk Spreads | Krista Schwarz - The Wharton School University of Pennsylvania | Financial Analysis | 2018 |
| A research on Eurozone Bond Market and determinants of Sovereign Bond Yields | Navjeet Gill - Nova School of Business and Economics, Lisbon, Portugal | Financial Analysis | 2018 |
| Benchmarking liquidity proxies: the case of EU sovereign bonds | Sven Langedijk, GeorgeMonokroussos Evangelia, Papanagiotou - International Review of Economics and Finance, European Commission JRC ISPRA | Financial Analysis | 2018 |
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