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Title Author/Affiliation Topic Year of Publication
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
The negative interest rate policy and the yield curve Jing Cynthia Wu and Fan Dora Xia - Chicago Booth and NBER, Bank for International Settlements Financial Analysis 2018
Collateral reuse and balance sheet space Manmohan Singh - IMF Financial Analysis 2017
Sovereign Bond Risk Premiums Engelbert J. Dockner, Manuel Mayer and Josef Zechner - OeNB Oesterreichische Nationalbank, VGSF Vienna Graduate School of Finance, WU Vienna University of Economics and Business (CEPR and ECGI) Financial Analysis 2017
Are credit rating agencies discredited? Measuring market price effects from agency sovereign debt announcements Mahir Binici, Michael M Hutchison and Evan Weicheng Miao - IMF, University of California and Central Bank of the Republic of China (Taiwan) Financial Analysis 2018

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