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| Title | Author/Affiliation | Topic | Year of Publication |
|---|---|---|---|
| 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 |
| 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 |
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