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Title Author/Affiliation Topic Year of Publication
An Empirical Analysis of Efficiency in Asian Pacific Public Debt Market Velmurugan Palaniyappa Shanmugam, A. Saravanan, B. Treemurutulu - Pondicherry University, Indian Institute of Technology (IIT), Independent Financial Analysis 2017
Limited Participation and Local Currency Sovereign Debt Nicola Borri, Kirill Shakhnov - LUISS University, Einaudi Institute for Economics and Finance (EIEF) Financial Analysis 2017
Pricing and Hedging GDP-Linked Bonds in Incomplete Markets Andrea Consiglio, Stavros A. Zenios - University of Palermo, University of Cyprus Financial Analysis 2017
Brazilian market portfolio Cristina Tessari - Alexis Meyer-Cirkel - IMF Financial Analysis 2017
Government debt maturity and debt dynamics in euro area countries Juan Equiza-Goñi - Universidad de Navarra, Spain Financial Analysis 2016
Scarcity effects of QE: A transaction-level analysis in the Bund market Kathi Schlepper, Heiko Hofer, Ryan Riordan, Andreas Schrimpf - Bank for International Settlements - BIS Financial Analysis 2017
High-frequency trading in the Bund futures market Kathi Schlepper - Deutsche Bundesbank Financial Analysis 2016
How does risk flow in the credit default swap market? Marco D'Errico, Stefano Battiston, Tuomas Peltonen, Martin Scheicher - University of Zurich, European Systemic Risk Board, European Central Bank Financial Analysis 2017
Flow effects of central bank asset purchases on euro area sovereign bond yields: evidence from a natural experiment Roberto A. De Santis, Fédéric Holm-Hadulla - European Central Bank Financial Analysis 2017
Arbitrage costs and the persistent non-zero CDS-bond basis: Evidence from intraday euro area sovereign debt markets Jacob Gyntelberg, Peter Hördahl, Kristyna Ters and Jörg Urban - Danske Bank, Bank for International Settlements, University of Basel Financial Analysis 2017

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