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Title Author/Affiliation Topic Year of Publication
Sovereign Bond Prices, Haircuts and Maturity Dirk Niepelt , Romain Ranciere , Tamon Asonuma - International Monetary Fund, Study Center Gerzensee, University of Southern California Financial Analysis 2017
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

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