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Call for papers Sovereign bond markets in inflationary times

We solicit theoretical and empirical papers on the interactions between sovereign bond markets and conventional and unconventional monetary policy, regulation, fiscal policy, foreign exchange, and the macroeconomy in inflationary times. Topics of interest include (but are not limited to):


  • Unconventional monetary policies during periods of turmoil and:
    1. Pricing of financial assets and exchange rates
    2. Divergent policy-making around the globe
    3. Market participants, primary dealers, and other institutions
    4. Risk taking by banks
    5. Spillovers and network effects from the US/Europe/Japan to other economies
    6. Spillovers and network effects across asset classes
    7. Currency regimes
    8. Investment and financial decisions of firms
    9. Financial market liquidity.
  • The impact of inflation-motivated monetary and fiscal policies on the sovereign bond markets
  • Financial stability in an unstable world and:
    1. Sovereign risk in inflationary or recessionary economies
    2. Quantitative tightening
    3. Conflicting monetary and fiscal policies
    4. The bank-sovereign “doom loop”
    5. Financial dislocations and their real effects.


While the above topics define the broad contours of the areas of interest, papers in related areas may also be considered.