En opgørelse af | | boligformuen , by Olesen, Jan Overgaard; Pedersen, Erik Haller (Danmarks Nationalbank Working papers WP37/2006) | Abstract
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Time-varying contributions by the corporate | | bond and CDS markets to credit risk price discovery, by Niko Dötz (Deutsche Bundesbank Banking Supervision Discussion Papers 200708) | Full text |
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| Home bias in global | | bond and equity markets: the role of real exchange rate volatility, by Michael Fidora (European Central Bank Working papers 685) | Full text |
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| Real-Time Price Discovery in Global Stock, | | Bond and Foreign Exchange Markets, by Torben G. Andersen, Tim Bollerslev, Francis X. Diebold and Clara Vega (Federal Reserve Board International Financial Discussion Papers 2006-871) | Abstract
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| The Effect of the Common | | Bond and Membership Expansion on Credit Union Risk, by W. Scott Frame, Gordon V. Karels, and Christine McClatchey (Atlanta Fed Working papers 2001-10) | Abstract
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| The Institutionalization of Treasury Note and | | Bond Auctions, 1970-75, by Kenneth D. Garbade (New York Fed Economic policy review 0405garb) | Abstract
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| Exploring the CDS- | | Bond Basis, by Jan De Wit (National Bank of Belgium Working Papers 104) | Abstract
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| Bank loans versus | | bond finance: implications for sovereign debtors, by Misa Tanaka (Bank of England Working papers 267) | Abstract
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| Bank finance versus | | bond finance: what explains the differences between US and Europe?, by Fiorella De Fiore and Harald Uhlig (European Central Bank Working papers 547) | Full text |
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| Opening markets through a regional | | bond fund: lessons from ABF2, by Guonan Ma and Eli M Remolona (Bank for International Settlements Quarterly Review 0506g) | Abstract
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| Price Discovery in Canadian Government | | Bond Futures and Spot Markets, by Christopher Chung, Bryan Campbell, and Scott Hendry (Bank of Canada Working papers 2007-04) | Abstract
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| Evidence on the Costs and Benefits of | | Bond IPOs, by Hale, Santos (San Francisco Fed Working Papers 2006-42) | Full text |
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| Currency choice in international | | bond issuance, by Benjamin H Cohen (Bank for International Settlements Quarterly Review 0506e) | Abstract
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| Choice of currency in | | bond issuance and the international role of currencies, by Nikolaus Siegfried (European Central Bank Working papers 814) | Full text |
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| Do Banks Strategically Time Public | | Bond Issuance Because of Accompanying Disclosure, Due Diligence, and Investor Scrutiny?, by Daniel M. Covitz and Paul Harrison (Federal Reserve Board FEDS series 2003-37) | Abstract
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| Perspectives on | | bond lending and specialness, by Hansen, Lars Jul; Hesselberg, Stig; Mogensen, Louise C. (Danmarks Nationalbank Working papers WP32/2005) | Abstract
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| Optimal Monetary Policy with Real-time Signal Extraction from the | | Bond Market, by Kristoffer Nimark (Reserve Bank of Australia Research Discussion Papers RDP2006-05) | Abstract
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| Sovereign risk premia in the European government | | bond market, by Kerstin Bernoth (European Central Bank Working papers 369) | Full text |
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| Implications for liquidity from innovation and transparency in the European corporate | | bond market, by Marco Laganá, Martin Perina, Isabel von Köppen-Mertes and Avinash Persaud (European Central Bank Occasional papers 50) | Full text |
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| A descriptive analysis of the Finnish treasury | | bond market, by Matti Keloharju - Markku Malkamäki - Kjell G. Nyborg - Kristian Rydqvist (Bank of Finland Discussion Papers 2002/16) | Abstract
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| Bank Intermediation and Persistent Liquidity Effects in the Presence of a Frictionless | | Bond Market, by Tor Einarsson and Milton H. Marquis (Central Bank of Iceland Working Papers 21) | Full text |
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| The covered | | bond market, by Frank Packer, Ryan Stever and Christian Upper (Bank for International Settlements Quarterly Review 0709f) | Abstract
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| The search for liquidity in the Brazilian domestic government | | bond market, by André Amante, Márcio Araujo and Serge Jeanneau (Bank for International Settlements Quarterly Review 0706h) | Abstract
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| Trading Activity and Price Volatility in the Municipal | | Bond Market, by Chris Downing and Frank Zhang (Federal Reserve Board FEDS series 2002-39) | Abstract
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| Bank ties and | | bond market access: evidence on investment-cash flow sensitivity in Japan, by Patrick M McGuire (Bank for International Settlements Working papers 151) | Abstract
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| Inflation Expectations, Real Interest Rate and Risk Premiums—Evidence from | | Bond Market and Consumer Survey Data, by Dong Fu (Dallas Fed Working Papers wp0705) | Full text |
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| | | Bond Market and Stock Market Integration in Europe, by (DNB) (Netherlands Bank DNB Working Papers 060) | Full text |
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| An empirical comparison of credit spreads between the | | bond market and the credit default swap market, by Haibin Zhu (Bank for International Settlements Working papers 160) | Abstract
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| Option-implied asymmetries in | | bond market expectations around monetary policy actions of the ECB, by Sami Vähämaa (European Central Bank Working papers 315) | Full text |
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| Is the corporate | | bond market forward looking?, by Jens Hilscher (European Central Bank Working papers 800) | Full text |
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| Reducing financial vulnerability: the development of the domestic government | | bond market in Mexico, by Serge Jeanneau,Carlos Perez Verdia (Bank for International Settlements Quarterly Review 0512h) | Abstract
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| | | Bond market inflation expectations and longer-term trends in broad monetary growth and inflation in industrial countries, 1880-2001, by William G. Dewald (European Central Bank Working papers No.253) | Full text |
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| Assessing | | Bond Market Integration in Asia, by Ip-wing Yu, Laurence Fung and Chi-sang Tam (Hong Kong Monetary Authority Working Papers WP07_10) | Abstract
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| Sovereign | | bond market integration: the euro, trading platforms and globalization, by Alexander Schulz, Guntram B. Wolff (Deutsche Bundesbank Discussion Papers 200812) | Full text |
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| The Effects of Economic News on | | Bond Market Liquidity, by Chris D'Souza and Charles Gaa (Bank of Canada Working papers 2004-16) | Abstract
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| Market Discipline in Banking Reconsidered: The Roles of Deposit Insurance Reform, Funding Manager Decisions and | | Bond Market Liquidity, by Daniel M. Covitz, Diana Hancock, and Myron L. Kwast (Federal Reserve Board FEDS series 2002-46) | Abstract
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| An Empirical Analysis of Stock and | | Bond Market Liquidity, by Tarun Chordia, Asani Sarkar, and Avanidhar Subrahmanyam (New York Fed Staff reports 164) | Abstract
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| Equity and | | bond market signals as leading indicators of bank fragility, by Reint Gropp (European Central Bank Working papers No.150) | Full text |
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| The Microstructure of | | Bond Market Tatonnement, by Bruce Mizrach, and Christopher J. Neely (St Louis Fed Working Papers 2005-070) | Full text |
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| Price Discovery in Canadian and U.S. 10-Year Government | | Bond Markets, by Bryan Campbell and Scott Hendry (Bank of Canada Working papers 2007-43) | Abstract
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| The pricing of risk in European credit and corporate | | bond markets, by Antje Berndt and Iulian Obreja (European Central Bank Working papers 805) | Full text |
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| A factor risk model with reference returns for the US dollar and Japanese yen | | bond markets, by Carlos Bernadell (European Central Bank Working papers 641) | Full text |
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| An Empirical Analysis of Transparency-Related Characteristics of European and US Sovereign | | Bond Markets, by Peter Dunne, Michael J (Central Bank of Ireland Research Technical Papers 06/RT/09) | Abstract
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| Excess Sensitivity and Volatility of Long Interest Rates: The Role of Limited Information in | | Bond Markets, by Meredith Beechey (Sveriges Riksbank Working Papers No173) | Abstract
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| Asian local currency | | bond markets, by Guorong Jiang, Robert McCauley (Bank for International Settlements Quarterly Review 0406f) | Abstract
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| Benchmark tipping in the money and | | bond markets, by Robert N McCauley (Bank for International Settlements Quarterly Review 0103e) | Full text |
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| Informed and Strategic Order Flow in the | | Bond Markets, by Paolo Pasquariello and Clara Vega (Federal Reserve Board International Financial Discussion Papers 2006-874) | Abstract
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| Foreign Participation in Local-Currency | | Bond Markets, by John D. Burger; Francis E. Warnock (Federal Reserve Board International Financial Discussion Papers 2004-794) | Abstract
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| Corporate | | bond markets in Asia, by Jacob Gyntelberg,Guonan Ma,Eli M Remolona (Bank for International Settlements Quarterly Review 0512g) | Abstract
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| Unifying government | | bond markets in East Asia, by Robert N McCauley (Bank for International Settlements Quarterly Review 0312h) | Abstract
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| Domestic | | bond markets in Latin America: achievements and challenges, by Serge Jeanneau and Camilo E Tovar (Bank for International Settlements Quarterly Review 0606e) | Abstract
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| Risk and return in the | | bond markets - past developments and future prospects, by Andersen, Allan Bødskov; Hansen, Jakob Lage (Danmarks Nationalbank Working papers WP40/2006) | Abstract
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| What Moves Sovereign | | Bond Markets? The Effects of Economic News on U.S. and German Yields, by Linda Goldberg and Deborah Leonard (New York Fed Current issues ci09-09) | Abstract
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| Spanned stochastic volatility in | | bond markets: a reexamination of the relative pricing between bonds and bond options, by Don H Kim (Bank for International Settlements Working papers 239) | Abstract
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| Market discipline, financial integration and fiscal rules: what drives spreads in the euro area government | | bond market?, by Simone Manganelli and Guido Wolswijk (European Central Bank Working papers 745) | Full text |
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| Which news moves the euro area | | bond market?, by Magnus Andersson (European Central Bank Working papers 631) | Full text |
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| Do macro announcements still drive the US | | bond market?, by Craig H Furfine (Bank for International Settlements Quarterly Review 0106f) | Full text |
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| The high-yield segment of the corporate | | bond market: a diffusion modelling approach for the United States, the United Kingdom and the euro area, by Gabe de Bondt and David Marqués (European Central Bank Working papers 313) | Full text |
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| Government risk premiums in the | | bond market: EMU and Canada, by Ludger Schuknecht (European Central Bank Working papers 879) | Full text |
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| Spanned stochastic volatility in bond markets: a reexamination of the relative pricing between bonds and | | bond options, by Don H Kim (Bank for International Settlements Working papers 239) | Abstract
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| Diversification, Original Sin, and International | | Bond Portfolios, by John D. Burger; Francis E. Warnock (Federal Reserve Board International Financial Discussion Papers 2003-755) | Abstract
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| Global | | bond portfolios and EMU, by Philip R. Lane (European Central Bank Working papers 553) | Full text |
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| Global | | Bond Portfolios and EMU, by by Philip R. Lane (IJCB International Journal of Central Banking 06q2a1) | Abstract
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| | | Bond Positions, Expectations, and the Yield Curve, by Monika Piazzesi and Martin Schneider (Atlanta Fed Working papers 2008-02) | Abstract
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| Examining the | | Bond Premium Puzzle with a DSGE Model, by Rudebusch, Swanson (San Francisco Fed Working Papers 2007-25) | Full text |
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| Can liquidity risk be subsumed in credit risk? A case study from Brady | | bond prices, by Henri Pagès (Bank for International Settlements Working papers 101) | Abstract
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| The Information Content of Inflationary Expectations Derived from | | Bond Prices in Israel, by Elkayam David, Ilek Alex (Bank of Israel Monetary Studies - Discussion Papers mns0403) | Abstract
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| Sovereign CDS and | | Bond Pricing Dynamics in Emerging Markets: Does the Cheapest-to-Deliver Option Matter?, by John Ammer and Fang Cai (Federal Reserve Board International Financial Discussion Papers 2007-912) | Abstract
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| | | Bond pricing when the short term interest rate follows a threshold process, by Wolfgang Lemke, Theofanis Archontakis (Deutsche Bundesbank Discussion Papers 200606) | Full text |
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| Testing Conflicts of Interest at | | Bond Rating Agencies with Market Anticipation: Evidence that Reputation Incentives Dominate, by Daniel M. Covitz and Paul Harrison (Federal Reserve Board FEDS series 2003-68) | Abstract
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| An Empirical Analysis of | | Bond Recovery Rates: Exploring a Structural View of Default, by Daniel Covitz and Song Han (Federal Reserve Board FEDS series 2005-10) | Abstract
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| The determinants of stock and | | bond return comovements, by Lieven Baele, Geert Bekaert, Koen Inghelbrecht (National Bank of Belgium Working Papers 119) | Abstract
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| Stock Implied Volatility, Stock Turnover, and the Stock- | | Bond Return Relation, by Chris Stivers, Licheng Sun, and Robert Connolly (Atlanta Fed Working papers 2002-3a) | Abstract
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| Asymmetric dynamics in the correlations of global equity and | | bond returns, by Lorenzo Cappiello (European Central Bank Working papers No.204) | Full text |
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| An Econometric Model of Nonlinear Dynamics in the Joint Distribution of Stock and | | Bond Returns, by Massimo Guidolin, and Allan Timmerman (St Louis Fed Working Papers 2005-003) | Full text |
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| Non-Linear Predictability in Stock and | | Bond Returns: When and Where Is It Exploitable?, by Massimo Guidolin, Stuart Hyde, David McMillan, and Sadayuki Ono (St Louis Fed Working Papers 2008-010) | Full text |
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| | | Bond Risk Premia and Realized Jump Volatility, by Jonathan Wright and Hao Zhou (Federal Reserve Board FEDS series 2007-22) | Abstract
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| WP 2002/2 Péter Benczúr - Identifying Sovereign | | Bond Risks, by Péter Benczúr - Identifying Sovereign Bond Risks (Magyar Nemzeti Bank Working papers 2002/02) | Abstract
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| Empirical determinants of emerging market economies' sovereign | | bond spreads, by Gianluigi Ferrucci (Bank of England Working papers 205) | Abstract
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| Corporate | | Bond Spreads and the Business Cycle, by Zhang, Zhiwei (Bank of Canada Working papers 2002-15) | Abstract
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| The cost of barriers to entry: evidence from the market for corporate euro | | bond underwriting, by João A C Santos and Kostas Tsatsaronis (Bank for International Settlements Working papers 134) | Abstract
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| Foreign Bank Lending and | | Bond Underwriting in Japan During the Lost Decade, by Lopez, Spiegel (San Francisco Fed Working Papers 2006-45) | Full text |
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| Modelling Sovereign | | Bond Yield Curves of the US, Japan and Germany, by Chi-sang Tam and Ip-wing Yu (Hong Kong Monetary Authority Working Papers WP07_09) | Abstract
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| The | | Bond Yield "Conundrum" from a Macro-Finance Perspective, by Rudebusch, Swanson, Wu (San Francisco Fed Working Papers 2006-16) | Full text |
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| An international analysis of earnings, stock prices and | | bond yields, by Alain Durré and Pierre Giot (National Bank of Belgium Working Papers 073) | Abstract
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| An international analysis of earnings, stock prices and | | bond yields, by Alain Durré and Pierre Giot (European Central Bank Working papers 515) | Full text |
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| Modeling | | Bond Yields in Finance and Macroeconomics, by Francis X. Diebold, Monika Piazzesi and Glenn D. Rudebusch (San Francisco Fed Working Papers 2005-04) | Full text |
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| Currency Crashes and | | Bond Yields in Industrial Countries, by Joseph E. Gagnon (Federal Reserve Board International Financial Discussion Papers 2005-837) | Abstract
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| Convergence of Government | | Bond Yields in the Euro Zone: The Role of Policy Harmonization, by Denise Côté and Christopher Graham (Bank of Canada Working papers 2004-23) | Abstract
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| Does Inflation Targeting Anchor Long-Run Inflation Expectations? Evidence from Long-Term | | Bond Yields in the U.S., U.K., and Sweden, by Gurkaynak, Levin, Swanson (San Francisco Fed Working Papers 2006-09) | Full text |
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| Do Collective Action Clauses Influence | | Bond Yields? New Evidence from Emerging Markets, by Mark Gugiatti and Anthony Richards (Reserve Bank of Australia Research Discussion Papers RDP2003-02) | Abstract
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Does Geography Matter to | | Bondholders?, by Bill Francis, Iftekhar Hasan, and Maya Waisman (Atlanta Fed Working papers 2007-02) | Abstract
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