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Year of publication
Subject
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Government securities 2,136 Staatspapier 1,904 USA 837 United States 832 Öffentliche Anleihe 629 Public bond 628 government securities 482 Yield curve 449 Zinsstruktur 449 Theorie 289 Theory 289 central bank 286 Capital income 261 Kapitaleinkommen 261 Monetary policy 244 Estimation 229 Schätzung 229 debt service 219 Zins 212 Interest rate 211 public debt 195 Geldpolitik 192 current account balance 190 external debt 180 current account 171 Risk premium 169 current account deficit 169 balance of payments 167 Risikoprämie 166 monetary fund 163 inflation 158 monetary policy 156 external financing 146 domestic debt 145 Auktion 144 debt sustainability 144 Auction 143 Staff Reports 141 fiscal policy 140 Volatility 137
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Online availability
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Free 1,400 Undetermined 254 CC license 16
Type of publication
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Book / Working Paper 1,530 Article 1,092 Journal 7
Type of publication (narrower categories)
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Article in journal 861 Aufsatz in Zeitschrift 861 Working Paper 447 Graue Literatur 444 Non-commercial literature 444 Arbeitspapier 439 Aufsatz im Buch 51 Book section 51 Hochschulschrift 11 Thesis 10 Amtsdruckschrift 9 Government document 9 Collection of articles written by one author 4 Sammlung 4 Collection of articles of several authors 3 Mikroform 3 Sammelwerk 3 Bibliografie enthalten 2 Bibliography included 2 Case study 2 Conference proceedings 2 Fallstudie 2 Konferenzschrift 2 Statistics 2 Statistik 2 Article 1 Conference Paper 1 Conference paper 1 Glossar enthalten 1 Glossary included 1 Konferenzbeitrag 1 Market information 1 Marktinformation 1 Preprint 1 Quelle 1 Systematic review 1 Übersichtsarbeit 1
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Language
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English 2,086 Undetermined 512 German 11 Polish 7 French 5 Portuguese 2 Russian 2 Spanish 2 Bulgarian 1 Hungarian 1 Lithuanian 1 Sanskrit 1 Slovak 1
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Author
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Fleming, Michael J. 68 Garbade, Kenneth D. 35 D'Amico, Stefania 31 Longstaff, Francis A. 19 Brandt, Michael W. 17 Sack, Brian 17 Krishnamurthy, Arvind 15 Nomoto, Takaaki 14 Durham, J. Benson 13 Hortaçsu, Ali 13 Keane, Frank M. 13 Kim, Don H. 13 Lustig, Hanno 13 Sack, Brian P. 13 Du, Wenxin 12 Duffie, Darrell 12 Fleckenstein, Matthias 12 Neely, Christopher J. 12 Scalia, Antonio 12 Shen, Pu 12 Caporale, Guglielmo Maria 11 Carlson, Mark 11 Grishchenko, Olesya V. 11 Keane, Frank 11 Nguyen, Giang H. 11 Remolona, Eli M. 11 Thornton, Daniel L. 11 Wei, Min 11 Bliss, Robert R. 10 Dungey, Mardi H. 10 Li, Wenhao 10 Lo, Ingrid 10 Nagel, Stefan 10 Terada Hagiwara, Akiko 10 Boyarchenko, Nina 9 Goldreich, David 9 Li, Canlin 9 Lucca, David O. 9 Mizrach, Bruce Marshall 9 Pflueger, Carolin E. 9
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Institution
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International Monetary Fund (IMF) 448 International Monetary Fund 279 National Bureau of Economic Research 44 Federal Reserve Bank of New York 40 Federal Reserve Board (Board of Governors of the Federal Reserve System) 17 Federal Reserve Bank of Atlanta 4 Federal Reserve Bank of St. Louis 4 Rodney L. White Center for Financial Research 4 Federal Reserve Bank of Richmond 3 Federal Reserve Bank of San Francisco 3 Institute of Finance and Accounting <London> 3 Volkswirtschaftliche Fakultät, Ludwig-Maximilians-Universität München 3 eSocialSciences 3 Charles A. Dice Center for Research in Financial Economics <Columbus, Ohio> 2 Federal Reserve Bank of Cleveland 2 Federal Reserve Bank of Philadelphia 2 Großbritannien / Debt Management Office 2 Internationaler Währungsfonds / Research Department 2 Secretary of the Treasury 2 The Wharton Financial Institutions Center 2 USA / Bureau of the Public Debt 2 Állmadósság Kezelő Központ <Budapest> 2 American Spice Trade Association 1 Asian Development Bank 1 Asian Development Bank (ADB) 1 Australian National University / Faculty of Economics and Commerce 1 Bank für Internationalen Zahlungsausgleich / Study Group on Fixed Income Markets 1 Bank of Canada 1 Banque Nationale de Belgique 1 Belgien / Agence de la Dette 1 Central Bank of Malta 1 Centre for Central Banking Studies (CCBS), Bank of England 1 Chambre de commerce et d'industrie de Paris 1 Columbia University 1 Cowles Foundation for Research in Economics, Yale University 1 Dipartimento di Economia, Gestione, Società e Istituzioni, Università degli Studi del Molise 1 Economics Association of Zambia 1 Europäische Kommission 1 Federal Reserve Bank of Chicago 1 Federal Reserve Bank of Dallas 1
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Published in...
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IMF Staff Country Reports 261 IMF Working Papers 160 Federal Reserve Bulletin 51 Finance and economics discussion series 45 NBER working paper series 44 Staff reports / Federal Reserve Bank of New York 43 The journal of fixed income 42 Working paper / National Bureau of Economic Research, Inc. 36 The journal of finance : the journal of the American Finance Association 32 Journal of banking & finance 28 The journal of futures markets 28 Speech / Federal Reserve Bank of New York 26 NBER Working Paper 25 FEDS Working Paper 24 Journal of financial economics 20 Economic Policy Review 19 Staff Reports / Federal Reserve Bank of New York 19 Journal of money, credit and banking : JMCB 18 Economic policy review 17 FRB of New York Staff Report 17 Journal of financial and quantitative analysis : JFQA 17 IMF Occasional Papers 16 Finance and Economics Discussion Series 15 The review of financial studies 15 FRBSF Economic Letter 14 Applied financial economics 12 Discussion paper / Centre for Economic Policy Research 11 Discussion papers / CEPR 11 Economic review 11 The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association 11 Working paper 11 Economics letters 10 Finance research letters 10 IMF working papers 9 International review of financial analysis 9 Journal of economics & business 9 Journal of monetary economics 9 Review of financial economics : RFE 9 IMF working paper 8 Journal of empirical finance 8
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Source
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ECONIS (ZBW) 1,917 RePEc 695 EconStor 12 USB Cologne (EcoSocSci) 3 BASE 2
Showing 1 - 50 of 2,629
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Measuring the monetary services of US treasury securities
Keinsley, Andrew - In: Economic modelling 143 (2025), pp. 1-19
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Sovereign debt markets and resilience in a heterogeneous union : on the interaction of European economic and national fiscal policies
Spronsen, Josha van - 2025
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The impact of yield curve control under different regimes on Japanese Government Bonds and swap markets in the super long term
Ito, Takayasu - 2025
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Does liquidity management induce fragility in treasury prices? : evidence from bond mutual funds
Huang, Shiyang; Jiang, Wenxi; Liu, Xiaoxi; Liu, Xin - 2025
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US($) interest rate and cross currency swaps after the LIBOR funeral : a corporate treasury primer
Heidorn, Thomas; Liem, Erik; Requardt, Stefan; … - 2025
This paper examines the transition from LIBOR to SOFR in the US and maps out the consequences for European corporate treasurers by showing how the application of SOFR in cash products and derivatives differs from LIBOR. As interest rate and cross-currency swaps transition to compounded SOFR,...
Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10015333448
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U.S. Treasury market functioning from the GFC to the pandemic
Adrian, Tobias; Fleming, Michael J.; Nikolaou, Kleopatra - 2025
This article examines U.S. Treasury securities market functioning from the global financial crisis (GFC) through the Covid-19 pandemic given the ensuing market developments and associated policy responses. We describe the factors that have affected intermediaries, including regulatory changes,...
Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10015372069
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Understanding bank demand for sovereign debt and its systemic risk implications : the Kenyan experience
Ochenge, Rogers - 2025
This study investigates the demand for government securities by Kenyan banks using annual data from 2005 to 2022. Employing a fixed-effects panel regression model, the research examines the factors influencing banks' sovereign debt holdings and their implications for systemic risk. Key findings...
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US Treasury market default risk and global interbank liquidity risk
Cottrell, Simon; Lei, Jinghua; Ma, Yihong; Delpachitra, … - In: Borsa Istanbul Review 25 (2025) 1, pp. 66-78
Using Credit Default Swaps (CDS) on sovereign bonds, we investigate whether US sovereign default risk is a greater driving factor of domestic interbank funding risk than domestic sovereign default risk across the five Libor counties including Canada and Australia. We use equivalent-country...
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Reaction of the U.S. Treasury market to economic news when intrapersonal uncertainty and interpersonal disagreement are high
Ozocak, Onem - 2025
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Swiss treasury bond auctions : an update
Cavaleri, Filippo; Gortan, Marco; Ranaldo, Angelo; … - 2025
Ranaldo and Rossi (2016) presented data on the history of Swiss treasury bond auctions that covered the period from 1980, when the auction mechanism was implemented, to 2014. In this study, we extend the set of observations until 2023 and provide additional information for the entire sample. In...
Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10015401130
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Coarse pricing in QE auctions
Tsujimoto, Yusuke - In: Journal of financial markets 73 (2025), pp. 1-23
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The role of the primary dealers in the government securities market
Speian, Olesea - In: Eastern European journal for regional studies 8 (2022) 2, pp. 68-81
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Interest rate uncertainty and the shape of the yield curve of U.S. treasury bonds
Bayaa, Yasmeen; Qadan, Mahmoud - In: Eurasian economic review : a journal in applied … 14 (2024) 4, pp. 981-1003
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Macro-financial implications of the surging global demand (and supply) of international reserves
Mendoza, Enrique G.; Quadrini, Vincenzo - 2024
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Treasury bill shortages and the pricing of short-term assets
Avernas, Adrien d'; Vandeweyer, Quentin - In: The journal of finance : the journal of the American … 79 (2024) 6, pp. 4083-4141
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Machine learning algorithms applied to the estimation of liquidity : the 10-year United States treasury bond
Luque Raya, Ignacio Manuel; Luque Raya, Pablo - In: European journal of management and business economics : … 33 (2024) 3, pp. 341-365
Purpose - Having defined liquidity, the aim is to assess the predictive capacity of its representative variables, so that economic fluctuations may be better understood. Design/methodology/approach - Conceptual variables that are representative of liquidity will be used to formulate the...
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Risks and risk premia in the US Treasury market
Li, Junye; Sarno, Lucio; Zinna, Gabriele - In: Journal of economic dynamics & control 158 (2024), pp. 1-24
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Quantile-on-quantile connectedness measures : evidence from the US treasury yield curve
Gabauer, David; Stenfors, Alexis - In: Finance research letters 60 (2024), pp. 1-6
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Markovian analysis of U.S. Treasury volatility : asymmetric responses to macroeconomic announcements
Gigante, Gimede; Guarniero, Pieralberto; Pasini, Simona - In: Economics letters 239 (2024), pp. 1-6
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The time-varying U.S. treasury bond demand elasticity
Wang, Bin - In: Economics letters 241 (2024), pp. 1-5
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Swiss treasury bill auctions : a review
Rossi, Enzo - 2024
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Open-ended treasury purchases : from market functioning to financial easing
D'Amico, Stefania; Gillet, Max; Schulhofer-Wohl, Sam; … - 2024
We exploit the Fed's Treasury purchases conducted from March 2020 to March 2022 to assess whether asset purchases can be tailored to accomplish different objectives: restoring market functioning and providing stimulus. We find that, on average, flow effects are significant in the...
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Can U.S. treasury markets add and subtract
Cram, Roberto Gómez; Kung, Howard; Lustig, Hanno - 2024
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Central bank asset purchases and auction cycles revisited : new evidence from the euro area
Ferrara, Federico M. - 2024
This study provides new evidence on the relationship between unconventional monetary policy and auction cycles in the euro area. Using proprietary data on purchases of public sector securities implemented by the Eurosystem, the paper examines the flow effects of asset purchase programmes on...
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Uncertainty about interest rates and crude oil prices
Qadan, Mahmoud; Cohen, Gil - In: Financial innovation : FIN 10 (2024), pp. 1-14
The yield on the 10-year U.S. Treasury Note is among the most cited interest rates by investors, policymakers, and fnancial institutions. We show that the 10-year Treasury yield's forward-looking volatility, a VIX-style measure that is a proxy for uncertainty about future interest rates, is a...
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On-the-run premia, settlement fails, and central bank access
Schneider, Fabienne - 2024
The premium on "on-the-run" Treasuries (i.e. the most recently issued ones) is an anomaly. I explain it using a model in which primary dealers hold inventories of Treasuries. Primary dealers are more likely to hold large inventories of on-the-run Treasuries. There is also less variation across...
Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10015052024
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Reaching for duration and leverage in the Treasury market
Barth, Daniel; Kahn, R. Jay; Monin, Phillip; … - 2024
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Why have long-term treasury yields fallen since the 1980s? : expected short rates and term premiums in (quasi-) real time
Kiley, Michael T. - 2024 - Final version
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Balance-sheet netting in U.S. Treasury markets and central clearing
Bowman, David; Huh, Yesol; Infante, Sebastian - 2024
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The effects of the Federal Reserve Chair’s testimony on interest rates and stock prices
Gordon, Matthew V.; Lunsford, Kurt G. - In: Economics letters 235 (2024), pp. 1-4
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Government debt in mature economies : safe or risky?
Cram, Roberto Gómez; Kung, Howard; Lustig, Hanno - 2024
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The effect of primary dealer constraints on intermediation in the treasury market
Bräuning, Falk; Stein, Hillary - 2024 - This version: July 2024
Using confidential microdata, we show that shocks to primary dealers' risk-bearing constraints have significant effects on the US Treasury securities market. In response to tighter constraints, dealers reduce their Treasury positions, triggering a reduction in aggregate turnover and an increase...
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US Dollar swaps after LIBOR
Heidorn, Thomas; Meier, Rebecca - 2024
The main focus of this paper is a comprehensive overview of the US$ reference rate reform, with a particular focus on its implications for USD interest rate swaps (IRS). This paper aims to shed light on the current situation and future developments in a changing financial landscape. This paper...
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The Malta Government Stocks market : 2023 in review
Lethridge, Therese; Farrugia, Emmanuel; Agius, Kimberley C. - Central Bank of Malta - 2024
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On the assessment of the V-inverted shape pattern for Romanian government bond yields around treasury auctions
Oprea, Andreea - In: Journal of financial studies & research : JFSR 2021 (2021), pp. 1-28
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Market-function asset purchases
Duffie, Darrell; Keane, Frank - 2023
This paper investigates the goals, costs, and benefits of official-sector purchases of government securities for the purpose of restoring market functionality. We explore the design of market-function purchase programs, including their communication, triggers, operational protocols, exit, and...
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Central bank asset purchases : insights from quantitative easing auctions of government bonds
Laséen, Stefan - 2023
How willing are individual primary dealers to alter their offered yields in central bank quantitative easing auctions of government bonds in order to sell an additional share of the outstanding amount of a bond to the central bank? This question is of great importance for a central bank's...
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The Exposure of Treasury Bond Returns to Stock Market Returns the Cases of the U.S. And Spain
Lafuente, Juan Ángel; Nieto, Belen; Rubio, Gonzalo - 2023
The relationship between Treasury bond returns and stock market returns is key to managing risk in classic institutional portfolios. During the past two decades the exposure of the U.S. Treasury bonds to the stock market has been consistently negative providing a high degree of diversification...
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Treasury Buybacks, the Fed’s Portfolio, and Changes in Local Supply
Connolly, Michael; Struby, Ethan - 2023
We estimate the effects of the 2000-2002 Treasury Buyback program on Treasury returns and the Federal Reserve’s System Open Market Account (SOMA) portfolio. The buybacks had statistically significant, but economically very modest, effects on both bonds and bonds of similar securities: by...
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Performance Persistence. Evidence from the US Treasury Notes Futures Contracts in Relation to the Term Structure of Interest Rates
Guirguis, Michel - 2023
In this article, we test performance persistence and volatility fluctuations of the prices of the treasury note futures contracts based on the US term structure of interest rates. The sample investigated is over the period 2010 to 2020. We test 50 Treasury note futures commodity trading...
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Market-function asset purchases
Duffie, Darrell; Keane, Frank - 2023
This paper investigates the goals, costs, and benefits of official-sector purchases of government securities for the purpose of restoring market functionality. We explore the design of market-function purchase programs, including their communication, triggers, operational protocols, exit, and...
Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10014232988
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Dealer capacity and US treasury market functionality
Duffie, Darrell; Fleming, Michael J.; Keane, Frank; … - 2023
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Dealer capacity and U.S. treasury market functionality
Duffie, Darrell; Fleming, Michael J.; Keane, Frank; … - 2023 - Revised October 2023
We show a significant loss in U.S. Treasury market functionality when intensive use of dealer balance sheets is needed to intermediate bond markets, as in March 2020. Although yield volatility explains most of the variation in Treasury market liquidity over time, when dealer balance sheet...
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The effects of the Federal Reserve Chair's testimony on interest rates and stock prices
Gordon, Matthew V.; Lunsford, Kurt G. - 2023
Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10014439853
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Unusual changes in the U.S. Treasury security market during the fourth round of quantitative easing
Allen, Kyle D.; Hein, Scott E. - In: Journal of central banking theory and practice 12 (2023) 3, pp. 5-22
The Covid-19 Pandemic and policy response rattled the USTreasury markets. Conventional US Treasuries, inflation adjustedUS Treasuries, and the relationship between the two developed inways such that ignoring changes in real interest rates yielded dis-torted inflation expectations estimates....
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Dollar and government bond liquidity : evidence from Korea
Lee, Jieun - 2023
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The role of inflation-linked debt in US government finances
Rauh, Joshua - 2023
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Resilience redux in the US Treasury market
Duffie, Darrell - 2023
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Dollar and government bond liquidity : evidence from Korea
Lee, Jieun - 2023
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Quantitative easing during the COVID-19 pandemic : a cross-country study
Stefański, Maciej - 2023
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