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person:"Gennaioli, Nicola"
~isPartOf:"Research technical papers"
~person:"Dunne, Peter G."
~person:"Hall, Stephen G."
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Search: subject_exact:"Sovereign bonds"
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7
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Gennaioli, Nicola
Dunne, Peter G.
Hall, Stephen G.
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3
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Research technical papers
Discussion papers / University of Leicester, Department of Economics
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1
Sovereign bond-backed securities : a VAR-for-VaR and Marginal Expected Shortfall assessment
Sola Perea, Maite de
;
Dunne, Peter G.
;
Puhl, Martin
; …
-
2018
Persistent link: https://www.econbiz.de/10012182320
Saved in:
2
Liquidity and tail-risk interdependencies in the euro area sovereign bond market
Clancy, Daragh
;
Dunne, Peter G.
;
Filiani, Pasquale
-
2019
Persistent link: https://www.econbiz.de/10012194772
Saved in:
3
How effective are sovereign bond-backed securities as a spillover prevention device?
Cronin, David
;
Dunne, Peter G.
-
2018
Persistent link: https://www.econbiz.de/10012182340
Saved in:
4
Positive liquidity spillovers from Sovereign Bond-Backed Securities
Dunne, Peter G.
-
2018
Persistent link: https://www.econbiz.de/10012183419
Saved in:
5
The portfolio rebalancing effects of the ECB’s asset purchase programme
Bua, Giovanna
;
Dunne, Peter G.
-
2017
Persistent link: https://www.econbiz.de/10011742350
Saved in:
6
Was the securities markets programme effective in stabilizing Irish yields?
Doran, David
;
Dunne, Peter G.
;
Monks, Allen
;
O'Reilly, …
-
2013
Persistent link: https://www.econbiz.de/10010237096
Saved in:
7
An empirical analysis of transparency-related characteristics of European and US sovereign bond markets
Dunne, Peter G.
(
contributor
);
Moore, Michael J.
(
contributor
)
-
2006
Persistent link: https://www.econbiz.de/10003403278
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