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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

Persistent link: https://www.econbiz.de/10012648141

Term Structures of Liquidity Premia in the U.S. Treasury Market

Bühler, Wolfgang - 2011

The issuing policy of the U.S. Treasury allows us to unambiguously isolate maturity-dependent liquidity premia in the Treasury market. We determine and analyze three term structures of liquidity premia obtained from observed yields of coupon STRIPS, observed yields of principal STRIPS, and...

Persistent link: https://www.econbiz.de/10013133482

Overcrowding versus liquidity in the euro sovereign bond markets

Coppola, Andrea; Girardi, Alessandro; Piga, Gustavo - In: International journal of finance & economics : IJFE 18 (2013) 4, pp. 307-318

Persistent link: https://www.econbiz.de/10015180011

The US economy, the treasury bond market and the specification of macro-finance models

Spencer, Peter D. - 2013

Persistent link: https://www.econbiz.de/10010411368

Low frequency effects of macroeconomic news on government bond yields

Altavilla, Carlo; Giannone, Domenico; Modugno, Michele - 2014

Persistent link: https://www.econbiz.de/10010418996

Forecasting the term structure when short-term rates are near zero

Steeley, James M. - In: Journal of forecasting 33 (2014) 5, pp. 350-363

Persistent link: https://www.econbiz.de/10010425630

Benchmark tipping in the global bond market

Kreicher, Lawrence; McCauley, Robert N.; Wooldridge, Philip - 2014

Persistent link: https://www.econbiz.de/10010434409

The bond benchmark continues to tip to swaps

Kreicher, Lawrence; McCauley, Robert N.; Wooldridge, … - In: BIS quarterly review : international banking and … (2017), pp. 69-79

Persistent link: https://www.econbiz.de/10011668200

Explaining the on-the-run puzzle with corporate bonds

Anderson, Anthony Jerome; Long, Michael Stuart - In: Review of Pacific Basin financial markets and policies 20 (2017) 2, pp. 1-36

Persistent link: https://www.econbiz.de/10011744090

Low frequency effects of macroeconomic news on government bond yields

Altavilla, Carlo; Giannone, Domenico; Modugno, Michele - In: Journal of monetary economics 92 (2017), pp. 31-46

Persistent link: https://www.econbiz.de/10011799571

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