Search Results - subject:"Sovereign Bond Markets"

O'Sullivan, Conall; Papavassiliou, Vassilios G.; … - In: Journal of international financial markets, … 90 (2024), pp. 1-33

Persistent link: https://www.econbiz.de/10014494689

Liquidity in the euro-area sovereign bond market during the "dash for cash" driven by the COVID-19 crisis

Papavassilioua, Vassilios G.; Xia, Fan Dora - 2024

Persistent link: https://www.econbiz.de/10015084274

The global dash for cash : why sovereign bond market functioning varied across jurisdictions in March 2020

Barone, Jordan; Chaboud, Alain; Copeland, Adam; … - 2022

-for-cash by investors. This selling pressure occurred across advanced sovereign bond markets and caused a deterioration in market … differences in key drivers of the market disruptions across sovereign bond markets, based on an analysis of the data as well as …

Persistent link: https://www.econbiz.de/10013162110

The global dash for cash: Why sovereign bond market functioning varied across jurisdictions in March 2020

Barone, Jordan; Chaboud, Alain; Copeland, Adam; … - 2022

Persistent link: https://www.econbiz.de/10013330025

Sovereign bonds and flight to safety : implications of the COVID-19 crisis for sovereign debt markets in the G-7 and E-7 economies

Nasir, Muhammad Ali; Thi Ngoc Lan Le; Ghabri, Yosra; … - In: International review of financial analysis 86 (2023), pp. 1-13

Persistent link: https://www.econbiz.de/10014248967

Sovereign bond market shock spillover over different maturities : a journey from normal to COVID-19 period

Rout, Sanjay Kumar; Mallick, Hrushikesh - In: Asia Pacific financial markets 29 (2022) 4, pp. 697-734

Persistent link: https://www.econbiz.de/10013397782

Sovereign issuers, incentives and liquidity : the case of the Danish sovereign bond market

Eisl, Alexander; Ochs, Christian; Staghøj, Jonas; … - In: Journal of banking & finance 140 (2022), pp. 1-23

Persistent link: https://www.econbiz.de/10013463102

Floating Rate Notes and Stakeholder Activities During Zero and Negative Interest Rate Regimes

Klaus, Juergen; Selga, Eriks; Klein, Tony - 2019

We analyse the impact of stakeholder interactions with the market as a consequence of the negative interest rate regime on the pricing of selected Floating-rate notes (FRNs). The range of reactivity of financial markets and issuers to uncertainty caused by an untested boilerplate term in bond...

Persistent link: https://www.econbiz.de/10014284453

Information shares and market quality before and during the European sovereign debt crisis

Papavassiliou, Vassilios G.; Kinateder, Harald - In: Journal of international financial markets, … 72 (2021), pp. 1-25

Persistent link: https://www.econbiz.de/10012801546

How floating rate notes stopped floating : evidence from the negative interest rate regime

Klaus, Jürgen; Selga, Ēriks K. - In: International review of financial analysis 75 (2021), pp. 1-11

Persistent link: https://www.econbiz.de/10012804005