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Benchmark Status in Fixed‐Income Asset Markets
11 references·12 citing·48 second hop
Benchmark Status in Fixed‐Income Asset Markets (2007)Benchmark Status in Fixed‐Income Asset Ma…How Much of the Corporate-Treasury Yield Spread Is Due to Credit Risk? (2012)How Much of the Corporate-Tre…Does Market Transparency Matter? A Case Study (2011)Does Market Transparency Matt…The Demand for Treasury Debt (2007)The Demand for Treasury DebtThe Impact of the Euro on Europe's Financial Markets (2005)The Impact of the Euro on Eur…Is Default Event Risk Priced in Corporate Bonds? (2004)Is Default Event Risk Priced …Yield spreads on EMU government bonds (2003)Yield spreads on EMU governme…The Determinants of Credit Spread Changes (2001)The Determinants of Credit Sp…Structural relations, cointegration and identification: some simple results and their application (1998)Structural relations, cointeg…One Security, Many Markets: Determining the Contributions to Price Discovery (1995)One Security, Many Markets: D…Co-Integration and Error Correction: Representation, Estimation, and Testing (1987)Co-Integration and Error Corr…Macroeconomics and Reality (1980)Macroeconomics and RealityBenchmark Bonds Interactions Under Regime Shifts (2022)Benchmark Bonds Interactions …Fiscal discipline in EMU? Testing the effectiveness of the Excessive Deficit Procedure (2019)Fiscal discipline in EMU? Tes…On the Term Structure of Liquidity in the European Sovereign Bond Market (2018)On the Term Structure of Liqu…Regime-Dependent Sovereign Risk Pricing During the Euro Crisis (2016)Regime-Dependent Sovereign Ri…Rules and risk in the Euro area (2014)Rules and risk in the Euro ar…DEALER INTERMEDIATION BETWEEN MARKETS (2014)DEALER INTERMEDIATION BETWEEN…The impact of unconventional monetary policy on the market for collateral: The case of the French bond market (2011)The impact of unconventional …Permanent trading impacts and bond yields (2011)Permanent trading impacts and…Financial integration and the construction of historical financial data for the Euro Area (2011)Financial integration and the…Does the “Bund” dominate price discovery in Euro bond futures? Examining information shares (2010)Does the “Bund” dominate pric…Central Bank Liquidity and Market Liquidity: The Role of Collateral Provision on the French Government Debt Securities Market (2010)Central Bank Liquidity and Ma…Liquidity Premia in German Government Bonds (2009)Liquidity Premia in German Go…Are Government Bonds Net Wealth? 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this work references cited by second hop

References

  • 1987Co-Integration and Error Correction: Representation, Estimation, and Testing31,983 cited
  • 1980Macroeconomics and Reality12,826 cited
  • 2001The Determinants of Credit Spread Changes2,253 cited
  • 1995One Security, Many Markets: Determining the Contributions to Price Discovery1,625 cited
  • 2012How Much of the Corporate-Treasury Yield Spread Is Due to Credit Risk?1,000 cited
  • 2003Yield spreads on EMU government bonds580 cited
  • 2004Is Default Event Risk Priced in Corporate Bonds?566 cited
  • 2005The Impact of the Euro on Europe's Financial Markets144 cited
  • 2007The Demand for Treasury Debt119 cited
  • 1998Structural relations, cointegration and identification: some simple results and their application91 cited
  • 2011Does Market Transparency Matter? A Case Study69 cited

Cited by

  • 2014Rules and risk in the Euro area98 cited
  • 2010Does the “Bund” dominate price discovery in Euro bond futures? Examining information shares57 cited
  • 2016Regime-Dependent Sovereign Risk Pricing During the Euro Crisis56 cited
  • 2019Fiscal discipline in EMU? Testing the effectiveness of the Excessive Deficit Procedure54 cited

Only edges whose both ends are imported exist here. Widen the year window, or show the whole map. Back to the work

  • 2009Liquidity Premia in German Government Bonds41 cited
  • 2014DEALER INTERMEDIATION BETWEEN MARKETS39 cited
  • 2011Permanent trading impacts and bond yields35 cited
  • 2018On the Term Structure of Liquidity in the European Sovereign Bond Market28 cited
  • 2022Benchmark Bonds Interactions Under Regime Shifts27 cited
  • 2011The impact of unconventional monetary policy on the market for collateral: The case of the French bond market24 cited
  • 2010Central Bank Liquidity and Market Liquidity: The Role of Collateral Provision on the French Government Debt Securities Market19 cited
  • 2011Financial integration and the construction of historical financial data for the Euro Area15 cited