1. Japan’s quantitative monetary easing policy: Effect on the level and volatility of yield spreads. (2017). Hanabusa, Kunihiro.
   In: Journal of Asian Economics.
   RePEc:eee:asieco:v:53:y:2017:i:c:p:56-66.

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2. Intraday Patterns, Announcement Effects, and Volatility Persistence in the Japanese Government Bond Futures Market. (2009). Lee, Cheng Few ; Eisenberg, Larry ; Shi, Weihua.
   In: Review of Pacific Basin Financial Markets and Policies (RPBFMP).
   RePEc:wsi:rpbfmp:v:12:y:2009:i:01:n:s021909150900154x.

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3. The Japanese Repo Market: Theory and Evidence. (2004). Inamura, Yasunari ; Baba, Naohiko.
   In: Monetary and Economic Studies.
   RePEc:ime:imemes:v:22:y:2004:i:1:p:65-90.

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4. The Japanese Repo Market: Theory and Evidence. (2002). Inamura, Yasunari ; Baba, Naohiko.
   In: Bank of Japan Working Paper Series.
   RePEc:boj:bojwps:02-e-1f.

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1. Bank for International Settlements, “How should we design deep and liquid markets? The case of government securities (CGFS Issues Recommendations for the Design of Liquid Markets)”, Committee on the Global Financial System, November 1999, http://www.bis.org.

2. Bank for International Settlements, “Market Liquidity: Research Findings and Selected Policy Implications”, Committee on the Global Financial System, May 1999, http://www.bis.org.

3. Inoue, Hirotaka “The Structure of Japanese Government Securities Market: Characteristics of the Japanese Market from a Market Liquidity Perspective” Bank of Japan Financial Markets Department Working Paper Series, 99-J-2, May 1999, http://www.boj.or.jp (in Japanese).
   Paper not yet in RePEc: Add citation now
   

1. Debt-stabilizing properties of GDP-linked securities: A macro-finance perspective. (2024). Sahuc, Jean-Guillaume ; Renne, Jean-Paul ; Mouabbi, Sarah.
   In: Journal of Banking & Finance.
   RePEc:eee:jbfina:v:162:y:2024:i:c:s0378426624000517.

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2. The determinants of sovereign risk premiums in the UK and the European government bond market: the impact of Brexit. (2022). Kadiric, Samir.
   In: International Economics and Economic Policy.
   RePEc:kap:iecepo:v:19:y:2022:i:2:d:10.1007_s10368-022-00535-8.

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3. Was a deterioration in ‘connectedness’ a leading indicator of the European sovereign debt crisis?. (2021). Li, Youwei ; Vigne, Samuel A ; Hamill, Philip A ; Waterworth, James ; Pantelous, Athanasios A.
   In: Journal of International Financial Markets, Institutions and Money.
   RePEc:eee:intfin:v:74:y:2021:i:c:s1042443121000196.

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4. Debt-Stabilizing Properties of GDP-Linked Securities: A Macro-Finance Perspective. (2021). Sahuc, Jean-Guillaume ; Renne, Jean-Paul ; Mouabbi, Sarah.
   In: Working papers.
   RePEc:bfr:banfra:844.

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5. Taming Debt: Can GDP-Linked Bonds Do the Trick?. (2020). Sahuc, Jean-Guillaume ; Renne, Jean-Paul ; Mouabbi, Sarah.
   In: EconomiX Working Papers.
   RePEc:drm:wpaper:2020-13.

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6. The determinants of sovereign risk premiums in the UK and the European government bond market: The impact of Brexit. (2020). Kadiric, Samir.
   In: EIIW Discussion paper.
   RePEc:bwu:eiiwdp:disbei271.

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7. Analysis of the Impact of High-Frequency Trading on Artificial Market Liquidity. (2020). Masuda, Yuji ; Mizuta, Takanobu ; Yagi, Isao.
   In: Papers.
   RePEc:arx:papers:2010.13038.

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8. Liquidity in green power markets – An international review. (2018). Frei, Fanny ; Bening, Catharina R ; Loder, Allister.
   In: Renewable and Sustainable Energy Reviews.
   RePEc:eee:rensus:v:93:y:2018:i:c:p:674-690.

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9. Transmission of Volatility of Money Market Overnight Repo Rate along the Yield Curve in Pakistan. (2016). Mahmood, Asif.
   In: SBP Research Bulletin.
   RePEc:sbp:journl:70.

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10. Developing Local Currency Bond Markets in Asia. (2016). Park, Cyn-Young.
    In: ADB Economics Working Paper Series.
    RePEc:ris:adbewp:0495.

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11. Eurozone network connectedness during calm and crisis: evidence from the MTS platform for interdealer trading of European sovereign debt. (2016). Li, Youwei ; Waterworth, James.
    In: MPRA Paper.
    RePEc:pra:mprapa:71221.

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12. Monetary Policy Implementation and Volatility Transmission along the Yield Curve: The Case of Kenya. (2016). Alper, C. Emre ; Yang, Fan ; Morales, Armando R.
    In: IMF Working Papers.
    RePEc:imf:imfwpa:2016/120.

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13. On the intensity of liquidity spillovers in the Eurozone. (2016). Khallouli, W ; Smimou, K.
    In: International Review of Financial Analysis.
    RePEc:eee:finana:v:48:y:2016:i:c:p:388-405.

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14. LIQUIDITY RISK MANAGEMENT IN CRISIS CONDITIONS. (2010). Simona, Mutu ; Eugenia, Matis .
    In: Annals of Faculty of Economics.
    RePEc:ora:journl:v:1:y:2010:i:2:p:760-765.

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15. How important is liquidity risk for sovereign bond risk premia? Evidence from the London stock exchange. (2010). Alquist, Ron.
    In: Journal of International Economics.
    RePEc:eee:inecon:v:82:y:2010:i:2:p:219-229.

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16. Liquidität, Risikoeinstellung des Kapitalmarktes und Konjunkturerwartung als Preisdeterminanten von Collateralized Debt Obligations (CDOs) - Eine simulationsgestützte Analyse. (2009). Gann, Philipp .
    In: Discussion Papers in Business Administration.
    RePEc:lmu:msmdpa:10582.

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17. Liquidity Risk and Banks’ Bidding Behavior: Evidence from the Global Financial Crisis. (2009). Komarkova, Zlatuse ; Gersl, Adam ; Gerl, Adam.
    In: Czech Journal of Economics and Finance (Finance a uver).
    RePEc:fau:fauart:v:59:y:2009:i:6:p:577-592.

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18. Determinants of intra-euro area government bond spreads during the financial crisis. (2009). Setzer, Ralph ; Barrios, Salvador ; Iversen, Per ; Lewandowska, Magdalena .
    In: European Economy - Economic Papers 2008 - 2015.
    RePEc:euf:ecopap:0388.

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19. Competitive inventory management in Treasury markets. (2009). Moore, William T. ; Christie-David, Rohan A. ; Lee, Kiseop ; Chatrath, Arjun.
    In: Journal of Banking & Finance.
    RePEc:eee:jbfina:v:33:y:2009:i:5:p:800-809.

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20. Liquidity (risk) concepts: definitions and interactions. (2009). Nikolaou, Kleopatra.
    In: Working Paper Series.
    RePEc:ecb:ecbwps:20091008.

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21. VaR and Liquidity Risk.Impact on Market Behaviour and Measurement Issues.. (2008). Erzegovesi, Luca.
    In: Alea Tech Reports.
    RePEc:trt:aleatr:014.

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22. Contagion and the beginning of the crisis – pre-Lehman period. (2008). Király, Julia ; Szabo, Viktor E. ; Nagy, Marton ; Kiraly, Julia.
    In: MNB Occasional Papers.
    RePEc:mnb:opaper:2008/76.

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23. Monetary integration and the cost of borrowing. (2008). Gómez-Puig, Marta ; Gmez-Puig, Marta.
    In: Journal of International Money and Finance.
    RePEc:eee:jimfin:v:27:y:2008:i:3:p:455-479.

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24. Emerging market liquidity and crises. (2007). Van Horen, Neeltje ; Schmukler, Sergio ; Levy Yeyati, Eduardo.
    In: Policy Research Working Paper Series.
    RePEc:wbk:wbrwps:4445.

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25. Régimes de change: Le chemin vers la flexibilité. (2007). Sfia, Mohamed Daly .
    In: MPRA Paper.
    RePEc:pra:mprapa:4085.

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26. Macro news, risk-free rates, and the intermediary: customer orders for thirty-year Treasury futures. (2007). van der Wel, Michel ; Sarkar, Asani ; Menkveld, Albert.
    In: Staff Reports.
    RePEc:fip:fednsr:307.

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27. The opinion of Italians on tax evasion. (2007). D'Alessio, Giovanni ; cannari, luigi ; Luigi, Cannari .
    In: Temi di discussione (Economic working papers).
    RePEc:bdi:wptemi:td_618_07.

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28. Impact of Electronic Trading Platforms on the Brokered Interdealer Market for Government of Canada Benchmark Bonds. (2007). Khan, Natasha .
    In: Staff Working Papers.
    RePEc:bca:bocawp:07-5.

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29. The Impact of Monetary Union on EU-15 Sovereign Debt Yield Spreads. (2006). Gómez-Puig, Marta ; Gomez-Puig, Marta.
    In: Working Papers in Economics.
    RePEc:bar:bedcje:2006147.

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30. On the static efficiency of secondary bond markets. (2005). Oxelheim, Lars ; Rafferty, Michael.
    In: Journal of Multinational Financial Management.
    RePEc:eee:mulfin:v:15:y:2005:i:2:p:117-135.

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31. Learning the rules of the new game? Comparing the reactions in financial markets to announcements before and after the Bank of Englands operational independence. (2005). Lasaosa, Ana.
    In: Bank of England working papers.
    RePEc:boe:boeewp:255.

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32. Monetary Integration and the Cost of Borrowing. (2005). Gómez-Puig, Marta ; Gomez-Puig, Marta.
    In: Working Papers in Economics.
    RePEc:bar:bedcje:2005134.

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33. THE IMPACT OF MONETARY UNION ON EU-15 SOVEREIGN DEBT YIELD SPREADS. (2005). Gómez-Puig, Marta ; Gomez-Puig, Marta.
    In: Working Papers.
    RePEc:aee:wpaper:0511.

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34. MONETARY INTEGRATION AND THE COST OF BORROWING. (2005). Gómez-Puig, Marta ; Gomez-Puig, Marta.
    In: Working Papers.
    RePEc:aee:wpaper:0505.

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35. Living with flexible exchange rates:. (2004). McCauley, Robert ; Ho, Corrinne.
    In: International Finance.
    RePEc:wpa:wuwpif:0411003.

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36. On the Static Efficiency of Secondary Bond Markets. (2004). Oxelheim, Lars ; Rafferty, Michael.
    In: Working Paper Series.
    RePEc:hhs:iuiwop:0623.

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37. How can a Currency Transaction Tax Stabilize Foreign Exchange Markets?. (2003). JETIN, BRUNO.
    In: Post-Print.
    RePEc:hal:journl:halshs-03211712.

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38. What drives the term and risk structure of Japanese bonds?. (2003). Batten, Jonathan ; Kim, Sangbae ; In, Francis.
    In: The Quarterly Review of Economics and Finance.
    RePEc:eee:quaeco:v:43:y:2003:i:3:p:518-541.

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39. Benchmark yield undershooting in the E.M.U.. (2002). Antzoulatos, Angelos.
    In: HWWA Discussion Papers.
    RePEc:zbw:hwwadp:26207.

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40. Expectations and Liquidity in Yen Bond Markets. (2002). Batten, Jonathan ; Hogan, Warren ; Pynnonen, Seppo.
    In: Journal of the Asia Pacific Economy.
    RePEc:taf:rjapxx:v:7:y:2002:i:3:p:335-354.

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41. On the Static Efficiency of Secondary Bond Markets. (2002). Oxelheim, Lars ; Rafferty, Michael.
    In: Working Paper Series.
    RePEc:hhb:lufewp:2001_007.

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42. The Microstructure of Multiple-Dealer Equity and Government Securities Markets: How They Differ. (2002). Gravelle, Toni.
    In: Staff Working Papers.
    RePEc:bca:bocawp:02-9.

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43. Benchmark Yield Undershooting in the E.M.U.. (2002). Antzoulatos, Angelos A.
    In: Discussion Paper Series.
    RePEc:ags:hwwadp:26207.

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44. What can we learn about monetary policy transparency from financial market data?. (2001). Courtenay, Roger ; Clare, Andrew.
    In: Discussion Paper Series 1: Economic Studies.
    RePEc:zbw:bubdp1:4152.

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45. Further Reforms of the JGB Market for the Promotion of Regional Bond Markets. (2001). Rhee, Ghon S..
    In: CEI Working Paper Series.
    RePEc:hit:hitcei:2001-14.

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46. Market Participants Behavior and Pricing Mechanisms in the JGB Markets -- Analysis of Market Developments from the End of 1998 to 1999 --. (2001). Shigemi, Yosuke ; Soejima, Yutaka ; Shimizu, Tokiko ; Kato, Sotaro .
    In: Bank of Japan Working Paper Series.
    RePEc:boj:bojwps:01-e-1f.

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47. Pfandbrief-style products in Europe. (2001). Mastroeni, Orazio .
    In: BIS Papers chapters.
    RePEc:bis:bisbpc:05-02.

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48. Further Reforms after the BIG BANG: The Japanese Government Bond Market. (2000). Rhee, Ghon S..
    In: CEI Working Paper Series.
    RePEc:hit:hitcei:2000-3.

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49. Monetary integration and the cost of borrowing. (). Gómez-Puig, Marta.
    In: Working Papers on International Economics and Finance.
    RePEc:fda:fdadef:05-05.

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