1. A post-pandemic new normal for interest rates in emerging bond markets? Evidence from Chile. (2025). Romero, Damian ; Ceballos, Luis.
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2. The role of investor participation on sovereign debt markets: Evidence from an emerging economy. (2025). Villamizar-Villegas, mauricio ; Orozco-Vanegas, Camilo ; Botero-Ramrez, Oscar ; Fajardo-Baquero, Nicols ; Orbegozo-Rodrguez, Germn ; Ocampo, Jos Antonio.
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3. Foreign trade and China’s yield curve during the COVID-19 pandemic: An analysis based on an extended arbitrage-free Nelson–Siegel model. (2024). Hong, Zhiwu ; Wang, Zhenhan ; Li, Xinda.
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4. Risk premium in a real business cycle framework. (2024). Cakici, Meral S.
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   RePEc:eee:reveco:v:91:y:2024:i:c:p:111-122.

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5. Inflation expectations and risk premia in emerging bond markets: Evidence from Mexico. (2024). Zhu, Simon ; Beauregard, Remy ; Fischer, Eric.
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   RePEc:eee:inecon:v:151:y:2024:i:c:s0022199624000886.

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6. Do central bank words matter in emerging markets? Evidence from Mexico. (2023). Solis, Pavel.
   In: Journal of Macroeconomics.
   RePEc:eee:jmacro:v:78:y:2023:i:c:s0164070423000708.

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7. Foreign participation in local currency government bond markets in emerging Asia: Benefits and pitfalls to market stability. (2022). Ho, Edmund.
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8. The TIPS Liquidity Premium*. (2021). Riddell, Simon ; Andreasen, Martin M.
   In: Review of Finance.
   RePEc:oup:revfin:v:25:y:2021:i:6:p:1639-1675..

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1. The TIPS Liquidity Premium*. (2021). Riddell, Simon ; Andreasen, Martin M.
   In: Review of Finance.
   RePEc:oup:revfin:v:25:y:2021:i:6:p:1639-1675..

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2. Bond flows and liquidity: Do foreigners matter?. (2021). Shultz, Patrick J ; Fischer, Eric.
   In: Journal of International Money and Finance.
   RePEc:eee:jimfin:v:117:y:2021:i:c:s0261560621000462.

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3. Italian Government debt liquidity, is it of value?. (2014). Maggi, Bernardo ; delle Chiaie, Simona.
   In: DSS Empirical Economics and Econometrics Working Papers Series.
   RePEc:sas:wpaper:20143.

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4. Duration risk versus local supply channel in Treasury yields: evidence from the Federal Reserves asset purchase announcements. (2013). Li, Canlin ; D'Amico, Stefania ; Damico, Stefania ; Cahill, Michael E. ; Sears, John S..
   In: Finance and Economics Discussion Series.
   RePEc:fip:fedgfe:2013-35.

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5. The term structure of bond market liquidity conditional on the economic environment: An analysis of government guaranteed bonds. (2012). .
   In: Working Paper Series in Economics.
   RePEc:zbw:kitwps:45.

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6. Put-Call Parity and Market Frictions. (2012). Marinacci, Massimo ; Cerreia-Vioglio, Simone ; Maccheroni, Fabio.
   In: Working Papers.
   RePEc:igi:igierp:447.

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7. Flow and stock effects of large-scale asset purchases: evidence on the importance of local supply. (2012). King, Thomas ; D'Amico, Stefania.
   In: Finance and Economics Discussion Series.
   RePEc:fip:fedgfe:2012-44.

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8. Global liquidity risk in the foreign exchange market. (2012). Sarno, Lucio ; Phylaktis, Kate ; Banti, Chiara.
   In: Journal of International Money and Finance.
   RePEc:eee:jimfin:v:31:y:2012:i:2:p:267-291.

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9. The impact of unconventional monetary policy on the market for collateral: The case of the French bond market. (2012). Idier, Julien ; Avouyi-Dovi, Sanvi.
   In: Journal of Banking & Finance.
   RePEc:eee:jbfina:v:36:y:2012:i:2:p:428-438.

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10. The determinants of sovereign credit spread changes in the Euro-zone. (2012). Oliveira, Lus ; Curto, Jos Dias ; Nunes, Joo Pedro.
    In: Journal of International Financial Markets, Institutions and Money.
    RePEc:eee:intfin:v:22:y:2012:i:2:p:278-304.

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11. Who makes on-the-run Treasuries special?. (2011). McBrady, Matthew R. ; Graveline, Jeremy J..
    In: Journal of Financial Intermediation.
    RePEc:eee:jfinin:v:20:y:2011:i:4:p:620-632.

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12. Liquidity risk and expected corporate bond returns. (2011). Wang, Junbo ; Lin, Hai ; Wu, Chunchi.
    In: Journal of Financial Economics.
    RePEc:eee:jfinec:v:99:y:2011:i:3:p:628-650.

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13. Was kosten Eurobonds?. (2011). Sinn, Hans-Werner ; Carstensen, Kai ; Berg, Tim ; Oliverberg, Tim.
    In: ifo Schnelldienst.
    RePEc:ces:ifosdt:v:64:y:2011:i:17:p:25-33.

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14. The impact of unconventional monetary policy on the market for collateral: The case of the French bond market. (2011). Idier, Julien ; Avouyi-Dovi, Sanvi.
    In: Working papers.
    RePEc:bfr:banfra:339.

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15. Illiquidity Premia in the Equity Options Market. (2011). Goyenko, Ruslan ; Christoffersen, Peter ; Karoui, Mehdi ; Jacobs, Kris.
    In: CREATES Research Papers.
    RePEc:aah:create:2011-43.

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16. The role of country, regional and global market risks in the dynamics of Latin American yield spreads. (2010). Schenk-Hoppé, Klaus ; Schenk-Hoppe, Klaus Reiner ; Audzeyeva, Alena.
    In: Journal of International Financial Markets, Institutions and Money.
    RePEc:eee:intfin:v:20:y:2010:i:4:p:404-422.

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17. 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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18. The implications of liquidity and order flows for neoclassical finance. (2009). Subrahmanyam, Avanidhar.
    In: Pacific-Basin Finance Journal.
    RePEc:eee:pacfin:v:17:y:2009:i:5:p:527-532.

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19. The on-the-run liquidity phenomenon. (2009). Pasquariello, Paolo ; Vega, Clara.
    In: Journal of Financial Economics.
    RePEc:eee:jfinec:v:92:y:2009:i:1:p:1-24.

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20. Speculative Trading and Stock Prices: Evidence from Chinese A-B Share Premia. (2009). Xiong, Wei ; Scheinkman, Jose ; Mei, Jianping.
    In: CEMA Working Papers.
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21. Speculative Trading and Stock Prices: Evidence from Chinese A-B Share Premia. (2009). Xiong, Wei ; Scheinkman, Jose ; Mei, Jianping.
    In: Annals of Economics and Finance.
    RePEc:cuf:journl:y:2009:v:10:i:2:p:225-255.

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22. Measuring and Analyzing the Liquidity of the Italian Treasury Security Wholesale Secondary Market. (2008). Ginebri, Sergio ; Turco, Manuel ; Coluzzi, Chiara .
    In: Economics & Statistics Discussion Papers.
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23. Liquidity, default, taxes, and yields on municipal bonds. (2008). Wang, Junbo ; Zhang, Frank X. ; Wu, Chunchi.
    In: Journal of Banking & Finance.
    RePEc:eee:jbfina:v:32:y:2008:i:6:p:1133-1149.

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24. How Does Liquidity Affect Government Bond Yields?. (2008). von Thadden, Ernst-Ludwig ; Pagano, Marco ; Favero, Carlo.
    In: CEPR Discussion Papers.
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25. Incomplete markets, liquidation risk and the term structure of interest rates. (2007). Ragot, Xavier ; Challe, Edouard ; le Grand, Franois.
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26. Buybacks in Treasury cash and debt management. (2007). Garbade, Kenneth ; Rutherford, Matthew.
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27. Share restrictions and asset pricing: Evidence from the hedge fund industry. (2007). Aragon, George O..
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28. Determinants of bond tender premiums and the percentage tendered. (2007). Mann, Steven V. ; Powers, Eric A..
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29. Exploring the components of credit risk in credit default swaps. (2007). Fabozzi, Frank ; Cheng, Xiaolin.
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30. A Search-Based Theory of the On-the-Run Phenomenon. (2006). Weill, Pierre-Olivier ; Vayanos, Dimitri.
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31. Spanish Treasury bond market liquidity and volatility pre- and post-European Monetary Union. (2006). Merrick, John Jr., ; Navarro, Eliseo ; Diaz, Antonio.
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32. A Search-Based Theory of the On-the-Run Phenomenon. (2006). Weill, Pierre-Olivier ; Vayanos, Dimitri.
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33. Bond elasticity under liquidation risk. (2005). Shiller, Ilona ; Jacoby, Gady.
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34. Comparing possible proxies of corporate bond liquidity. (2005). Vorst, Ton ; Houweling, Patrick ; Mentink, Albert .
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35. Measuring Liquidity in the Greek Government Securities Market. (2005). Christodoulopoulos, Thanasis N. ; Grigoratou, Ioulia.
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36. On the Pricing of Step-Up Bonds in the European Telecom Sector. (2004). Lando, David ; Mortensen, Allan.
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37. A reconsideration of the risk sensitivity of U.S. banking organization subordinated debt spreads: a sample selection approach. (2004). Hancock, Diana ; Kwast, Myron L. ; Covitz, Daniel M..
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38. Paper millionaires: how valuable is stock to a stockholder who is restricted from selling it?. (2003). Longstaff, Francis ; LIU, JUN ; Longstaff Francis A., ; Jun, Liu ; Matthias, Kahl.
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39. A comparison of yield curve estimation techniques using UK data. (2003). Ioannides, Michalis.
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40. Liquidity and stock returns in emerging equity markets. (2003). Marathe, Achla ; Jun, Sang-Gyung ; Shawky, Hany A..
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41. Fannie Maes and Freddie Macs voluntary initiatives: Lessons from banking. (2002). Wall, Larry ; Frame, W.
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42. The bond/old-bond spread. (2002). KRISHNAMURTHY, ARVIND ; Arvind, Krishnamurthy.
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43. Closed-end versus open-end: the choice of organizational form. (2002). Varma, Raj ; Deli, Daniel N..
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44. Financial market implications of the federal debt paydown. (2001). Fleming, Michael.
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45. Yield curve estimation by kernel smoothing methods. (2001). Tanggaard, Carsten ; Mammen, Enno ; LINTON, OLIVER ; Nielsen, Jans Perch.
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46. The relative pricing of U.S. Treasury STRIPS: empirical evidence. (2000). Jordan, Bradford ; Kuipers David R., ; Jorgensen Randy D., .
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47. The determinants of trading volume of high-yield corporate bonds. (2000). Edwards, Amy ; Alexander, Gordon ; Ferri, Michael G..
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    RePEc:eee:finmar:v:3:y:2000:i:2:p:177-204.

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48. Enhancing the Liquidity of U.S. Treasury Securities in an Era of Surpluses. (1999). Garbade, Kenneth ; Bennett, Paul ; Kambhu, John.
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49. Firm Size and Dividend Payouts. (1997). REDDING, LEE S..
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50. Negative option values are possible: The impact of Treasury bond futures on the cash U.S. Treasury market. (1997). Jordan, Bradford ; Kuipers David R., .
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    RePEc:eee:jfinec:v:46:y:1997:i:1:p:67-102.

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51. Tests for tax-clientele and tax-option effects in U.S. treasury bonds. (1995). Ehrhardt, Michael C. ; Jordan, James V. ; Prisman, Eliezer Z..
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