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Defining Benchmark Status: An Application using Euro-Area Bonds. (2002). Portes, Richard ; Moore, Michael ; Dunne, Peter.
In: NBER Working Papers.
RePEc:nbr:nberwo:9087.

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  1. 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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  2. De jure Benchmark Bonds. (2022). Yetman, James ; Remolona, Eli.
    In: International Journal of Central Banking.
    RePEc:ijc:ijcjou:y:2022:q:3:a:3.

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  3. 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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  4. Do primary dealer funding constraints impact sovereign bond liquidity and yields: evidence for nine Euro area countries. (2019). Wedow, Michael ; Ferrari, Massimo ; Stolz, Stephanie.
    In: Empirical Economics.
    RePEc:spr:empeco:v:56:y:2019:i:6:d:10.1007_s00181-018-1451-6.

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  5. Has the Grexit news affected euro area financial markets?. (2019). Sacchi, Agnese ; Gregori, Wildmer Daniel.
    In: The North American Journal of Economics and Finance.
    RePEc:eee:ecofin:v:49:y:2019:i:c:p:71-84.

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  6. De jure benchmark bonds. (2019). Yetman, James ; Remolona, Eli.
    In: BIS Working Papers.
    RePEc:bis:biswps:830.

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  7. The rise of benchmark bonds in emerging Asia. (2019). Yetman, James ; Remolona, Eli.
    In: BIS Papers chapters.
    RePEc:bis:bisbpc:102-09.

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  8. The Draghi-Put: When unexpected words on joint liability speak louder than actions. (2017). Köhler, Ekkehard ; Wolfinger, Julia ; Kohler, Ekkehard.
    In: VfS Annual Conference 2017 (Vienna): Alternative Structures for Money and Banking.
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  9. Has the Grexit news affected euro area financial markets?. (2017). Sacchi, Agnese ; Gregori, Wildmer Daniel.
    In: JRC Working Papers in Economics and Finance.
    RePEc:jrs:wpaper:201713.

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  10. The Complexity of Liquidity: The Extraordinary Case of Sovereign Bonds. (2016). Brooks, Jordan ; Xu, Zhikai ; Richardson, Matthew ; Boudoukh, Jacob.
    In: NBER Working Papers.
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  11. Has the Grexit news spilled over into euro area financial markets? The role of domestic political leaders, supranational executives and institutions. (2016). Sacchi, Agnese ; Gregori, Wildmer Daniel.
    In: Mo.Fi.R. Working Papers.
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  12. Benchmark tipping in the global bond market. (2014). Wooldridge, Philip ; McCauley, Robert ; Kreicher, Lawrence .
    In: BIS Working Papers.
    RePEc:bis:biswps:466.

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  13. Market Measures of Convergence in Central & Eastern Europe Emerging Markets in the Period of Turbulences on the Financial Market. (2012). Mielus, Piotr.
    In: Ekonomia journal.
    RePEc:eko:ekoeko:31_3.

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  14. Towards a common European Monetary Union risk free rate. (2011). Mayordomo, Sergio ; Pea, Juan Ignacio ; Schwartz, Eduardo S.
    In: CNMV Working Papers.
    RePEc:cnv:wpaper:dt_51en.

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  15. Flight-to-Quality or Flight-to-Liquidity? Evidence from the Euro-Area Bond Market. (2009). Beber, Alessandro ; Brandt, Michael W ; Kavajecz, Kenneth A.
    In: The Review of Financial Studies.
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  16. Towards a Common European Monetary Union Risk Free Rate. (2009). Mayordomo, Sergio ; Pea, Juan Ignacio ; Schwartz, Eduardo S..
    In: NBER Working Papers.
    RePEc:nbr:nberwo:15353.

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  17. Benchmark bonds interactions under regime shifts. (2009). Migiakis, Petros ; Georgoutsos, Dimitris.
    In: Working Papers.
    RePEc:bog:wpaper:103.

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  18. 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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  19. How Does Liquidity Affect Government Bond Yields?. (2008). von Thadden, Ernst-Ludwig ; Pagano, Marco ; Favero, Carlo.
    In: CEPR Discussion Papers.
    RePEc:cpr:ceprdp:6649.

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  20. How Does Liquidity Affect Government Bond Yields?. (2007). von Thadden, Ernst-Ludwig ; Pagano, Marco ; Favero, Carlo.
    In: CSEF Working Papers.
    RePEc:sef:csefwp:181.

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  21. EU-15 SOVEREIGN GOVERNMENTS COST OF BORROWING AFTER SEVEN YEARS OF MONETARY UNION. (2007). Gómez-Puig, Marta ; Gomez-Puig, Marta.
    In: IREA Working Papers.
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  22. Flight-to-Quality or Flight-to-Liquidity? Evidence From the Euro-Area Bond Market. (2006). Beber, Alessandro ; Brandt, Michael W. ; Kavajecz, Kenneth A..
    In: NBER Working Papers.
    RePEc:nbr:nberwo:12376.

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  23. Regional versus global integration of euro-zone retail banking markets: Understanding the recent evidence from price-based integration measures. (2006). Sander, Harald ; Kleimeier, Stefanie.
    In: The Quarterly Review of Economics and Finance.
    RePEc:eee:quaeco:v:46:y:2006:i:3:p:353-368.

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  24. Bond Yield Compression in the Countries Converging to the Euro. (2005). Orlowski, Lucjan ; Lommatzsch, Kirsten.
    In: William Davidson Institute Working Papers Series.
    RePEc:wdi:papers:2005-799.

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  25. Nash consistent representation of effectivity functions through lottery models. (2005). Sander, Harald ; Peters, Hans.
    In: Research Memorandum.
    RePEc:unm:umamet:2005031.

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  26. Euro bonds: in search of financial spillovers. (2005). Schiavo, Stefano.
    In: Sciences Po publications.
    RePEc:spo:wpmain:info:hdl:2441/7162.

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  27. Valutation, Liquidity and Risk in Government Bond Markets. (2005). von Thadden, Ernst-Ludwig ; Pagano, Marco ; Favero, Carlo.
    In: Working Papers.
    RePEc:igi:igierp:281.

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  28. Euro bonds: in search of financial spillovers. (2005). Schiavo, Stefano.
    In: Working Papers.
    RePEc:hal:wpaper:hal-01065566.

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  29. Issues in Money Demand: The Case of Europe. (2004). Beyer, Andreas.
    In: Journal of Common Market Studies.
    RePEc:bla:jcmkts:v:42:y:2004:i:4:p:717-736.

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References

References cited by this document

  1. Barassi, M. R., G. M. Caporale, and S. G. Hall, 2000, `Interest Rate Linkages: Identifying Structural Relations, Discussion Paper no. 2000.02, Centre for International Macroeconomics, University of Oxford.

  2. Barassi, M. R., G. M. Caporale, and S. G. Hall, 2000, `Irreducibility and Structural Cointegrating Relations: An Application to the G-7 Long Term Interest Rates, Working Paper ICMS4, Imperial College of Science, Technology and Medicine.

  3. Blanco, R., 2001, `The euro-area government securities markets: recent developments and implications for market functioning, Working Paper no. 0120, Servicio de Estudios, Banco de Espana.

  4. Blanco, R., 2002, `The euro-area government securities markets: recent developments and implications for market functioning, mimeo, Launching Workshop of the ECB-CFS Research Network on Capital Markets and Financial Integration in Europe, European Central Bank.

  5. Davidson, J., 1998, `Structural relations, cointegration and identification: some simple results and their application, Journa! of Econometrics 87,87-113.

  6. Favero, C., A. Missale, and G. Piga, 2000, `EMU and public debt management: one money, one debt?, CEPR Policy Paper No. 3.

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  8. McCauley, R., 1999, The Euro and the Liquidity of European Fixed Income Markets, in Part 2.2. of Market Liquidity: Research Findings and Selected Policy Implications, Committee on the Global Financial System, Bank for International Settlements, Publications No. 11 (May 1999).

  9. Remolona E. M., 2002, Micro and Macro structures in fixed income markets: The issues at stake in Europe, mimeo, Launching Workshop of the ECB-CFS Research Network on Capital Markets and Financial Integration in Europe, European Central Bank.
    Paper not yet in RePEc: Add citation now
  10. Scalia, A., and V. Vacca 1999, `Does market transparency matter? a case study, Discussion Paper 359, Banca dltalia.

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