The Impact of QE Interventions on Sovereign Bond Market Microstructure
| Project Start: | 02/2016 |
| Status: | Completed |
| Researchers: | Zhiwu Hong, Linlin Niu, Loriana Pelizzon, Marti Subrahmanyam, Reiko Tobe, Davide Tomio, Jun Uno |
| Area: | Financial Markets, Macro Finance |
| Funded by: | Volkswagen Stiftung |
Related Published Papers
| Author/s | Title | Year | Area | Keywords |
|---|---|---|---|---|
| Loriana Pelizzon, Marti Subrahmanyam, Davide Tomio |
Central Bank-Driven Mispricing
Journal of Financial Economics |
2025 | Financial Markets, Macro Finance | Central Bank Interventions, Liquidity, Sovereign Bonds, Futures Contracts, Arbitrage |
Related Working Papers
| No. | Author/s | Title | Year | Area | Keywords |
|---|---|---|---|---|---|
| 226 | Loriana Pelizzon, Marti Subrahmanyam, Davide Tomio | Central Bank-Driven Mispricing | 2018 | Financial Markets, Macro Finance | Central Bank Interventions, Liquidity, Sovereign Bonds, Futures Contracts, Arbitrage |
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