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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