The Impact of QE Interventions on Sovereign Bond Market Microstructure

Project Start:02/2016
Researchers:Zhiwu Hong, Linlin Niu, Loriana Pelizzon, Marti Subrahmanyam, Reiko Tobe, Davide Tomio, Jun Uno
Category: Financial Markets, Macro Finance
Funded by:Volkswagen Stiftung

Related Working Papers

No.Author/sTitleYearProgram AreaKeywords
226Loriana Pelizzon, Marti Subrahmanyam, Davide TomioCentral Bank-Driven Mispricing2018 Financial Markets, Macro Finance Central Bank Interventions, Liquidity, Sovereign Bonds, Futures Contracts, Arbitrage