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Accounting information quality, Auditor reputation, Earnings-response-coefficients, Risk premium
Microstructure, Treasury Market, Bid-Ask Spread, Price Discovery
Benchmark, euro government bonds, cointegration
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bond markets, transparency, MiFID
Dealer Intermediation, Spread Determination, Adverse Selection, Market Segmentation
Adverse Selection, Dealer Intermediation, Market Segmentation, Spread Determination
Quantitative Easing, Unconventional Monetary Policy, Portfolio Rebalancing
Investment Funds, Systemic Risk, Marginal Expected Shortfall
International macroeconomics, equities, exchange rates, microstructure
bubbles, fundamental valuation, sentiment, early warning indicators
Market Interdependence, Heterogeneous Beliefs, Order Flow, Equity Return Parity
repo, funding, liquidity, monetary policy, reserve management
Monetary policy, bond market interventions, Securities Markets Programme
Safe Assets, Sovereign Bond Securitisation, Bank-Sovereign Diabolic Loop
bond securitisation, safe assets, sovereign risk contagion
Safe Assets, Sovereign Bonds, Value-at-Risk, Spillover, CAViaR, Co-Dependence
CAViaR, co-dependence, safe assets, sovereign bonds, spillover, value-at-risk
Liquidity; Tail risks; Feedback loops; Spillovers
Liquidity, Tail risks, Feedback loops, Spillovers
Safe Assets, Securitisation, Dealer Behaviour, Liquidity Bid-Ask Spread
dealer behaviour, liquidity bid-ask spread, safe assets, securitisation
credit risk, bond yield spread, Irish sovereign yield, fiscal instability
liquidity limits, money market funds
Forward Guidance
Market Microstructure, Common Factors, Order Flow, Liquidity