Pasquale Filiani

Central Bank of Ireland

P.O. Box 559

Dame Street

Dublin , 2

Ireland

  • Central Bank of Ireland

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Liquidity and Tail-Risk Interdependencies in the Euro Area Sovereign Bond Market

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Liquidity and Tail-Risk Interdependencies in the Euro Area Sovereign Bond Market

European Stability Mechanism Working Paper No. 41
Number of pages: 60 Posted: 15 Nov 2019
Daragh Clancy, Peter G. Dunne and Pasquale Filiani
European Stability Mechanism, Central Bank of Ireland and Central Bank of Ireland
Downloads 44 (563,778)
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Liquidity; Tail risks; Feedback loops; Spillovers

Liquidity and Tail-Risk Interdependencies in the Euro Area Sovereign Bond Market

Number of pages: 57 Posted: 04 Nov 2019
Daragh Clancy, Peter G. Dunne and Pasquale Filiani
European Stability Mechanism, Central Bank of Ireland and Central Bank of Ireland
Downloads 13 (789,827)

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Liquidity, Tail risks, Feedback loops, Spillovers