Davide Tomio

Central Bank-Driven Mispricing

M. Subrahmanyam, Junko Uno, L. Pelizzon, 2018 .

In sickness and in debt: The COVID-19 impact on sovereign credit risk

M. Subrahmanyam, V. Sokolovski, Patrick Augustin, 2020, Journal of financial economics.

Sovereign Credit Risk, Liquidity, and ECB Intervention: Deus Ex Machina?

M. Subrahmanyam, Junko Uno, L. Pelizzon, 2015 .

How Sovereign is Sovereign Credit Risk? Global Prices, Local Quantities

M. Subrahmanyam, V. Sokolovski, Patrick Augustin, 2021, Journal of Monetary Economics.

Sovereign credit risk, liquidity, and European Central Bank intervention: Deus ex machina?

M. Subrahmanyam, Junko Uno, L. Pelizzon, 2016 .

The Microstructure of the European Sovereign Bond Market: A Study of the Euro-zone Crisis

M. Subrahmanyam, Junko Uno, L. Pelizzon, 2013 .

Limits to Arbitrage in Sovereign Bonds Price and Liquidity Discovery in High-Frequency Quote-Driven Markets

M. Subrahmanyam, Junko Uno, L. Pelizzon, 2014 .

Dealers and the Dealer of Last Resort: Evidence from the Agency MBS Market in the COVID-19 Crisis

F. Longstaff, M. Fleming, J. Vickery, 2022 .