Sovereign credit risk, liquidity, and European Central Bank intervention: Deus ex machina? L Pelizzon, MG Subrahmanyam, D Tomio, J Uno Journal of Financial Economics 122 (1), 86-115, 2016 | 116* | 2016 |
The microstructure of the European sovereign bond market: A study of the Euro-zone crisis L Pelizzon, MG Subrahmanyam, D Tomio, J Uno Unpublished working paper. New York University, New York, NY, 2013 | 44* | 2013 |
Limits to arbitrage in sovereign bonds: Price and liquidity discovery in high-frequency quotedriven markets L Pelizzon, MG Subrahmanyam, D Tomio, J Uno The 41th European Finance Association Annual Meeting (EFA 2014), 2014 | 17 | 2014 |
Central bank-driven mispricing L Pelizzon, MG Subrahmanyam, D Tomio, J Uno SAFE Working Paper, 2020 | 10 | 2020 |
How Sovereign is Sovereign Credit Risk? Global Prices, Local Quantities P Augustin, V Sokolovski, MG Subrahmanyam, D Tomio | 10* | |
Arbitraging liquidity D Tomio Available at SSRN 2872337, 2017 | 4 | 2017 |
In sickness and in debt: The covid-19 impact on sovereign credit risk P Augustin, V Sokolovski, MG Subrahmanyam, D Tomio Available at SSRN 3613432, 2020 | 3 | 2020 |