Academic Research2023New insights into liquidity resiliency2022Information shares and market quality before and during the European sovereign debt crisisPrice and liquidity discovery in European sovereign bonds and futures2021A high-frequency analysis of return and volatility spillovers in the European sovereign bond market2020On the term structure of liquidity in the European sovereign bond market2019Sovereign bond return prediction with realized higher momentsDeterminants of intraday dynamics and collateral selection in centrally cleared and bilateral reposModeling intraday volatility of European bond markets: A data filtering applicationExplaining repo specialness2017Measuring and analyzing liquidity and volatility dynamics in the Euro-area government bond marketThe equity-like behaviour of sovereign bonds2016How has sovereign bond market liquidity changed? - An illiquidity spillover analysis2015Sovereign credit risk, liquidity, and ECB intervention: Deus ex machina?2014The determinants of a cross market arbitrage opportunity: theory and evidence for the European bond market2012Permanent trading impacts and bond yields