Ricerca Accademica2026Commonality in Liquidity Resiliency and its Determinants: Evidence from the Euro Area Sovereign Bond MarketOn Liquidity Spillovers in Sovereign Bond Spot and Futures Markets During The COVID-19 Outbreak2023New insights into liquidity resiliencyNew insights into liquidity resiliency2023New insights into liquidity resiliencyNew insights into liquidity resiliencyNew insights into liquidity resiliencyMonetary Policy, the Yield Curve, and the Repo MarketOutages in Sovereign Bond Markets2023OTC DiscountSafe Asset Scarcity and Monetary Policy TransmissionNew insights into liquidity resiliency2022Information shares and market quality before and during the European sovereign debt crisisPrice and liquidity discovery in European sovereign bonds and futures2021 Quantitative Easing, Safe Asset Scarcity and Bank LendingCollateral Scarcity and Market Functioning: Insights from the Eurosystem Securities Lending FacilitiesA 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