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Causality and Contagion in EMU Sovereign Debt Markets. (2014). Sosvilla-Rivero, Simon ; Gómez-Puig, Marta ; Gmez-Puig, Marta.
In: Working Papers.
RePEc:aee:wpaper:1403.

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  3. The impact of COVID-19 on sovereign contagion. (2024). Moratis, Georgios ; Drakos, Anastasios.
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  4. The Role of Systemic Risk Spillovers in the Transmission of Euro Area Monetary Policy. (2023). Skouralis, Alexandros.
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  5. Climate Change and Government Borrowing Costs: A Triple Whammy for Emerging Market Economies. (2023). Jalles, Joao ; Clements, Benedict ; Adrogue, Bernat ; Gupta, Sanjeev.
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  6. South African Banks’ Cross-Border Systemic Risk Exposure: An Application of the GAS Copula Marginal Expected Shortfall. (2022). Muteba Mwamba, John Weirstrass ; Manguzvane, Mathias Mandla.
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  7. Linkage dynamics of sovereign credit risk and financial markets: A bibliometric analysis. (2022). Singh, Vipul Kumar ; Kumar, Pawan ; Bajaj, Vimmy.
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  9. The role of systemic risk spillovers in the transmission of Euro Area monetary policy. (2021). Skouralis, Alexandros.
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  10. Financial Spillover and Contagion Risks in the Euro Area in 2007-2019. (2021). Vogel, Lukas ; Vašíček, Bořek ; Vaiek, Boek ; Perticari, Francesco ; Monteiro, Daniel ; Lorenzani, Dimitri ; Garcia, Roman.
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  12. The structure and degree of dependence in government bond markets. (2021). Vulanovic, Milos ; Swinkels, Laurens ; Piljak, Vanja ; Dimic, Nebojsa.
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  13. Connectedness structures of sovereign bond markets in Central and Eastern Europe. (2021). Karkowska, Renata ; Urjasz, Szczepan.
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  15. The role of ECB monetary policy and financial stress on Eurozone sovereign yields. (2020). Labondance, Fabien ; Hubert, Paul ; Creel, Jerome ; Blot, Christophe.
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  16. Sovereign bond spreads and CDS premia in the Eurozone: A causality analysis || Diferenciales de bonos soberanos y primas de CDS en la zona euro: un análisis de causalidad. (2020). Garcia, Margarita Martin ; Valle, Cecilia Tellez ; Martin, Jose Luis ; Ramon-Jeronimo, Maria A.
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  17. What Explains the Sovereign Credit Default Swap Spreads Changes in the GCC Region?. (2020). Naifar, Nader.
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  18. Bank funding and the recent political development in Italy: What about redenomination risk?. (2020). Schwarzbach, Christoph ; Tholl, Johannes ; von Mettenheim, Hans-Jorg ; Pittalis, Sandro.
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  19. The effects of macroeconomic, fiscal and monetary policy announcements on sovereign bond spreads. (2020). Jalles, Joao ; Afonso, Antonio ; Kazemi, Mina.
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  20. Network structures and idiosyncratic contagion in the European sovereign credit default swap market. (2020). Yang, Lu ; Chen, Wang ; Ho, Kung-Cheng.
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  22. What drives European Union stock market co-movements?. (2019). Pochea, Maria Miruna ; NIOI, Mihai .
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  23. The walking debt crisis. (2019). Basse, Tobias ; Kruse, Robinson ; Wegener, Christoph.
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  24. Financial stress and asymmetric shocks transmission within the Eurozone. How fragile is the common monetary policy?. (2019). Papadopoulos, Athanasios P ; Giannellis, Nikolaos ; Apostolakis, Georgios N.
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  29. Interdependence and contagion among industry-level US credit markets: An application of wavelet and VMD based copula approaches. (2017). Shahzad, Syed Jawad Hussain ; Mensi, walid ; Kumar, Ronald ; Hussain, Syed Jawad ; Nor, Safwan Mohd.
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  47. “Financial stress transmission in EMU sovereign bond market volatility: a connectedness analysis”. (2015). Sosvilla-Rivero, Simon ; Gómez-Puig, Marta ; Fernandez-Rodriguez, Fernando ; Gomez-Puig, Marta.
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  52. Contagion effects during financial crisis: Evidence from the Greek sovereign bonds market. (2015). pragidis, ioannis ; Chionis, Dionysios ; Schizas, P. ; Aielli, G. P..
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  55. Volatility spillovers in EMU sovereign bond markets. (2015). Sosvilla-Rivero, Simon ; Gómez-Puig, Marta ; Gomez-Puig, Marta ; Fernandez-Rodriguez, Fernando.
    In: Working Papers.
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  56. Financial stress transmission in EMU sovereign bond market volatility: A connectedness analysis. (2015). Sosvilla-Rivero, Simon ; Gómez-Puig, Marta ; Gomez-Puig, Marta ; Fernandez-Rodriguez, Fernando.
    In: Working Papers.
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  58. An update on EMU sovereign yield spread drivers in times of crisis: A panel data analysis. (2014). Sosvilla-Rivero, Simon ; Gómez-Puig, Marta ; Gomez-Puig, Marta ; Ramos-Herrera, Maria del Carmen, .
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  60. An update on EMU sovereign yield spread drivers in time of crisis: A panel data analysis. (2014). Sosvilla-Rivero, Simon ; Gómez-Puig, Marta ; Maria del Carmen Ramos-Herrera, ; Gomez-Puig, Marta.
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  61. An update on EMU sovereign yield spread drivers in times of crisis: A panel data analysis. (2014). Sosvilla-Rivero, Simon ; Gómez-Puig, Marta ; Gmez-Puig, Marta ; María del Carmen Ramos-Herrera, .
    In: Working Papers.
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