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The determinants of sovereign bond yield spreads in the EMU. (2015). Kontonikas, Alexandros ; Arghyrou, Michael ; Afonso, Antonio.
In: Working Paper Series.
RePEc:ecb:ecbwps:20151781.

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Cited: 42

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  1. “Whatever It Takes!” How tonality of TV-news affected government bond yield spreads during the European debt crisis. (2024). Feld, Lars ; Kohler, Ekkehard A ; Hirsch, Patrick ; Thomas, Tobias.
    In: European Journal of Political Economy.
    RePEc:eee:poleco:v:82:y:2024:i:c:s0176268024000132.

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  2. .

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  3. Dynamics of the public-debt-to-gdp ratio: can it explain the risk premium of treasury bonds?. (2022). Lagoa, Sergio C ; Leo, Emanuel R ; Bhimjee, Diptes P.
    In: Empirica.
    RePEc:kap:empiri:v:49:y:2022:i:4:d:10.1007_s10663-022-09547-8.

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  4. Sovereign Bond Market Shock Spillover Over Different Maturities: A Journey from Normal to Covid-19 Period. (2022). Rout, Sanjay Kumar ; Mallick, Hrushikesh.
    In: Asia-Pacific Financial Markets.
    RePEc:kap:apfinm:v:29:y:2022:i:4:d:10.1007_s10690-022-09371-x.

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  5. Climate change and the pricing of sovereign debt: Insights from European markets. (2022). Marchewka-Bartkowiak, Kamilla ; Boitan, Iustina Alina.
    In: Research in International Business and Finance.
    RePEc:eee:riibaf:v:62:y:2022:i:c:s0275531922000733.

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  6. A closer look into the behavior of emerging market sovereign spreads: State-dependent and asymmetric behaviors. (2022). Kayalidere, Koray ; AKTAS, Huseyin ; Cayirli, Omer.
    In: International Review of Economics & Finance.
    RePEc:eee:reveco:v:77:y:2022:i:c:p:522-548.

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  7. Neural forecasting of the Italian sovereign bond market with economic news. (2022). Tiozzo Pezzoli, Luca ; Tosetti, Elisa ; Consoli, Sergio.
    In: Journal of the Royal Statistical Society Series A.
    RePEc:bla:jorssa:v:185:y:2022:i:s2:p:s197-s224.

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  8. Determinants of the Portuguese government bond yields. (2021). Barradas, Ricardo ; Pinho, Andre.
    In: International Journal of Finance & Economics.
    RePEc:wly:ijfiec:v:26:y:2021:i:2:p:2375-2395.

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  9. Do Fundamentals Explain Differences between Euro Area Sovereign Interest Rates?. (2021). Ptru, Anda ; Carnot, Nicolas ; Pamies, Stephanie.
    In: European Economy - Discussion Papers 2015 -.
    RePEc:euf:dispap:141.

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  10. Examining the Sources of Sovereign Risk for South Africa: A Time Varying Flexible Least Squares Approach. (2021). Zhou, Sheunesu.
    In: Eurasian Journal of Economics and Finance.
    RePEc:ejn:ejefjr:v:9:y:2021:i:1:p:29-45.

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  11. Emotions in macroeconomic news and their impact on the European bond market. (2021). Tiozzo Pezzoli, Luca ; Tosetti, Elisa ; Consoli, Sergio.
    In: Journal of International Money and Finance.
    RePEc:eee:jimfin:v:118:y:2021:i:c:s0261560621001236.

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  12. COVID-induced sovereign risk in the euro area: When did the ECB stop the spread?. (2021). Tripier, Fabien ; Ortmans, Aymeric.
    In: European Economic Review.
    RePEc:eee:eecrev:v:137:y:2021:i:c:s0014292121001537.

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  13. Emotions in Macroeconomic News and their Impact on the European Bond Market. (2021). Tosetti, Elisa ; Pezzoli, Luca Tiozzo ; Consoli, Sergio.
    In: Papers.
    RePEc:arx:papers:2106.15698.

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  14. Whatever it takes!: How tonality of TV-news affects government bond yield spreads during crises. (2020). Thomas, Tobias ; Feld, Lars ; Kohler, Ekkehard A ; Hirsch, Patrick.
    In: Freiburg Discussion Papers on Constitutional Economics.
    RePEc:zbw:aluord:2009.

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  15. Relevance of Sovereign Bond Valuations Topic in the Speeches of ECB Officials. (2020). Klincevicius, Vitalijus ; Jurksas, Linas.
    In: Bank of Lithuania Discussion Paper Series.
    RePEc:lie:dpaper:20.

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  16. Sovereign risk and asset market dynamics in the euro area. (2020). Perego, Erica.
    In: Journal of International Money and Finance.
    RePEc:eee:jimfin:v:109:y:2020:i:c:s026156062030190x.

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  17. Systemic risk and financial stability dynamics during the Eurozone debt crisis. (2020). Kouretas, Georgios ; Bratis, Theodoros ; Laopodis, Nikiforos T.
    In: Journal of Financial Stability.
    RePEc:eee:finsta:v:47:y:2020:i:c:s1572308920300012.

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  18. The determinants of sovereign risk premiums in the UK and the European government bond market: The impact of Brexit. (2020). Kadiric, Samir.
    In: EIIW Discussion paper.
    RePEc:bwu:eiiwdp:disbei271.

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  19. Government Bond Market Integration in ASEAN Countries. (2020). Zhuo, Juanjuan ; Kumamoto, Masao.
    In: Asian Economic and Financial Review.
    RePEc:asi:aeafrj:2020:p:289-312.

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  20. Public Interest Payments and Bond Yields: A Panel Data Estimation for the Eurozone. (2019). Afflatet, Nicolas.
    In: Applied Economics and Finance.
    RePEc:rfa:aefjnl:v:6:y:2019:i:1:p:109-117.

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  21. How risky is the high public debt in a context of low interest rates ?. (2019). van Parys, S ; van Meensel, L ; Godefroid, H ; Cornille, D.
    In: Economic Review.
    RePEc:nbb:ecrart:y:2019:m:september:i:ii:p:70-96.

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  22. Sustainability of Public Finances in European Economies: Fiscal Policy Reactions and Market Pricing. (2019). Mackiewicz-Yziak, Joanna.
    In: Eastern European Economics.
    RePEc:mes:eaeuec:v:57:y:2019:i:1:p:3-19.

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  23. Der Fiskalpakt: Schlüssel für dauerhaft solide Finanzen in der Eurozone?. (2019). Nicolas, Afflatet.
    In: Zeitschrift für Wirtschaftspolitik.
    RePEc:lus:zwipol:v:68:y:2019:i:2:p:183-201:n:3.

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  24. Euro Area Government Bond Yield and Liquidity Dependence during different Monetary Policy Accommodation Phases. (2019). Carcel, Hector ; Jurksas, Linas .
    In: Bank of Lithuania Working Paper Series.
    RePEc:lie:wpaper:60.

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  25. Capital flows and sovereign debt markets: Evidence from index rebalancings. (2019). Williams, Tomas ; Pandolfi, Lorenzo.
    In: Journal of Financial Economics.
    RePEc:eee:jfinec:v:132:y:2019:i:2:p:384-403.

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  26. A new test for fiscal sustainability with endogenous sovereign bond yields: Evidence for EU economies. (2019). Yziak, Tomasz ; Mackiewicz-Yziak, Joanna.
    In: Economic Modelling.
    RePEc:eee:ecmode:v:82:y:2019:i:c:p:136-151.

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  27. Government borrowing cost and balance sheets: do assets matter?. (2018). Peppel-Srebrny, Jemima.
    In: Economics Series Working Papers.
    RePEc:oxf:wpaper:860.

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  28. Thou Shalt Not Breach: The Impact on Sovereign Spreads of Noncomplying with the EU Fiscal Rules. (2018). Reynaud, Julien ; Popescu, Adina ; Kalan, Federico Diaz.
    In: IMF Working Papers.
    RePEc:imf:imfwpa:2018/087.

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  29. Risk perceptions and fundamental effects on sovereign spreads. (2018). Migiakis, Petros ; Georgoutsos, Dimitris.
    In: Working Papers.
    RePEc:bog:wpaper:250.

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  30. Are Sovereign Credit Ratings Overrated?. (2017). Kunovac, Davor ; Ravnik, Rafael.
    In: Comparative Economic Studies.
    RePEc:pal:compes:v:59:y:2017:i:2:d:10.1057_s41294-017-0024-6.

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  31. Regime-Dependent Sovereign Risk Pricing During the Euro Crisis. (2017). Portes, Richard ; Fouquau, Julien ; Delatte, Anne-Laure.
    In: Review of Finance.
    RePEc:oup:revfin:v:21:y:2017:i:1:p:363-385..

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  32. Sovereign yield spreads in the EMU: crisis and structural determinants. (2017). Leal, Frederico ; Afonso, Antonio.
    In: Working Papers Department of Economics.
    RePEc:ise:isegwp:wp092017.

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  33. Are sovereign credit ratings overrated?. (2017). Ravnik, Rafael ; Kunovac, Davor.
    In: Working Papers.
    RePEc:hnb:wpaper:47.

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  34. Growth after Crisis in Europe: An Interdependence of Macroeconomic and Structural Policies. (2017). Islam, Roumeen.
    In: Cyprus Economic Policy Review.
    RePEc:erc:cypepr:v:11:y:2017:i:2:p:19-62.

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  35. Modelling correlation dynamics of EMU sovereign debt markets during the recent turmoil. (2017). Babalos, Vassilios ; Stavroyiannis, Stavros.
    In: Research in International Business and Finance.
    RePEc:eee:riibaf:v:42:y:2017:i:c:p:1021-1029.

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  36. Cost of sovereign debt and foreign bias in bond allocations. (2017). Bhatta, Bibek ; Thapa, Chandra ; Marshall, Andrew.
    In: Journal of International Financial Markets, Institutions and Money.
    RePEc:eee:intfin:v:51:y:2017:i:c:p:75-91.

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  37. Convergence patterns in sovereign bond yield spreads: Evidence from the Euro Area. (2017). GUPTA, RANGAN ; Cuñado, Juncal ; Antonakakis, Nikolaos ; Cunado, Juncal ; Christou, Christina.
    In: Journal of International Financial Markets, Institutions and Money.
    RePEc:eee:intfin:v:49:y:2017:i:c:p:129-139.

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  38. Risco, Dívida e Alavancagem Soberana. (2017). ORNELAS, JOSE.
    In: Working Papers Series.
    RePEc:bcb:wpaper:457.

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  39. Regime-dependent sovereign risk pricing during the euro crisis. (2016). Portes, Richard ; Delatte, Anne-Laure ; Fouquau, Julien.
    In: ESRB Working Paper Series.
    RePEc:srk:srkwps:20169.

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  40. Regime-dependent sovereign risk pricing during the euro crisis. (2016). Portes, Richard ; Fouquau, Julien ; Delatte, Anne-Laure.
    In: ESRB Working Paper Series.
    RePEc:srk:srkwps:201609.

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  41. Convergence Patterns in Sovereign Bond Yield Spreads: Evidence from the Euro Area. (2016). GUPTA, RANGAN ; Cuñado, Juncal ; Antonakakis, Nikolaos ; Christou, Christina ; Cunado, Juncal.
    In: Working Papers.
    RePEc:pre:wpaper:201616.

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  42. Macroeconomic imbalances, financial stress and fiscal vulnerability in the euro area before the debt crises: A market view. (2016). Gente, Karine ; Dufrénot, Gilles ; Monsia, Fredia .
    In: Post-Print.
    RePEc:hal:journl:hal-01440301.

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  19. A case for redistribution? Income inequality and wealth concentration in the recent crisis. (2014). Stockhammer, Engelbert ; Onaran, Ozlem ; Goda, Thomas.
    In: DOCUMENTOS DE TRABAJO CIEF.
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  20. The negative feedback loop between banks and sovereigns. (2014). Grande, Giuseppe ; Angelini, Paolo ; Panetta, Fabio.
    In: Questioni di Economia e Finanza (Occasional Papers).
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  21. The ‘Celtic Crisis’: Guarantees, transparency, and systemic liquidity risk. (2013). König, Philipp ; Heinemann, Frank ; Anand, Kartik ; Konig, Philipp .
    In: Annual Conference 2013 (Duesseldorf): Competition Policy and Regulation in a Global Economic Order.
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  22. Spatial spillovers in emerging market spreads. (2013). Poghosyan, Tigran ; Baldacci, Emanuele ; DellErba, Salvatore .
    In: Empirical Economics.
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  23. Systemic Risk, Sovereign Yields and Bank Exposures in the Euro Crisis. (2013). Simonelli, Saverio ; Pagano, Marco ; Battistini, Niccolò.
    In: CSEF Working Papers.
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  24. Sovereign Contagion in Europe: Evidence from the CDS Market. (2013). Manasse, Paolo ; Zavalloni, Luca .
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  25. Sovereign and bank CDS spreads: two sides of the same coin for European bank default predictability?. (2013). cotter, john ; Avino, Davide.
    In: MPRA Paper.
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  26. A Tale of Two Eurozones: Banks’s Funding, Sovereign Risk & Unconventional Monetary Policies. (2013). Fulli-Lemaire, Nicolas.
    In: MPRA Paper.
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  27. On the time-varying relationship between EMU sovereign spreads and their determinants. (2013). Kontonikas, Alexandros ; Arghyrou, Michael ; Afonso, Antonio ; Bagdatoglou, George .
    In: Working Papers Department of Economics.
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  28. Sovereign Contagion in Europe: Evidence from the CDS Market. (2013). Manasse, Paolo ; Zavalloni, Luca .
    In: Working Papers.
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  29. On the time-varying relationship between EMU sovereign spreads and their determinants. (2013). Kontonikas, Alexandros ; Arghyrou, Michael ; Afonso, Antonio ; Bagdatoglou, George .
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  30. Contagion during the Greek sovereign debt crisis. (2013). Mink, Mark ; de Haan, Jakob.
    In: Journal of International Money and Finance.
    RePEc:eee:jimfin:v:34:y:2013:i:c:p:102-113.

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  31. One crisis, two crises…the subprime crisis and the European sovereign debt problems. (2013). Burietz, Aurore ; Ureche-Rangau, Loredana ; ureche -Rangau, Loredana .
    In: Economic Modelling.
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  32. Short-Term Determinants of the Idiosyncratic Sovereign Risk Premium: A Regime-Dependent Analysis for European Credit Default Swaps. (2013). Vašíček, Bořek ; Vasicek, Borek ; Miao, RongHui ; Calice, Giovanni ; Sterba, Filip .
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  33. Spillover in Euro Area Sovereign Bond Markets. (2013). Cronin, David ; Conefrey, Thomas.
    In: Research Technical Papers.
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  34. Sovereign Contagion in Europe: Evidence from the CDS Market. (2013). Manasse, Paolo ; Zavalloni, L..
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  35. The ‘Celtic Crisis’: Guarantees, Transparency and Systemic Liquidity Risk. (2013). König, Philipp ; Heinemann, Frank ; Anand, Kartik ; Konig, Philipp .
    In: Staff Working Papers.
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  36. Public debt and financial crises in the twentieth century. (2012). Schularick, Moritz.
    In: Discussion Papers.
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  37. When Is There a Strong Transfer Risk from the Sovereigns to the Corporates? Property Rights Gaps and CDS Spreads. (2012). Wei, Shang-Jin ; Bai, Jennie.
    In: NBER Working Papers.
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  38. A Coasean Approach to Bank Resolution Policy in the Eurozone. (2012). Connor, Gregory.
    In: Economics, Finance and Accounting Department Working Paper Series.
    RePEc:may:mayecw:n233-12.pdf.

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  39. The determinants of sovereign bond yield spreads in the EMU. (2012). Kontonikas, Alexandros ; Arghyrou, Michael ; Afonso, Antonio.
    In: Working Papers Department of Economics.
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  40. “Measuring Sovereign Bond Spillover in Europe and the Impact of Rating News”. (2012). Vašíček, Bořek ; Claeys, Peter ; Vaicek, Borek .
    In: IREA Working Papers.
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  41. Fiscal Sustainability in the Presence of Systemic Banks: the Case of EU Countries. (2012). Roussellet, Guillaume ; Benassy-Quere, Agnès.
    In: Working Papers.
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  42. Fiscal Sustainability in the Presence of Systemic Banks: the Case of EU Countries. (2012). Roussellet, Guillaume ; Benassy-Quere, Agnès.
    In: PSE - G-MOND WORKING PAPERS.
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  43. The determinants of sovereign bond yield spreads in the EMU. (2012). Kontonikas, Alexandros ; Arghyrou, Michael ; Afonso, Antonio.
    In: Working Papers.
    RePEc:gla:glaewp:2012_14.

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  44. When is there a strong transfer risk from the sovereigns to the corporates? Property rights gaps and CDS spreads. (2012). Wei, Shang-Jin.
    In: Staff Reports.
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  45. The “Big C”: identifying and mitigating contagion. (2012). Forbes, Kristin.
    In: Proceedings - Economic Policy Symposium - Jackson Hole.
    RePEc:fip:fedkpr:y:2012:p:23-87.

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  46. Robust Capital Regulation. (2012). Thakor, Anjan ; Schuermann, Til ; Mehran, Hamid ; Acharya, Viral.
    In: CEPR Discussion Papers.
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  47. Are banks affected by their holdings of government debt?. (2012). Wolff, Guntram ; Angeloni, Chiara .
    In: Working Papers.
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  48. Academic Performance and Single-Sex Schooling: Evidence from a Natural Experiment in Switzerland. (2011). Ursprung, Heinrich ; Hessami, Zohal ; Fischbacher, Urs ; Eisenkopf, Gerald ; Alter, Adrian ; Schuler, Yves Stephan .
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  49. Have market views on the sustainability of fiscal burdens influenced monetary authorities credibility?. (2011). Zhou, Chen ; Poelhekke, Steven ; Lewis, John ; Galati, Gabriele.
    In: DNB Working Papers.
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  50. External Sovereign Debt in a Monetary Union: Bailouts and the Role of Corruption. (2011). Tsoukalas, John ; Koulovatianos, Christos ; Achury, Carolina.
    In: CESifo Working Paper Series.
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