1. Unraveling the Interplay of Knowledge and Innovation in the Global Financial System: A Vine Copula Analysis of Sino-US Financial Risk Contagion. (2025). Cai, Shuhui ; He, Hua ; Zhou, Yan.
   In: Journal of the Knowledge Economy.
   RePEc:spr:jknowl:v:16:y:2025:i:1:d:10.1007_s13132-024-01869-1.

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2. Financial contagion dynamics from the US to the PIIGS amidst the global financial crisis. (2024). Tzomakas, Christos.
   In: The Quarterly Review of Economics and Finance.
   RePEc:eee:quaeco:v:97:y:2024:i:c:s1062976924001017.

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3. The spillover and contagion effects of sovereign risk on stock markets. (2024). Simo-Kengne, Beatrice Desiree ; Gnagne, Pascal Xavier ; Manguzvane, Mathias Mandla.
   In: Economic Modelling.
   RePEc:eee:ecmode:v:141:y:2024:i:c:s0264999324002785.

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4. Was Covid-19 a wake-up call on climate risks? Evidence from the greenium. (2024). Marinelli, Giuseppe ; Liberati, Danilo.
   In: Questioni di Economia e Finanza (Occasional Papers).
   RePEc:bdi:opques:qef_832_24.

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5. The Impact of Market Sentiment and Macroeconomic Fundamentals on Government Bond (Mis)-pricing. (2024). Munari, Pietro.
   In: BAFFI CAREFIN Working Papers.
   RePEc:baf:cbafwp:cbafwp24228.

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6. Spillover effects between internet financial industry and traditional financial industry: Evidence from the Chinese stock market. (2023). Yang, Yuhong ; Zheng, Yingfei ; Wang, Shengjin ; Li, Ruihai ; Cheng, Lee-Young ; Shen, Anran.
   In: Pacific-Basin Finance Journal.
   RePEc:eee:pacfin:v:79:y:2023:i:c:s0927538x23000379.

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7. What is mine is yours: Sovereign risk transmission during the European debt crisis. (2023). shin, yongcheol ; Nguyen, Viet Hoang ; Greenwood-Nimmo, Matthew.
   In: Journal of Financial Stability.
   RePEc:eee:finsta:v:65:y:2023:i:c:s1572308923000037.

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8. Debt and financial market contagion. (2022). Morley, James ; Hsiao, Cody Yu-Ling.
   In: Empirical Economics.
   RePEc:spr:empeco:v:62:y:2022:i:4:d:10.1007_s00181-021-02077-5.

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9. Transmission of the Greek crisis on the sovereign debt markets in the euro area. (2022). Tahi, Sofiane ; Kchaou, Oussama ; Bellalah, Makram.
   In: Annals of Operations Research.
   RePEc:spr:annopr:v:313:y:2022:i:2:d:10.1007_s10479-021-03938-z.

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10. A Wake-Up Call Theory of Contagion*. (2022). Bertsch, Christoph ; Ahnert, Toni.
    In: Review of Finance.
    RePEc:oup:revfin:v:26:y:2022:i:4:p:829-854..

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11. What influences stock market co-movements between China and its Asia-Pacific trading partners after the Global Financial Crisis?. (2022). Shi, Yujie.
    In: Pacific-Basin Finance Journal.
    RePEc:eee:pacfin:v:72:y:2022:i:c:s0927538x22000178.

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12. Financial market linkages and the sovereign debt crisis. (2022). Campos-Martins, Susana ; Amado, Cristina.
    In: Journal of International Money and Finance.
    RePEc:eee:jimfin:v:123:y:2022:i:c:s0261560621002473.

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13. Affine arbitrage-free yield net models with application to the euro debt crisis. (2022). Niu, Linlin ; Hong, Zhiwu ; Zhang, Chen.
    In: Journal of Econometrics.
    RePEc:eee:econom:v:230:y:2022:i:1:p:201-220.

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14. Heterogeneous effects of unconventional monetary policy on bond yields across the euro area. (2021). Demir, İshak ; Yildirim-Karaman, Secil ; Eroglu, Burak A.
    In: LEAF Working Paper Series.
    RePEc:zbw:leafwp:1906.

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15. The global financial crisis, the EMU sovereign debt crisis and international financial regulation: lessons from a systematic literature review. (2021). Meier, Samira ; Gonzalez, Miguel Rodriguez ; Kunze, Frederik.
    In: International Review of Law and Economics.
    RePEc:eee:irlaec:v:65:y:2021:i:c:s0144818820301587.

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16. Structural breaks in the interaction between bank and sovereign default risk. (2020). Lovreta, Lidija ; Pascual, Joaquin Lopez.
    In: SERIEs: Journal of the Spanish Economic Association.
    RePEc:spr:series:v:11:y:2020:i:4:d:10.1007_s13209-020-00219-z.

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17. Discretionary fiscal policy in the Euro area: Past, present and future. (2020). Tommasino, Pietro ; Romanelli, Marzia ; Caprioli, Francesco.
    In: ECONOMIA PUBBLICA.
    RePEc:fan:epepep:v:html10.3280/ep2020-001002.

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18. Uncertainty in Euro area and the bond spreads. (2020). Siriopoulos, Costas ; Gkillas, Konstantinos ; Tsagkanos, Athanasios ; Svingou, Argyro.
    In: Physica A: Statistical Mechanics and its Applications.
    RePEc:eee:phsmap:v:537:y:2020:i:c:s0378437119315109.

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19. A non-linear analysis of the sovereign bank nexus in the EU. (2020). Paladino, Giovanna ; Cifarelli, Giulio.
    In: The Journal of Economic Asymmetries.
    RePEc:eee:joecas:v:21:y:2020:i:c:s170349491930074x.

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20. Effectiveness of policy and regulation in European sovereign credit risk markets: A network analysis. (2019). Schienle, Melanie ; Urban, Jorg ; Buse, Rebekka.
    In: Working Paper Series in Economics.
    RePEc:zbw:kitwps:125.

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21. Effectiveness of policy and regulation in European sovereign credit risk markets: a network analysis. (2019). Schienle, Melanie ; Buse, Rebekka ; Urban, Jorg.
    In: ESRB Working Paper Series.
    RePEc:srk:srkwps:201990.

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22. Time-varying contemporaneous spillovers during the European Debt Crisis. (2019). Tourani-Rad, Alireza ; Frijns, Bart ; Finta, Marinela Adriana.
    In: Empirical Economics.
    RePEc:spr:empeco:v:57:y:2019:i:2:d:10.1007_s00181-018-1480-1.

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23. Ocena ratingowa a koszt obsługi długu publicznego w krajach Europy Środkowo-Wschodniej w latach 2005–2017. (2019). Tobera, Pawe.
    In: Gospodarka Narodowa. The Polish Journal of Economics.
    RePEc:sgh:gosnar:y:2019:i:1:p:87-109.

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24. A Time-Frequency Analysis of Sovereign Debt Contagion in Europe. (2019). Aguiar-Conraria, Luís ; Ojo, Mustapha Olalekan ; Soares, Maria Joana.
    In: NIPE Working Papers.
    RePEc:nip:nipewp:11/2019.

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25. Correlation and coordination risk. (2019). Hule, Richard ; Geiger, Martin.
    In: Annals of Finance.
    RePEc:kap:annfin:v:15:y:2019:i:2:d:10.1007_s10436-019-00345-0.

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26. News Releases, Credit Rating Announcements, and Anti-Crisis Measures as Determinants of Sovereign Bond Spreads in the Peripheral Euro-Area Countries. (2019). Grabowski, Wojciech ; Stawasz-Grabowska, Ewa.
    In: Czech Journal of Economics and Finance (Finance a uver).
    RePEc:fau:fauart:v:69:y:2019:i:2:p:149-173.

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27. The walking debt crisis. (2019). Kruse, Robinson ; Basse, Tobias ; Wegener, Christoph.
    In: Journal of Economic Behavior & Organization.
    RePEc:eee:jeborg:v:157:y:2019:i:c:p:382-402.

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28. The CSPP at work: Yield heterogeneity and the portfolio rebalancing channel. (2019). Zaghini, Andrea.
    In: Journal of Corporate Finance.
    RePEc:eee:corfin:v:56:y:2019:i:c:p:282-297.

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29. The CSPP at work - yield heterogeneity and the portfolio rebalancing channel. (2019). Zaghini, Andrea.
    In: Working Paper Series.
    RePEc:ecb:ecbwps:20192264.

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30. Euro area sovereign risk spillovers before and after the ECBs OMT announcement. (2019). Gilbert, Niels.
    In: Working Papers.
    RePEc:dnb:dnbwpp:636.

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31. Outline of a redistribution-free debt redemption fund for the euro area. (2019). Tommasino, Pietro ; Romanelli, Marzia ; Rizza, Pietro ; Cioffi, Marika.
    In: Questioni di Economia e Finanza (Occasional Papers).
    RePEc:bdi:opques:qef_479_19.

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32. Sovereign to Corporate Risk Spillovers. (2018). Breckenfelder, Johannes ; Boustanifar, Hamid ; Augustin, Patrick ; Schnitzler, Jan.
    In: Journal of Money, Credit and Banking.
    RePEc:wly:jmoncb:v:50:y:2018:i:5:p:857-891.

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33. Financial Market Contagion and the Sovereign Debt Crisis: A Smooth Transition Approach. (2018). Amado, Cristina ; Martins, Susana.
    In: NIPE Working Papers.
    RePEc:nip:nipewp:08/2018.

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34. Measuring sovereign risk spillovers and assessing the role of transmission channels: A spatial econometrics approach. (2018). Debarsy, Nicolas ; Ertur, Cem ; Gnabo, Jean-Yves ; Dossougoin, Cyrille.
    In: Post-Print.
    RePEc:hal:journl:hal-01744629.

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35. Measuring Financial Fragmentation in the Euro Area Corporate Bond Market. (2018). Mojon, Benoit ; Manganelli, Simone ; Horny, Guillaume.
    In: JRFM.
    RePEc:gam:jjrfmx:v:11:y:2018:i:4:p:74-:d:178985.

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36. Biased signaling and yardstick comparisons in a sovereign debt market. (2018). Mihm, Benedikt.
    In: Journal of Economic Behavior & Organization.
    RePEc:eee:jeborg:v:152:y:2018:i:c:p:36-46.

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37. Financial stability in Europe: Banking and sovereign risk. (2018). Kočenda, Evžen ; Bruha, Jan ; Brha, Jan ; Koenda, Even.
    In: Journal of Financial Stability.
    RePEc:eee:finsta:v:36:y:2018:i:c:p:305-321.

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38. Measuring sovereign contagion in Europe. (2018). Rigobon, Roberto ; Ravazzolo, Francesco ; Pelizzon, Loriana ; Caporin, Massimiliano.
    In: Journal of Financial Stability.
    RePEc:eee:finsta:v:34:y:2018:i:c:p:150-181.

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39. Spatial analysis of sovereign risks: The case of emerging markets. (2018). Önder, A. Özlem ; Huyugüzel Kışla, Gül ; Onder, Ozlem A ; Kila, Gul Huyuguzel.
    In: Finance Research Letters.
    RePEc:eee:finlet:v:26:y:2018:i:c:p:47-55.

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40. Immunity and infection: Emerging and developed market sovereign spreads over the Global Financial Crisis. (2018). Wu, Eliza ; Thorp, Susan ; Cayon, Edgardo.
    In: Emerging Markets Review.
    RePEc:eee:ememar:v:34:y:2018:i:c:p:162-174.

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41. Measuring sovereign risk spillovers and assessing the role of transmission channels: A spatial econometrics approach. (2018). Dossougoin, Cyrille ; Debarsy, Nicolas ; Gnabo, Jean-Yves ; Ertur, Cem.
    In: Journal of Economic Dynamics and Control.
    RePEc:eee:dyncon:v:87:y:2018:i:c:p:21-45.

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42. Managing sovereign debt restructurings in the euro zone. A note on old and current debates. (2018). Tommasino, Pietro ; Committeri, Marco.
    In: Questioni di Economia e Finanza (Occasional Papers).
    RePEc:bdi:opques:qef_451_18.

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43. Quantitative Easing and Exuberance in Government Bond Markets: Evidence from the ECBs Expanded Assets Purchase Program. (2017). Mattheussens, Simona ; van Lamoen, Ryan ; Droes, Martijn.
    In: Tinbergen Institute Discussion Papers.
    RePEc:tin:wpaper:20170080.

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44. Safe haven or contagion? The disparate effects of Euro-zone crises on non-Euro-zone neighbours. (2017). Pentecost, Eric ; Du, Wenti ; Bird, Graham ; Willett, Thomas.
    In: Applied Economics.
    RePEc:taf:applec:v:49:y:2017:i:59:p:5895-5904.

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45. Bank-sovereign ties against interbank market integration: the case of the Italian segment. (2017). Popoyan, Lilit ; Saroyan, Susanna.
    In: LEM Papers Series.
    RePEc:ssa:lemwps:2017/02.

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46. Economic Costs and Benefits of EMU Membership from the Perspective of a Non-member. (2017). Gyoerk, Emilia.
    In: Open Economies Review.
    RePEc:kap:openec:v:28:y:2017:i:5:d:10.1007_s11079-017-9466-8.

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47. Behavioral Finance and Efficient Markets: What does the Euro Crisis Tell us?. (2017). Du, Wenti ; Bird, Graham ; Willett, Thomas.
    In: Open Economies Review.
    RePEc:kap:openec:v:28:y:2017:i:2:d:10.1007_s11079-017-9436-1.

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48. Risk assessment on euro area government bond markets – The role of governance. (2017). Boysen-Hogrefe, Jens.
    In: Journal of International Money and Finance.
    RePEc:eee:jimfin:v:73:y:2017:i:pa:p:104-117.

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49. Euro area government bonds – Fragmentation and contagion during the sovereign debt crisis. (2017). Fratzscher, Marcel ; Ehrmann, Michael.
    In: Journal of International Money and Finance.
    RePEc:eee:jimfin:v:70:y:2017:i:c:p:26-44.

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50. Sovereign debt spreads in EMU: The time-varying role of fundamentals and market distrust. (2017). Tamarit, Cecilio ; Paniagua, Jordi ; Sapena, Juan.
    In: Journal of Financial Stability.
    RePEc:eee:finsta:v:33:y:2017:i:c:p:187-206.

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51. Time varying contagion in EMU government bond spreads. (2017). Leschinski, Christian ; Bertram, Philip.
    In: Journal of Financial Stability.
    RePEc:eee:finsta:v:29:y:2017:i:c:p:72-91.

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52. A tale of fragmentation: Corporate funding in the euro-area bond market. (2017). Zaghini, Andrea.
    In: International Review of Financial Analysis.
    RePEc:eee:finana:v:49:y:2017:i:c:p:59-68.

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53. Quantitative easing and exuberance in government bond markets: Evidence from the ECBs expanded asset purchase program. (2017). Mattheussens, Simona ; van Lamoen, Ryan ; Droes, Martijn.
    In: Working Papers.
    RePEc:dnb:dnbwpp:548.

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54. Financial Stability in Europe: Banking and Sovereign Risk. (2017). Kočenda, Evžen ; Bruha, Jan ; Kocenda, Even.
    In: CESifo Working Paper Series.
    RePEc:ces:ceswps:_6453.

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55. External Public Debt, Trade Linkages and Contagion During the Eurozone Crisis. (2017). Cutrini, Eleonora ; Galeazzi, Giorgio.
    In: The World Economy.
    RePEc:bla:worlde:v:40:y:2017:i:9:p:1718-1749.

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56. Was it different the second time? An empirical analysis of contagion during the crises in Greece 2009–15. (2017). Pentecost, Eric ; Du, Wenti ; Bird, Graham ; Willett, Thomas.
    In: The World Economy.
    RePEc:bla:worlde:v:40:y:2017:i:12:p:2530-2542.

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57. On the Identification of Interdependence and Contagion of Financial Crises. (2017). Bacchiocchi, Emanuele.
    In: Oxford Bulletin of Economics and Statistics.
    RePEc:bla:obuest:v:79:y:2017:i:6:p:1148-1175.

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58. The CSPP at work: yield heterogeneity and the portfolio rebalancing channel. (2017). Zaghini, Andrea.
    In: Temi di discussione (Economic working papers).
    RePEc:bdi:wptemi:td_1157_17.

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59. A tale of fragmentation: corporate funding in the euro-area bond market. (2017). Zaghini, Andrea.
    In: Temi di discussione (Economic working papers).
    RePEc:bdi:wptemi:td_1104_17.

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60. The Walking Debt Crisis. (2017). Wegener, Christoph ; Kruse, Robinson ; Basse, Tobias.
    In: CREATES Research Papers.
    RePEc:aah:create:2017-06.

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61. The Significance of Country-Specific and Common Risk Factors for CEE Government Bond Spreads Changes. (2016). Greta, Juodiukynien.
    In: Ekonomika (Economics).
    RePEc:vrs:ekonom:v:95:y:2016:i:1:p:84-111:n:5.

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62. La structure des taux revisitée pour période de crise: entre contagion, ?ight to quality et Quantitative Easing. (2016). Martin, Franck.
    In: Economics Working Paper Archive (University of Rennes & University of Caen).
    RePEc:tut:cremwp:2016-06.

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63. Risk Reduction and Risk Sharing in the Governance of the Euro Area. (2016). Corneli, Flavia ; Cornacchia, Wanda ; Cecioni, Martina ; balassone, fabrizio ; Flavia, Corneli ; Wanda, Cornacchia ; Marika, Cioffi ; Sara, Cecchetti ; Fabrizio, Balassone ; Gabriele, Semeraro .
    In: Politica economica.
    RePEc:mul:je8794:doi:10.1429/85007:y:2016:i:3:p:463-488.

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64. Financial Contagion During the European Sovereign Debt Crisis. (2016). Smeets, Dieter .
    In: Journal of Economic and Financial Studies (JEFS).
    RePEc:lrc:lareco:v:4:y:2016:i:2:p:46-59.

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65. Measuring Sovereign Risk Spillovers and Assessing the Role of Transmission Channels: A Spatial Econometrics Approach. (2016). Debarsy, Nicolas ; Gnabo, Jean-Yves ; Dossougoin, Cyrille ; Ertur, Cem.
    In: LEO Working Papers / DR LEO.
    RePEc:leo:wpaper:2441.

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66. Sovereign Risk Premia and the International Balance Sheet: Lessons from the European Crisis. (2016). Bianchi, Benedetta.
    In: Open Economies Review.
    RePEc:kap:openec:v:27:y:2016:i:3:d:10.1007_s11079-015-9382-8.

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67. Correlation and coordination risk. (2016). Hule, Richard ; Geiger, Martin.
    In: Working Papers.
    RePEc:inn:wpaper:2016-19.

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68. ECB Unconventional Monetary Policy and the Italian Economy during the Sovereign Debt Crisis. (2016). Secchi, Alessandro ; Rodano, Lisa ; Gaiotti, Eugenio ; Casiraghi, Marco.
    In: International Journal of Central Banking.
    RePEc:ijc:ijcjou:y:2016:q:2:a:6.

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69. Stock market recovery from the 2008 financial crisis: The differences across Europe. (2016). Kabaivanov, Stanimir ; Bogdanova, Boryana.
    In: Research in International Business and Finance.
    RePEc:eee:riibaf:v:37:y:2016:i:c:p:360-374.

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70. Government debt maturity and debt dynamics in euro area countries. (2016). Equiza-Goñi, Juan ; Equiza-Goi, Juan.
    In: Journal of Macroeconomics.
    RePEc:eee:jmacro:v:49:y:2016:i:c:p:292-311.

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71. Determinants of time varying co-movements among international stock markets during crisis and non-crisis periods. (2016). Muradoglu, Yaz ; Mollah, Sabur ; Mobarek, Asma ; Jun, AI.
    In: Journal of Financial Stability.
    RePEc:eee:finsta:v:24:y:2016:i:c:p:1-11.

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72. Fragmentation and heterogeneity in the euro-area corporate bond market: Back to normal?. (2016). Zaghini, Andrea.
    In: Journal of Financial Stability.
    RePEc:eee:finsta:v:23:y:2016:i:c:p:51-61.

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73. The role of country-specific fundamentals in sovereign CDS spreads: Eastern European experiences. (2016). Monostori, Zoltán ; Kocsis, Zalan.
    In: Emerging Markets Review.
    RePEc:eee:ememar:v:27:y:2016:i:c:p:140-168.

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74. Correlation changes between the risk-free rate and sovereign yields of euro area countries. (2016). De Santis, Roberto ; Desantis, Roberto ; Stein, Michael.
    In: Working Paper Series.
    RePEc:ecb:ecbwps:20161979.

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75. Measuring sovereign risk spillovers and assessing the role of transmission channels: a spatial econometrics approach. (2016). Gnabo, Jean-Yves ; Dossougoin, Cyrille ; Debarsy, Nicolas ; Ertur, Cem.
    In: LIDAM Discussion Papers CORE.
    RePEc:cor:louvco:2016053.

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76. Measuring Financial Fragmentation in the Euro Area Corporate Bond Market.. (2016). Mojon, Benoit ; Manganelli, Simone ; Horny, Guillaume.
    In: Working papers.
    RePEc:bfr:banfra:582.

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77. Easier said than done? Reforming the prudential treatment of banks� sovereign exposures. (2016). Tommasino, Pietro ; Taboga, Marco ; Lanotte, Michele ; Manzelli, Giacomo ; Rinaldi, Anna Maria .
    In: Questioni di Economia e Finanza (Occasional Papers).
    RePEc:bdi:opques:qef_326_16.

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78. Has the Grexit news spilled over into euro area financial markets? The role of domestic political leaders, supranational executives and institutions. (2016). Sacchi, Agnese ; Gregori, Wildmer Daniel.
    In: Mo.Fi.R. Working Papers.
    RePEc:anc:wmofir:134.

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79. Measuring sovereign contagion in Europe. (2015). Rigobon, Roberto ; Ravazzolo, Francesco ; Pelizzon, Loriana ; Caporin, Massimiliano.
    In: SAFE Working Paper Series.
    RePEc:zbw:safewp:103.

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80. All in: Market expectations of eurozone integrity in the sovereign debt crisis. (2015). Leblond, Patrick ; Chang, Michele.
    In: Review of International Political Economy.
    RePEc:taf:rripxx:v:22:y:2015:i:3:p:626-655.

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81. Expectations and systemic risk in EMU government bond spreads. (2015). Piersanti, Giovanni ; Canofari, Paolo ; Marini, Giancarlo.
    In: Quantitative Finance.
    RePEc:taf:quantf:v:15:y:2015:i:4:p:711-724.

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82. Debt and Financial Market Contagion. (2015). Morley, James ; Hsiao, Cody Yu-Ling.
    In: Discussion Papers.
    RePEc:swe:wpaper:2015-02.

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83. Sovereign Financial Asset Market Linkages across Europe During the Euro Zone Debt Crisis. (2015). Altr, Mois ; Cramer, Alexandru-Adrian ; Altr-Samuel, Adam-Nelu .
    In: Journal for Economic Forecasting.
    RePEc:rjr:romjef:v::y:2015:i:4:p:29-49.

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84. Interdependence between Sovereign and Bank CDS Spreads in Eurozone during the European Debt Crisis - The PSI Effect. (2015). PSILLAKI, Maria ; Papafilis, Michalis-Panayiotis ; Margaritis, Dimitris.
    In: MPRA Paper.
    RePEc:pra:mprapa:68037.

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85. On the Identification of Interdependence and Contagion of Financial Crises. (2015). Bacchiocchi, Emanuele.
    In: Departmental Working Papers.
    RePEc:mil:wpdepa:2015-12.

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86. The impact of fiscal policy announcements by the Italian government on the sovereign spread: A comparative analysis. (2015). Gregori, Wildmer Daniel ; Falagiarda, Matteo.
    In: European Journal of Political Economy.
    RePEc:eee:poleco:v:39:y:2015:i:c:p:288-304.

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87. The macroeconomic impact of financial fragmentation in the euro area: Which role for credit supply?. (2015). Falagiarda, Matteo ; Bijsterbosch, Martin.
    In: Journal of International Money and Finance.
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88. Announcements of ECB unconventional programs: Implications for the sovereign spreads of stressed euro area countries. (2015). Reitz, Stefan ; Falagiarda, Matteo.
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89. A macro-financial analysis of the euro area sovereign bond market. (2015). Lyrio, Marco ; Iania, Leonardo ; Dewachter, Hans ; de Sola Perea, Maite, .
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90. The impact of fiscal policy announcements by the Italian government on the sovereign spread: a comparative analysis. (2015). Gregori, Wildmer Daniel ; Falagiarda, Matteo.
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91. Euro Area Government Bonds: Integration and Fragmentation during the Sovereign Debt Crisis. (2015). Fratzscher, Marcel ; Ehrmann, Michael.
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92. Euro Area Government Bonds—Integration and Fragmentation During the Sovereign Debt Crisis. (2015). Fratzscher, Marcel ; Ehrmann, Michael.
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93. Sovereign debt exposure and the bank lending channel: impact on credit supply and the real economy. (2015). Mezzanotti, Filippo ; Lenzu, Simone ; Bottero, Margherita.
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94. The macroeconomic effects of the sovereign debt crisis in the euro area. (2015). Ropele, Tiziano ; Neri, Stefano.
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95. A Wake-Up-Call Theory of Contagion. (2015). Bertsch, Christoph ; Ahnert, Toni.
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96. Euro Area Government Bonds—Integration and Fragmentation During the Sovereign Debt Crisis. (2015). Fratzscher, Marcel ; Ehrmann, Michael.
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97. The causal linkages between sovereign CDS prices for the BRICS and major European economies. (2014). Stolbov, Mikhail.
    In: Economics - The Open-Access, Open-Assessment E-Journal (2007-2020).
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98. The causal linkages between sovereign CDS prices for the BRICS and major European economies. (2014). Stolbov, Mikhail.
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99. How Are Interbank and Sovereign Debt Markets Linked? Evidence from 14 OECD Countries, the Euro Area and Russia. (2014). Stolbov, Mikhail.
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100. The Effects of Contagion During the Global Financial Crisis in Government-Regulated and Sponsored Assets in Emerging Markets. (2014). Cayon, Edgardo.
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101. The Effects of Contagion During the Global Financial Crisis in Government-Regulated and Sponsored Assets in Emerging Markets. (2014). Cayon, Edgardo.
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102. Expectations and systemic risk in EMU government bond spreads. (2014). Piersanti, Giovanni ; Canofari, Paolo ; Giovanni, Piersanti ; Giancarlo, Marini .
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103. Credit risk-free sovereign bonds under Solvency II: a cointegration analysis with consistently estimated structural breaks. (2014). Ludwig, Alexander.
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104. Expectations and Systemic Risk in EMU Government Bond Spreads. (2014). Piersanti, Giovanni ; Canofari, Paolo ; Marini, Giancarlo.
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105. The policy response to macroeconomic and fiscal imbalances in Italy in the last fifteen years. (2014). Sabbatini, Roberto ; momigliano, sandro ; BUGAMELLI, MATTEO ; Zollino, Francesco ; Bassanetti, Antonio.
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106. Contagion in the Euro crisis: capital flows and trade linkages. (2014). Cutrini, Eleonora ; Galeazzi, Giorgio.
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107. External Imbalances and Fiscal Fragility in the Euro Area. (2014). Presbitero, Andrea ; Fratianni, Michele ; Alessandrini, Pietro ; Hallett, Andrew Hughes.
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108. Hypnosis Before Wake-up Call? The Revival of Sovereign Credit Risk Perception in the EMU-Crisis. (2014). Schmid, Kai ; Schmidt, Michael ; Bordon, Ingo G..
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109. A unified approach to investigate pure and wake-up-call contagion: Evidence from the Eurozones first financial crisis. (2014). Ludwig, Alexander.
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110. Are European sovereign bonds fairly priced? The role of modelling uncertainty. (2014). Hessel, Jeroen ; de Haan, Leo ; End, Jan Willem ; van den End, Jan Willem.
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     RePEc:eee:jimfin:v:47:y:2014:i:c:p:239-267.

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111. Sovereign bond yield spreads and market sentiment and expectations: Empirical evidence from Euro area countries. (2014). Aristei, David ; Martelli, Duccio.
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     RePEc:eee:jebusi:v:76:y:2014:i:c:p:55-84.

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112. Systemic Sovereign Risk: Macroeconomic Implications in the Euro Area. (2014). Bahaj, Saleem.
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113. Hypnosis Before Wake-up Call?! The Revival of Sovereign Credit Risk Perception in the EMU-Crisis. (2014). Schmid, Kai ; Schmidt, Michael ; Bordon, Ingo G..
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114. Fiscal Policy Announcements of Italian Governments and Spread Reaction during the Sovereign Debt Crisis. (2014). Gregori, Wildmer Daniel ; Falagiarda, Matteo.
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115. Determinants of OECD countries sovereign yields: safe havens, purgatory, and the damned.. (2014). Pouvelle, Cyril ; Harreau, L. ; Bortoli, C..
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116. The interest-rate sensitivity of the demand for sovereign debt. Evidence from OECD countries (1995-2011). (2014). Masciantonio, Sergio ; Grande, Giuseppe ; Tiseno, Andrea.
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117. Sovereign risk contagion in the Eurozone: A time-varying coefficient approach. (2013). Ludwig, Alexander.
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118. Systemic Risk, Sovereign Yields and Bank Exposures in the Euro Crisis. (2013). Simonelli, Saverio ; Pagano, Marco ; Battistini, Niccolò.
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119. Sovereign risk contagion in the Eurozone: a time-varying coefficient approach. (2013). Ludwig, Alexander.
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120. A Tale of Two Eurozones: Banks’s Funding, Sovereign Risk & Unconventional Monetary Policies. (2013). Fulli-Lemaire, Nicolas.
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121. Sovereign risk premia in the Euro Area and the role of contagion. (2013). Giordano, Luca ; Paola, Soccorso ; Nadia, Linciano ; Luca, Giordano .
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122. Sovereign risk premia in the Euro Area and the role of contagion. (2013). Paola, Soccorso ; Nadia, Linciano ; Luca, Giordano .
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123. PRICE DISCOVERY IN THE ITALIAN SOVEREIGN BONDS MARKET: THE ROLE OF ORDER FLOW. (2013). Girardi, Alessandro ; Impenna, Claudio.
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124. Contagion Dynamics in EMU Government Bond Spreads. (2013). Leschinski, Christian ; Bertram, Philip.
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125. Modelling and forecasting government bond spreads in the euro area: A GVAR model. (2013). Favero, Carlo.
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126. Spillover in Euro Area Sovereign Bond Markets. (2013). Cronin, David ; Conefrey, Thomas.
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127. Price discovery in the Italian sovereign bonds market: the role of order flow. (2013). Girardi, Alessandro ; Impenna, Claudio.
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128. The policy response to macroeconomic and fiscal imbalances in Italy in the last fifteen years. (2013). Sabbatini, Roberto ; momigliano, sandro ; BUGAMELLI, MATTEO ; Zollino, Francesco ; Bassanetti, Antonio.
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     RePEc:bdi:opques:qef_211_13.

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129. The impact of unconventional monetary policy on the Italian economy during the sovereign debt crisis. (2013). Secchi, Alessandro ; Rodano, Lisa ; Gaiotti, Eugenio ; Casiraghi, Marco.
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130. The impact of the sovereign debt crisis on bank lending rates in the euro area. (2013). Neri, Stefano.
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131. Recent estimates of sovereign risk premia for euro-area countries. (2012). Taboga, Marco ; Manna, Michele ; Grande, Giuseppe ; Di Cesare, Antonio.
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1. The macroeconomic effects of the Euro Area?s fiscal consolidation 2011-2013. (2015). Schoder, Christian ; Rannenberg, Ansgar ; Strasky, Jan.
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2. Intertwined sovereign and bank solvencies in a simple model of self-fulfilling crisis. (2015). Lizarazo, Sandra ; Adler, Gustavo.
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3. Monetary policy, bank bailouts and the sovereign-bank risk nexus in the euro area. (2015). Rieth, Malte ; Fratzscher, Marcel.
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4. BAD BANK AND OTHER POSSIBLE BANKS’ RESCUING MODELS – THE CASE OF SLOVENIA. (2015). MARKOVIC-HRIBERNIK, TANJA ; Tomec, Matej.
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7. Lessons from the European financial crisis. (2014). Pagano, Marco.
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8. Banking and Sovereign Debt Crises in Monetary Union Without Central Bank Intervention.. (2014). Dufourt, Frédéric ; Dai, Meixing ; CHENG, Jin.
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14. The Euro and the Geography of International Debt Flows. (2014). Obstfeld, Maurice ; Hale, Galina.
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15. Nonlinearities in sovereign risk pricing the role of cds index contracts. (2014). Delatte, Anne-Laure.
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16. Measuring bilateral spillover and testing contagion on sovereign bond markets in Europe. (2014). Vašíček, Bořek ; Claeys, Peter ; Vaiek, Boek.
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17. Sovereign and bank CDS spreads: Two sides of the same coin?. (2014). cotter, john ; Avino, Davide.
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18. Short-term determinants of the idiosyncratic sovereign risk premium: a regime-dependent analysis for european credit default swaps. (2014). Vašíček, Bořek ; Miao, Rong Hui ; Calice, Giovanni ; Trba, Filip ; Vaiek, Boek.
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19. Measuring bilateral spillover and testing contagion on sovereign bond markets in Europe. (2014). Vašíček, Bořek ; Claeys, Peter ; Vaiek, Boek.
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20. Systemic risk and bank business models. (2014). van Oordt, Maarten ; Zhou, Chen.
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21. Nonlinearities in Sovereign Risk Pricing: The Role of CDS Index Contract. (2014). Portes, Richard ; Fouquau, Julien ; Delatte, Anne-Laure.
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22. A case for redistribution? Income inequality and wealth concentration in the recent crisis. (2014). Stockhammer, Engelbert ; Onaran, Ozlem ; Goda, Thomas.
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23. Sovereign Contagion in Europe: Evidence from the CDS Market. (2013). Manasse, Paolo ; Zavalloni, Luca.
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24. Sovereign and bank CDS spreads: two sides of the same coin for European bank default predictability?. (2013). cotter, john ; Avino, Davide.
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25. 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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26. Sovereign Contagion in Europe: Evidence from the CDS Market. (2013). Manasse, Paolo ; Zavalloni, Luca.
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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 .
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28. Contagion during the Greek sovereign debt crisis. (2013). Mink, Mark ; de Haan, Jakob.
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29. Bank/sovereign risk spillovers in the European debt crisis. (2013). Vander Vennet, Rudi ; Schepens, Glenn ; de Bruyckere, Valerie ; Gerhardt, Maria.
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30. One crisis, two crises…the subprime crisis and the European sovereign debt problems. (2013). Burietz, Aurore ; Ureche-Rangau, Loredana.
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31. Sovereign Contagion in Europe: Evidence from the CDS Market. (2013). Manasse, Paolo ; Zavalloni, L..
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32. Financial crises and bank funding: recent experience in the euro area. (2013). Rixtel, Adrian ; Gasperini, Gabriele ; van Rixtel, Adrian.
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33. Pure or wake-up-call contagion? Another look at the EMU sovereign debt crisis. (2013). Tommasino, Pietro ; Pericoli, Marcello ; Giordano, Raffaela.
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34. Sovereign Credit Default Swap Premia. (2012). Augustin, Patrick.
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35. Bank/sovereign risk spillovers in the European debt crisis. (2012). Vander Vennet, Rudi ; Schepens, Glenn ; DE BRUYCKERE, V. ; GERHARDT, M..
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36. The Big C: Identifying Contagion. (2012). Forbes, Kristin.
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37. A Coasean Approach to Bank Resolution Policy in the Eurozone. (2012). Connor, Gregory.
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38. The determinants of sovereign bond yield spreads in the EMU. (2012). Kontonikas, Alexandros ; Arghyrou, Michael ; Afonso, Antonio.
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39. “Measuring Sovereign Bond Spillover in Europe and the Impact of Rating News”. (2012). Vašíček, Bořek ; Claeys, Peter ; Vaicek, Borek .
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40. Fiscal Sustainability in the Presence of Systemic Banks: the Case of EU Countries. (2012). Roussellet, Guillaume ; Benassy-Quere, Agnès.
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41. Fiscal Sustainability in the Presence of Systemic Banks: the Case of EU Countries. (2012). Roussellet, Guillaume ; Benassy-Quere, Agnès.
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42. The determinants of sovereign bond yield spreads in the EMU. (2012). Kontonikas, Alexandros ; Arghyrou, Michael ; Afonso, Antonio.
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43. 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.
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44. The “Big C”: identifying and mitigating contagion. (2012). Forbes, Kristin.
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45. Robust Capital Regulation. (2012). Thakor, Anjan ; Schuermann, Til ; Mehran, Hamid ; Acharya, Viral.
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46. Measuring Sovereign Bond Spillover in Europe and the Impact of Rating News. (2012). Vašíček, Bořek ; Claeys, Peter ; Vasicek, Borek .
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47. Are banks affected by their holdings of government debt?. (2012). Wolff, Guntram ; Angeloni, Chiara.
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48. Academic Performance and Single-Sex Schooling: Evidence from a Natural Experiment in Switzerland. (2011). Hessami, Zohal ; Fischbacher, Urs ; Eisenkopf, Gerald ; Schuler, Yves Stephan ; Alter, Adrian.
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49. Sovereign and Bank Credit Risk during the Global Financial Crisis. (2011). Stanga, Irina.
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50. Have market views on the sustainability of fiscal burdens influenced monetary authorities credibility?. (2011). Lewis, John ; Galati, Gabriele ; Zhou, Chen.
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