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2. Dynamic Multilayer Network for Systemic Risk and Bank Regulation Based on CDS. (2025). Tang, Miao ; Fan, Hong.
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   In: International Review of Economics & Finance.
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   In: Journal of Empirical Finance.
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5. The diabolic loop between sovereign and banking risk in the euro area. (2024). Sosvilla-Rivero, Simon ; Gómez-Puig, Marta ; Gomez-Puig, Marta.
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6. Recent evidence on the sovereign-bank nexus in the euro area. (2024). Pancaro, Cosimo ; Bochmann, Paul ; Kagerer, Benedikt.
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8. Systemic risk propagation in the Eurozone: A multilayer network approach. (2023). Wang, Gang-Jin ; Foglia, Matteo ; Pacelli, Vincenzo.
   In: International Review of Economics & Finance.
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9. Who speaks louder, financial instruments or credit rating agencies? Analyzing the effects of different sovereign risk measures on interest rates in Brazil. (2023). Montes, Gabriel ; Neves, Joo Pedro.
   In: The North American Journal of Economics and Finance.
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10. Effective transfer entropy to measure information flows in credit markets. (2022). Pagnottoni, Paolo ; Caserini, Nicolo Andrea.
    In: Statistical Methods & Applications.
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11. Informed trading in the CDS and OTM put option markets. (2022). Verhoeven, Peter ; Narayan, Paresh ; Hu, May ; Park, Jason.
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12. Unconventional Monetary Policy and Bond Market Connectedness in the New Normal. (2021). Yilmaz, Kamil ; Akovali, Umut.
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13. Sovereign CDS and mutual funds: Global evidence. (2021). Calice, Giovanni ; Alsubaiei, Bader J ; Vivian, Andrew.
    In: Journal of International Financial Markets, Institutions and Money.
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14. Information shares and market quality before and during the European sovereign debt crisis. (2021). Papavassiliou, Vassilios ; Kinateder, Harald.
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15. Determinants of Russias Sovereign Risk. (2021). Grigoryeva, Evgenia.
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16. The Relative Role of Sovereign CDS and Bond Markets in Efficiently Pricing Emerging Market Sovereign Credit Risk. (2020). Raja, Zubair Ali ; Procasky, William J ; Oyotode-Adebile, Renee.
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17. 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). Ramon-Jeronimo, Maria A ; Garcia, Margarita Martin ; Martin, Jose Luis ; Valle, Cecilia Tellez.
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18. A sentiment index to measure sovereign risk using Google data. (2020). González-Fernández, Marcos ; Gonzalez-Fernandez, Marcos ; Gonzalez-Velasco, Carmen.
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19. Systemic risk and financial stability dynamics during the Eurozone debt crisis. (2020). Kouretas, Georgios ; Bratis, Theodoros ; Laopodis, Nikiforos T.
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20. Sovereign default risk, debt uncertainty and fiscal credibility: The case of Brazil. (2020). Montes, Gabriel ; Souza, Ivan.
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21. Mind the Gap: Disentangling Credit and Liquidity in Risk Spreads. (2019). Schwarz, Krista.
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22. International risk spillover in the sovereign credit markets: An empirical analysis. (2019). de Peretti, Christian ; Sabkha, Saker ; Hmaied, Dorra Mezzez.
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23. Who leads the price determination in periods of financial distress: Credit default swaps or bonds spreads? Evidence for a set of EU member States. (2019). Afonso, Naelia Maria ; Lopo, Jorge Miguel.
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24. Time-Varying Price Discovery in Sovereign Credit Markets. (2019). Pedio, Manuela ; Guidolin, Massimo ; Tosi, Alessandra.
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25. Regime-switching determinants of emerging markets sovereign credit risk swaps spread. (2018). Deng, Xiang ; Tsai, Sang-Bing ; Ho, Kung-Cheng ; Ma, Jason Z.
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26. Regime-Switching Determinants for Spreads of Emerging Markets Sovereign Credit Default Swaps. (2018). Deng, Xiang ; Tsai, Sang-Bing ; Ho, Kung-Cheng ; Ma, Jason Z.
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27. Price discovery in euro area sovereign credit markets and the ban on naked CDS. (2018). Hördahl, Peter ; Gyntelberg, Jacob ; Hordahl, Peter ; Ters, Kristyna ; Urban, Jorg.
    In: Journal of Banking & Finance.
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28. Discretionary fiscal policy and sovereign risk. (2018). VALPASSOS, IVEN ; Montes, Gabriel.
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29. Determinants of sovereign credit risk: the case of Russia. (2017). Stolbov, Mikhail.
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30. Bank-sovereign ties against interbank market integration: the case of the Italian segment. (2017). Popoyan, Lilit ; Saroyan, Susanna.
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31. Excessive Debt or Excess Savings -- Transition Countries Sovereign Bond Spread Assessment. (2017). Petkov, Boris T.
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32. International risk spillover in the sovereign credit markets: An empirical analysis. (2017). de Peretti, Christian ; Sabkha, Saker ; Hmaied, Dorra.
    In: Working Papers.
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33. Sovereign debt renegotiation and credit default swaps. (2017). Salomao, Juliana.
    In: Journal of Monetary Economics.
    RePEc:eee:moneco:v:90:y:2017:i:c:p:50-63.

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34. The Lead Lag Relationship Between Spot and Futures Markets in the Energy Sector. (2017). Prince, Yolanda Gabriela ; Ha, Quang-An ; Chen, Jengchung Victor.
    In: International Journal of Energy Economics and Policy.
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35. EFFECTS OF CREDIT DEFAULT SWAPS (CDS) ON BIST-100 INDEX. (2016). Baar, Selim ; Eren, Murat.
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36. The reaction of sovereign CDS spread volatilities to news announcements. (2016). Chebbi, Tarek ; Bouzgarrou, Houssam.
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37. Global risk spillover and the predictability of sovereign CDS spread: International evidence. (2016). Lin, Hai ; Srivastava, Sasha ; Premachandra, Inguruwatte M ; Roberts, Helen.
    In: International Review of Economics & Finance.
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38. An analysis of euro area sovereign CDS and their relation with government bonds. (2016). Fontana, Alessandro ; Scheicher, Martin.
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39. Sovereign CDS spread determinants and spill-over effects during financial crisis: A panel VAR approach. (2016). Spyrou, Spyros ; Makrichoriti, Panagiota ; Galariotis, Emilios C.
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40. The Liquidity Effects of Official Bond Market Intervention. (2015). Pruitt, Seth ; Martin, Robert ; De Pooter, Michiel.
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41. Price cointegration between sovereign CDS and currency option markets in the financial crises of 2007–2013. (2015). Fong, Tom ; Hui, Cho-Hoi.
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42. Credit default swaps and the market for sovereign debt. (2015). Ismailescu, Iuliana ; Phillips, Blake.
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    RePEc:eee:jbfina:v:52:y:2015:i:c:p:43-61.

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43. Empirical dynamics of emerging financial markets during the global mortgage crisis. (2015). Aktug, Rahmi Erdem.
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44. The Relationship Between Bond Yields, CDS Spreads, and Credit Ratings of Eurozone Countries After the European Debt Crisis. (2015). Avdar, Mustafa.
    In: Journal of Finance Letters (Maliye ve Finans Yazıları).
    RePEc:acc:malfin:v:30:y:2015:i:104:p:145-165.

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45. Credit Default Swaps: A Survey. (2014). Augustin, Patrick ; Wang, Sarah Qian ; Subrahmanyam, Marti G. ; Tang, Dragon Yongjun.
    In: Foundations and Trends(R) in Finance.
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46. 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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47. CONVERTIBLE BOND PRICING MODELS. (2014). Batten, Jonathan ; Young, Martin R. ; Khaw, Karren Lee-Hwei.
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48. Tail dependence of financial stocks and CDS markets: Evidence using copula methods and simulation-based inference. (2013). Silva, Paulo ; Rebelo, Paulo Tomaz ; da Silva, Paulo Pereira ; Afonso, Cristina.
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49. Short-Term Determinants of the Idiosyncratic Sovereign Risk Premium: A Regime-Dependent Analysis for European Credit Default Swaps. (2013). Vašíček, Bořek ; Miao, Rong Hui ; Calice, Giovanni ; Sterba, Filip ; Vasicek, Borek .
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50. Intraday dynamics of euro area sovereign CDS and bonds. (2013). Hördahl, Peter ; Gyntelberg, Jacob ; Hordahl, Peter ; Ters, Kristyna ; Urban, Jorg.
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51. Sovereign Credit Default Swap Premia. (2012). Augustin, Patrick.
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52. Sovereign CDS and Bond Pricing Dynamics in the Euro-area. (2011). Portes, Richard ; Palladini, Giorgia .
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53. Sovereign CDS and Bond Pricing Dynamics in the Euro-area. (2011). Portes, Richard ; Palladini, Giorgia .
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