1. Asymmetric spillover effects in energy markets. (2024). Wohar, Mark ; Tiwari, Aviral ; doğan, buhari ; Adekoya, Oluwasegun B ; Aikins, Emmanuel Joel ; Doan, Buhari.
   In: International Review of Economics & Finance.
   RePEc:eee:reveco:v:92:y:2024:i:c:p:470-502.

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2. Cross-border Italian sovereign risk transmission in EMU countries. (2023). Capasso, Salvatore ; Napolitano, Oreste ; D'Uva, Marcella ; Fiorelli, Cristiana.
   In: Economic Modelling.
   RePEc:eee:ecmode:v:126:y:2023:i:c:s0264999323002365.

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3. Stock market dynamics and the relative importance of domestic, foreign, and common shocks. (2022). Horn, Wolfram ; Ademmer, Martin ; Quast, Josefine.
   In: International Journal of Finance & Economics.
   RePEc:wly:ijfiec:v:27:y:2022:i:4:p:3911-3923.

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4. An Empirical Assessment of the Contagion Determinants in the Euro Area in a Period of Sovereign Debt Risk. (2022). Sica, Edgardo ; Pacelli, Vincenzo ; Altinba, Hazar.
   In: Italian Economic Journal: A Continuation of Rivista Italiana degli Economisti and Giornale degli Economisti.
   RePEc:spr:italej:v:8:y:2022:i:2:d:10.1007_s40797-021-00147-2.

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5. Spatial contagion between financial markets: new evidence of asymmetric measures. (2022). Ftiti, Zied ; Miled, Wafa ; Sahut, Jean-Michel.
   In: Annals of Operations Research.
   RePEc:spr:annopr:v:313:y:2022:i:2:d:10.1007_s10479-021-04223-9.

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6. Switching connectedness between real estate investment trusts, oil, and gold markets. (2022). Ugolini, Andrea ; Reboredo, Juan ; Vo, Xuan Vinh ; Mensi, Walid.
   In: Finance Research Letters.
   RePEc:eee:finlet:v:49:y:2022:i:c:s1544612322003361.

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7. CROSS‐SECTIONAL DEPENDENCE AND SPILLOVERS IN SPACE AND TIME: WHERE SPATIAL ECONOMETRICS AND GLOBAL VAR MODELS MEET. (2021). Elhorst, J.Paul ; Gross, Marco ; Tereanu, Eugen.
   In: Journal of Economic Surveys.
   RePEc:bla:jecsur:v:35:y:2021:i:1:p:192-226.

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8. Analyzing credit risk transmission to the nonfinancial sector in Europe: A network approach. (2020). Siklos, Pierre ; Gross, Christian.
   In: Journal of Applied Econometrics.
   RePEc:wly:japmet:v:35:y:2020:i:1:p:61-81.

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9. Are Corporate Bond Defaults Contagious across Sectors?. (2020). Ellis, Colin.
   In: IJFS.
   RePEc:gam:jijfss:v:8:y:2020:i:1:p:1-:d:305922.

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10. Interdependence or contagion: A model switching approach with a focus on Latin America. (2020). Davidson, Sharada.
    In: Economic Modelling.
    RePEc:eee:ecmode:v:85:y:2020:i:c:p:166-197.

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11. Analyzing credit risk transmission to the non-financial sector in Europe: a network approach. (2019). Gross, Christian.
    In: VfS Annual Conference 2019 (Leipzig): 30 Years after the Fall of the Berlin Wall - Democracy and Market Economy.
    RePEc:zbw:vfsc19:203645.

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12. Modelación de la correlación condicional para el mercado bursátil colombiano: una aplicación de DCC – MGARCH. (2019). Sandoval Paucar, Giovanny.
    In: MPRA Paper.
    RePEc:pra:mprapa:92534.

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13. Analyzing credit risk transmission to the non-financial sector in Europe: A network approach. (2019). Siklos, Pierre ; Gross, Christian.
    In: CAMA Working Papers.
    RePEc:een:camaaa:2019-43.

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14. Comovement and disintegration of EU sovereign bond markets during the crisis. (2019). Vacha, Lukas ; Baxa, Jaromir ; Molik, Filip.
    In: International Review of Economics & Finance.
    RePEc:eee:reveco:v:64:y:2019:i:c:p:541-556.

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15. The impact of trade intensity and Market characteristics on asymmetric volatility, spillovers and asymmetric spillovers: Evidence from the response of international stock markets to US shocks. (2019). Newaz, Mohammad Khaleq ; Park, Jin Suk.
    In: The Quarterly Review of Economics and Finance.
    RePEc:eee:quaeco:v:71:y:2019:i:c:p:79-94.

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16. Cross-asset contagion in the financial crisis: A Bayesian time-varying parameter approach. (2019). Pedio, Manuela ; Hansen, Erwin ; Guidolin, Massimo.
    In: Journal of Financial Markets.
    RePEc:eee:finmar:v:45:y:2019:i:c:p:83-114.

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17. Good and bad volatility spillovers: An asymmetric connectedness. (2019). BenSaïda, Ahmed ; Bensaida, Ahmed.
    In: Journal of Financial Markets.
    RePEc:eee:finmar:v:43:y:2019:i:c:p:78-95.

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18. The role of contagion in the transmission of financial stress. (2018). Herculano, Miguel C.
    In: ESRB Working Paper Series.
    RePEc:srk:srkwps:201881.

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19. Analyzing credit risk transmission to the non-financial sector in Europe: a network approach. (2018). Siklos, Pierre ; Gross, Christian.
    In: ESRB Working Paper Series.
    RePEc:srk:srkwps:201878.

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20. CONTAGIO FINANCIERO: UNA BREVE REVISIÓN DE LITERATURA. (2018). Sandoval Paucar, Giovanny.
    In: MPRA Paper.
    RePEc:pra:mprapa:89554.

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21. Volatility spillover shifts in global financial markets. (2018). BenSaïda, Ahmed ; Abdallah, Oussama ; Litimi, Houda ; Bensaida, Ahmed.
    In: Economic Modelling.
    RePEc:eee:ecmode:v:73:y:2018:i:c:p:343-353.

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22. Analyzing Credit Risk Transmission to the Non-Financial Sector in Europe: A Network Approach. (2018). Siklos, Pierre ; Gross, Christian.
    In: CQE Working Papers.
    RePEc:cqe:wpaper:7218.

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23. Funding Constraints and Market Illiquidity in the European Treasury Bond Market. (2018). Moinas, Sophie ; Nguyen, Minh ; Valente, Giorgio.
    In: EconPol Working Paper.
    RePEc:ces:econwp:_13.

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24. Funding Constraints and Market Illiquidity in the European Treasury Bond Market. (2017). Moinas, Sophie ; Nguyen, Minh ; Valentex, Giorgio .
    In: TSE Working Papers.
    RePEc:tse:wpaper:31753.

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25. Three essays on uncertainty: real and financial effects of uncertainty shocks. (2017). Lee, Seohyun.
    In: MPRA Paper.
    RePEc:pra:mprapa:83617.

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1. Measuring connectedness of euro area sovereign risk. (2019). Schienle, Melanie ; Buse, Rebekka.
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2. Brexit and CDS spillovers across UK and Europe. (2019). Selmi, Refk ; bouoiyour, jamal.
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3. Brexit and CDS spillovers across UK and Europe. (2018). .
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4. Contagion, spillover and interdependence. (2016). Rigobon, Roberto.
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5. Contagion, spillover and interdependence. (2016). Rigobon, Roberto.
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6. Intraday dynamics of euro area sovereign credit risk contagion. (2016). Komarek, Lubos ; Ters, Kristyna.
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7. Measuring Connectedness of Euro Area Sovereign Risk. (2015). Schienle, Melanie ; Gatjen, Rebekka.
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8. Measuring Contagion-Induced Funding Liquidity Risk in Sovereign Debt Markets. (2015). Fong, Tom ; Zheng, Xiao-Fen ; Hui, Cho-Hoi ; Lo, Chi-Fai.
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9. 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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10. “Causality and Contagion in EMU Sovereign Debt Markets”. (2014). Sosvilla-Rivero, Simon ; Gómez-Puig, Marta ; Gomez-Puig, Marta.
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11. “EMU sovereign debt market crisis: Fundamentals-based or pure contagion?”. (2014). Sosvilla-Rivero, Simon ; Gómez-Puig, Marta ; Gomez-Puig, Marta.
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12. Safe Havens, Feedback Loops, and Shock Propagation in Global Asset Prices. (2014). Wolski, Marcin ; Ohnsorge, Franziska ; Zhang, Yuanyan S.
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13. Factors generating and transmitting the financial crisis: The role of incentives: securitization and contagion. (2014). Gabbi, Giampaolo ; Vercelli, Alessandro ; Kalbaska, Alesia.
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14. The dynamics of spillover effects during the European sovereign debt turmoil. (2014). Beyer, Andreas ; Alter, Adrian.
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15. The impact of the global and eurozone crises on European banks stocks Some evidence of shift contagion. (2014). rharrabti, houda ; Allegret, Jean-Pierre.
    In: EconomiX Working Papers.
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16. Causality and contagion in EMU sovereign debt markets. (2014). Sosvilla-Rivero, Simon ; Gómez-Puig, Marta ; Gomez-Puig, Marta.
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17. Crunch Time: Fiscal Crises and the Role of Monetary Policy. (2013). Mishkin, Frederic ; Hamilton, James ; Hooper, Peter ; Greenlaw, David.
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18. A new approach of contagion based on smooth transition conditional correlation GARCH models: An empirical application to the Greek crisis. (2013). Audige, Henri.
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19. Equity and CDS sector indices: Dynamic models and risk hedging. (2013). Caporin, Massimiliano.
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20. The dynamics of spillover effects during the European sovereign debt crisis. (2013). Beyer, Andreas ; Alter, Adrian.
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21. A new approach of contagion based on smooth transition conditional correlation GARCH models: An empirical application to the Greek crisis. (2013). Audigé, Henri ; Audige, Henri.
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22. The dynamics of spillover effects during the European sovereign debt turmoil. (2012). Beyer, Andreas ; Alter, Adrian.
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23. Bank/sovereign Risk Spillovers in the European Debt Crisis. (2012). Schepens, Glenn ; de Bruyckere, V ; Gerhardt, M.
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24. Bank/sovereign risk spillovers in the European debt crisis. (2012). Vander Vennet, Rudi ; Schepens, Glenn ; DE BRUYCKERE, V. ; GERHARDT, M..
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25. Deciphering financial contagion in the euro area during the crisis. (2012). Waelti, Sébastien ; Tola, Albi ; Walti, Sebastien.
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26. Bank/sovereign risk spillovers in the European debt crisis. (2012). Vander Vennet, Rudi ; Schepens, Glenn ; de Bruyckere, Valerie ; Gerhardt, Maria.
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27. Measuring Sovereign Bond Spillover in Europe and the Impact of Rating News. (2012). Vašíček, Bořek ; Claeys, Peter ; Vasicek, Borek .
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28. Regulatory reform : integrating paradigms. (2009). Ize, Alain ; de la Torre, Augusto.
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29. The dog that did not bark: Insider trading and crashes. (2007). Marin, Jose ; Olivier, Jacques.
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30. The Dog that Did Not Bark: Insider Trading and Crashes. (2007). Marin, Jose ; Olivier, Jacques.
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31. The dog that did not bark: Insider trading and crashes. (2006). Marin, Jose ; Olivier, Jacques.
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32. Portfolio Credit Risk and Macroeconomic Shocks: Applications to Stress Testing Under Data-Restricted Environments. (2006). Segoviano, Miguel A.
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33. Default, Credit Growth, and Asset Prices. (2006). Hofmann, Boris ; Segoviano, Miguel A ; C. A. E. Goodhart, .
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34. Pourquoi la politique monétaire ne réagit-elle pas aux prix d’actifs ?. (2003). Artus, Patrick.
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35. Banking, Financial Integration, and International Crises: An Overview. (2002). Hernandez, Le onardo ; Schmidt-Hebbel, Klaus.
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