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Financial Contagion and the European Debt Crisis. (2011). Missio, Fabricio ; Watzka, Sebastian.
In: CESifo Working Paper Series.
RePEc:ces:ceswps:_3554.

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  1. Network structure, dynamic evolution and block characteristics of sovereign debt risk: The global evidence. (2024). Guo, Wenjing ; Zhou, Yuqin ; Song, Ziyu ; Liu, Yilong ; Wu, Shan.
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  2. Interconnectedness and systemic risk: Evidence from global stock markets. (2024). Çevik, Emrah ; Kilic, Yunus ; Dibooglu, Sel ; Bugan, Mehmet Fatih ; Terzioglu, Hande Caliskan ; Cevik, Emrah Ismail.
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  3. Extreme downside risk connectedness and portfolio hedging among the G10 currencies. (2024). Tiwari, Aviral ; Abakah, Emmanuel ; Mensi, Walid ; Brahim, Mariem ; Carlotti, Jean-Etienne ; Aikins, Emmanuel Joel.
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  4. Greek government‐debt crisis events and European financial markets: News surprises on Greek bond yields and inter‐relations of European financial markets. (2023). Wohar, Mark ; VORTELINOS, DIMITRIOS ; Katsiampa, Paraskevi ; Gkillas, Konstantinos.
    In: International Journal of Finance & Economics.
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  5. Sovereign bond and CDS market contagion: A story from the Eurozone crisis. (2023). Panagiotidis, Theodore ; Bampinas, Georgios ; Politsidis, Panagiotis N.
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  6. Sovereign bond and CDS market contagion: A story from the Eurozone crisis. (2023). Panagiotidis, Theodore ; Bampinas, Georgios ; Politsidis, Panagiotis.
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  7. Sovereign bond and CDS market contagion: A story from the Eurozone crisis. (2023). Panagiotidis, Theodore ; Bampinas, Georgios ; Politsidis, Panagiotis N.
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  8. Transmission of the Greek crisis on the sovereign debt markets in the euro area. (2022). Tahi, Sofiane ; Kchaou, Oussama ; Bellalah, Makram.
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  9. Contagion or decoupling? Evidence from emerging stock markets. (2022). Bonga-Bonga, Lumengo ; Ndiweni, Zinzile Lorna.
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  10. Financial market linkages and the sovereign debt crisis. (2022). Campos-Martins, Susana ; Amado, Cristina.
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  11. Is the COVID-19 pandemic more contagious for the Asian stock markets? A comparison with the Asian financial, the US subprime and the Eurozone debt crisis. (2022). Chopra, Monika ; Mehta, Chhavi.
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  12. Analysis of financial contagion in influential African stock markets. (2021). Aderajo, Oluwatosin Mary ; Olaniran, Oladotun Daniel.
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  13. The Spillover Effect on the CEE Equity Markets and the Financial Contagion in the Context of Financial Integration. (2021). Stamule, Simona ; Lolea, Iulian Cornel ; Com, Contactcbyahoo.
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  14. Uncertainty Due to Infectious Diseases and Stock–Bond Correlation. (2021). Siriopoulos, Costas ; Gkillas, Konstantinos ; Konstantatos, Christoforos.
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  15. EMU deepening and sovereign debt spreads: using political space to achieve policy space. (2021). Pérez, Javier ; Kataryniuk, Iván ; Mora-Bajen, Victor ; Perez, Javier J.
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  16. Sovereign bond and CDS market contagion: A story from the Eurozone crisis.. (2020). Politsidis, Panagiotis ; Panagiotidis, Theodore ; Bampinas, Georgios.
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  17. Alternative risk premia: contagion and portfolio choice. (2020). Scherer, Bernd.
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  18. Contagion risk in african sovereign debt markets: A spatial econometrics approach. (2020). Muteba Mwamba, John Weirstrass ; Manguzvane, Mathias.
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  19. A Time-Frequency Analysis of Sovereign Debt Contagion in Europe. (2019). Aguiar-Conraria, Luís ; Ojo, Mustapha Olalekan ; Soares, Maria Joana.
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  20. The Credit Default Swap market contagion during recent crises: international evidence. (2019). de Peretti, Christian ; Sabkha, Saker ; Hmaied, Dorra.
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  21. Impact of the Credit Rating Revision on the Eurozone Stock Markets. (2018). Trabelsi, Mohamed Ali ; Hmida, Salma.
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  22. Financial Market Contagion and the Sovereign Debt Crisis: A Smooth Transition Approach. (2018). Amado, Cristina ; Martins, Susana.
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  23. 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.
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  24. A Dynamic Correlation Analysis of Financial Contagion: Evidence from the Eurozone Stock Markets. (2017). Trabelsi, Mohamed Ali ; Hmida, Salma.
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  25. Correlation between Maltese and euro area sovereign bond yields. (2017). Ellul Dimech, Reuben.
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  26. Correlation between Maltese and euro area sovereign bond yields. (2017). Ellul Dimech, Reuben.
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  27. Behavioral Finance and Efficient Markets: What does the Euro Crisis Tell us?. (2017). Du, Wenti ; Bird, Graham ; Willett, Thomas.
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  28. The Credit Default Swap market contagion during recent crises: International evidence. (2017). Sabkha, Saker ; Hmaied, Dorra ; de Peretti, Christian.
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  29. Financial market contagion: selective review of reviews. (2017). Seth, Neha ; Sighania, Monica.
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  30. Contagion of the eurozone debt crisis. (2017). Samarakoon, Lalith P.
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  31. Contagion, volatility persistence and volatility spill-overs: The case of energy markets during the European financial crisis. (2017). Spyrou, Spyros ; Andriosopoulos, Kostas ; Galariotis, Emilios.
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  32. 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.
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  33. Unveiling investor-induced channels of financial contagion in the 2008 financial crisis using copulas. (2016). Martins, Luis ; Lagoa, Sergio ; Horta, Paulo.
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  34. The Contagion Effects on Real Economy: Emerging Markets during the Recent Crises. (2016). demiralay, sercan ; Gencer, Hatice Gaye.
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  37. Credit rating agency downgrades and the Eurozone sovereign debt crises. (2016). Stephan, Andreas ; Schäfer, Dorothea ; Baum, Christopher ; Schafer, Dorothea.
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  39. Determinants of sovereign bond yield spreads and contagion in the peripheral EU countries. (2016). Fenech, Jean-Pierre ; Brooks, Rob ; Silvapulle, Param ; Thomas, Alice.
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  40. No contagion from Russia toward global equity markets after the 2014 international sanctions. (2016). Nivorozhkin, Eugene ; Castagneto-Gissey, G.
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  41. Intraday dynamics of euro area sovereign credit risk contagion. (2016). Komarek, Lubos ; Ters, Kristyna.
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  42. Spillover in Euro Area Sovereign Bond Markets. (2015). Cronin, David ; Conefrey, Thomas.
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  43. Deciphering financial contagion in the euro area during the crisis. (2015). Waelti, Sébastien ; Tola, Albi ; Walti, Sebastien.
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    RePEc:eee:riibaf:v:58:y:2021:i:c:s0275531921000969.

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  3. VC - A Method For Estimating Time-Varying Coefficients in Linear Models. (2020). Schlicht, Ekkehart.
    In: IZA Discussion Papers.
    RePEc:iza:izadps:dp12920.

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  4. VC - A method for estimating time-varying coefficients in linear models. (2019). Schlicht, Ekkehart.
    In: Economics Discussion Papers.
    RePEc:zbw:ifwedp:201922.

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  5. An Exposure of Commercial Banks in the Terms of an Impact of Government Bondholding with the Context of Its Risks and Implications. (2019). Rozsa, Zoltan ; Gvozdiak, Vladimir ; Ashiqur, Rahman ; Chovancova, Bozena.
    In: Montenegrin Journal of Economics.
    RePEc:mje:mjejnl:v:15:y:2019:i:1:173-188.

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  6. VC - A Method For Estimating Time-Varying Coefficients in Linear Models. (2019). Schlicht, Ekkehart.
    In: Discussion Papers in Economics.
    RePEc:lmu:muenec:69765.

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  7. The Transparency of Credit Ratings – Reconstruction of Hungary’s Sovereign Rating. (2018). Szucs, Nora ; Hajnal, Gabor.
    In: Financial and Economic Review.
    RePEc:mnb:finrev:v:17:y:2018:i:3:p:29-56.

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  8. Who carried more credibility?: An analysis of the market responses to news from the Japanese government, the Japanese central bank and international credit rating agencies. (2018). Du, Wenti.
    In: Journal of Economics and Business.
    RePEc:eee:jebusi:v:98:y:2018:i:c:p:32-39.

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  9. Eurozone Debt Crisis and Regulation of Credit Rating Agencies. (2015). Zaidi, Deena.
    In: Global Credit Review (GCR).
    RePEc:wsi:gcrxxx:v:05:y:2015:i:01:n:s2010493615500087.

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  10. The financial crisis research: a bibliometric analysis. (2015). Chiang, Chun-Hao ; Hsu, Chien-Lung.
    In: Scientometrics.
    RePEc:spr:scient:v:105:y:2015:i:1:d:10.1007_s11192-015-1698-z.

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  11. On Origins and Implications of the Sovereign Debt Crisis in the Euro Area. (2015). Mirdala, Rajmund ; Ruakova, Anna.
    In: MPRA Paper.
    RePEc:pra:mprapa:68859.

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  12. Risk, ambiguity, and sovereign rating. (2015). Di Caro, Paolo.
    In: International Economics and Economic Policy.
    RePEc:kap:iecepo:v:12:y:2015:i:1:p:41-57.

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  13. Euro at risk: The impact of member countries credit risk on the stability of the common currency. (2015). Wolff, Christian ; Lehnert, Thorsten ; Jin, Xisong ; Bekkour, Lamia ; Rasmouki, Fanou .
    In: Journal of Empirical Finance.
    RePEc:eee:empfin:v:33:y:2015:i:c:p:67-83.

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  14. Rating the UK: the British governments sovereign credit ratings, 1976–8. (2015). Gill, David James.
    In: Economic History Review.
    RePEc:bla:ehsrev:v:68:y:2015:i:3:p:1016-1037.

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  15. Ratingagenturen - Fluch oder Segen? Eine kritische Bestandsaufnahme. (2014). Chiwitt, Ulrich .
    In: Arbeitspapiere der FOM.
    RePEc:zbw:fomarb:48.

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  16. Credit Default Swap (CDS) Spreads: The Analysis of Time Series for The Integration with The Interest Rates and The Growth in Turkish Economy. (2014). KARGI, Bilal.
    In: EconStor Open Access Articles and Book Chapters.
    RePEc:zbw:espost:98841.

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  17. Expectations and systemic risk in EMU government bond spreads. (2014). Piersanti, Giovanni ; Canofari, Paolo ; Giovanni, Piersanti ; Giancarlo, Marini .
    In: wp.comunite.
    RePEc:ter:wpaper:0113.

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  18. Expectations and Systemic Risk in EMU Government Bond Spreads. (2014). Piersanti, Giovanni ; Canofari, Paolo ; Marini, Giancarlo.
    In: LEAP Working Papers.
    RePEc:ris:sepewp:2014_001.

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  19. Risk, ambiguity and sovereign rating. (2014). Di Caro, Paolo.
    In: MPRA Paper.
    RePEc:pra:mprapa:60295.

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  20. Credit Default Swap (CDS) Spreads: The Analysis of Time Series for The Integration with The Interest Rates and The Growth in Turkish Economy. (2014). KARGI, Bilal.
    In: MPRA Paper.
    RePEc:pra:mprapa:57380.

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  21. Credit Default Swap (Cds) Spreads: The Analysis Of Time Series For The Interaction With The Interest Rates And The Growth In Turkish Economy. (2014). KARGI, Bilal.
    In: Montenegrin Journal of Economics.
    RePEc:mje:mjejnl:v:10:y:2014:i:1:p:59-66.

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  22. Doom-loops: The Role of Rating Agencies in the Euro Financial Crisis. (2014). Tavlas, George ; Hall, Stephen ; Gibson, Heather.
    In: Discussion Papers in Economics.
    RePEc:lec:leecon:14/16.

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  23. Stock Market Reactions to Sovereign Credit Rating Changes: Evidence from Four European Countries. (2014). Fatnassi, Ibrahim ; Hasnaoui, Habib.
    In: Working Papers.
    RePEc:ipg:wpaper:2014-111.

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  24. Credit Rating Agency Downgrades and the Eurozone Sovereign Debt Crises. (2014). Stephan, Andreas ; Schäfer, Dorothea ; Baum, Christopher ; Karpava, Margarita ; Schafer, Dorothea.
    In: Boston College Working Papers in Economics.
    RePEc:boc:bocoec:841.

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  25. Credit Ratings and Cross-Border Bond Market Spillovers. (2013). Zabel, Michael ; Boninghausen, Benjamin.
    In: VfS Annual Conference 2013 (Duesseldorf): Competition Policy and Regulation in a Global Economic Order.
    RePEc:zbw:vfsc13:79724.

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  26. Sovereign risk contagion in the Eurozone: A time-varying coefficient approach. (2013). Ludwig, Alexander.
    In: Dresden Discussion Paper Series in Economics.
    RePEc:zbw:tuddps:0213.

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  27. Functions and characteristics of corporate and sovereign CDS. (2013). Heidorn, Thomas ; Bannier, Christina ; Vogel, Heinz-Dieter.
    In: Frankfurt School - Working Paper Series.
    RePEc:zbw:fsfmwp:203.

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  28. Has political communication during the crisis impacted sovereign bond spreads in the euro area?. (2013). Sondermann, David ; Mohl, Philipp.
    In: Applied Economics Letters.
    RePEc:taf:apeclt:v:20:y:2013:i:1:p:48-61.

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  29. The Impact of Banking Regulation on the Economic Performance of EU Countries in 2007-2009. (2013). Sum, Katarzyna.
    In: Gospodarka Narodowa. The Polish Journal of Economics.
    RePEc:sgh:gosnar:y:2013:i:4:p:5-19.

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  30. Credit Ratings and Cross-Border Bond Market Spillovers. (2013). Zabel, Michael ; Boninghausen, Benjamin.
    In: MPRA Paper.
    RePEc:pra:mprapa:47390.

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  31. Asymmetry in Government Bond Returns. (2013). Nagakura, Daisuke ; Fujiwara, Ippei ; Korber, Lena Mareen .
    In: CAMA Working Papers.
    RePEc:een:camaaa:2013-12.

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  32. Do words matter? The impact of communication on the PIIGS CDS and bond yield spreads during Europes sovereign debt crisis. (2013). Buchel, Konstantin.
    In: European Journal of Political Economy.
    RePEc:eee:poleco:v:32:y:2013:i:c:p:412-431.

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  33. Fiscal space and sovereign risk pricing in a currency union. (2013). Qureshi, Mahvash ; Ostry, Jonathan ; Ghosh, Atish.
    In: Journal of International Money and Finance.
    RePEc:eee:jimfin:v:34:y:2013:i:c:p:131-163.

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  34. 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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  35. Rating agencies’ signals during the European sovereign debt crisis: Market impact and spillovers. (2013). ap Gwilym, Owain ; Alsakka, Rasha.
    In: Journal of Economic Behavior & Organization.
    RePEc:eee:jeborg:v:85:y:2013:i:c:p:144-162.

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  36. Asymmetry in government bond returns. (2013). Nagakura, Daisuke ; Boneva, Lena ; Fujiwara, Ippei ; Korber, Lena Mareen .
    In: Journal of Banking & Finance.
    RePEc:eee:jbfina:v:37:y:2013:i:8:p:3218-3226.

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  37. Credit Rating Agency Announcements and the Eurozone Sovereign Debt Crisis. (2013). Stephan, Andreas ; Schäfer, Dorothea ; Baum, Christopher ; Karpava, Margarita ; Schafer, Dorothea.
    In: Discussion Papers of DIW Berlin.
    RePEc:diw:diwwpp:dp1333.

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  38. Asymmetry in government bond returns. (2013). Nagakura, Daisuke ; Fujiwara, Ippei ; Korber, Lena Mareen ; Fuijwara, Ippei .
    In: AJRC Working Papers.
    RePEc:csg:ajrcwp:1301.

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  39. Asymmetry in government bond returns. (2013). Korber, Lena Mareen ; Fujiwara, Ippei ; Nagakura, Daisuke.
    In: AJRC Working Papers.
    RePEc:csg:ajrcwp:01.

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  40. THE RATING AGENCIES IN THE INTERNATIONAL POLITICAL ECONOMY. (2012). Roukanas, Spyros ; Kotios, Angelos ; GALANOS, GEORGE.
    In: Scientific Bulletin - Economic Sciences.
    RePEc:pts:journl:y:2012:i:1:p:3-15.

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  41. Do Economic Growth, Human Development and Political Stability favour sovereign Creditworthiness of a Country? A Cross Country Survey on Developed and Developing Countries. (2012). Bundala, Ntogwa.
    In: MPRA Paper.
    RePEc:pra:mprapa:47626.

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  42. “Measuring Sovereign Bond Spillover in Europe and the Impact of Rating News”. (2012). Vašíček, Bořek ; Claeys, Peter ; Vaicek, Borek .
    In: IREA Working Papers.
    RePEc:ira:wpaper:201219.

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  43. An Equilibrium Model of Credit Rating Agencies. (2012). Vigier, Adrien ; Natvik, Gisle ; Holden, Steinar ; Natvig, Gisle James .
    In: Memorandum.
    RePEc:hhs:osloec:2013_001.

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  44. A new country risk index for emerging markets: A stochastic dominance approach. (2012). Topaloglou, Nikolas ; Stengos, Thanasis ; Pinar, Mehmet ; Agliardi, Elettra.
    In: Journal of Empirical Finance.
    RePEc:eee:empfin:v:19:y:2012:i:5:p:741-761.

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  45. The Euro area sovereign debt crisis: safe haven, credit rating agencies and the spread of the fever from Greece, Ireland and Portugal. (2012). De Santis, Roberto.
    In: Working Paper Series.
    RePEc:ecb:ecbwps:20121419.

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  46. Contagion during the Greek Sovereign Debt Crisis. (2012). Mink, Mark ; de Haan, Jakob.
    In: Working Papers.
    RePEc:dnb:dnbwpp:335.

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  47. Euro at Risk: The Impact of Member Countries’ Credit Risk on the Stability of the Common Currency. (2012). Wolff, Christian ; Rasmouki, Fanou ; Lehnert, Thorsten ; Jin, Xisong ; bekkour, lamia.
    In: CEPR Discussion Papers.
    RePEc:cpr:ceprdp:9229.

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  48. Measuring Sovereign Bond Spillover in Europe and the Impact of Rating News. (2012). Vašíček, Bořek ; Claeys, Peter ; Vasicek, Borek .
    In: Working Papers.
    RePEc:cnb:wpaper:2012/07.

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  49. Financial Contagion and the European Debt Crisis. (2011). Missio, Fabricio ; Watzka, Sebastian.
    In: CESifo Working Paper Series.
    RePEc:ces:ceswps:_3554.

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  50. VC - A Method For Estimating Time-Varying Coefficients in Linear Models. (2006). Schlicht, Ekkehart.
    In: Discussion Papers in Economics.
    RePEc:lmu:muenec:61656.

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