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2. A novel high‐frequency indicator of financial integration for monitoring the impact of COVID-19. (2023). Mongelli, Francesco ; Kochanska, Urszula ; Borgioli, Stefano ; Zito, Alessandro.
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3. Asset purchases and sovereign risk premia in the euro area during the pandemic. (2022). Hudecz, Gergely.
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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.
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5. Dispelling the shadow of fiscal dominance? Fiscal and monetary announcement effects for euro area sovereign spreads in the corona pandemic. (2022). Nover, Justus ; Heinemann, Friedrich ; Helbig, Samuel ; Havlik, Annika.
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6. Expertise économique et politique publique : examen critique des propositions sur la dette liée à la pandémie. (2021). Delatte, Anne-Laure ; Lemoine, Benjamin.
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7. Pandemic Economics. (2021). , Peter.
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8. Financing firms in hibernation during the COVID-19 pandemic. (2021). Schmukler, Sergio ; Larrain, Mauricio ; Huneeus, Federico ; Didier, Tatiana.
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9. Reactions of euro area government yields to Covid-19 related policy measure announcements by the European Commission and the European Central Bank. (2021). Fendel, Ralf ; Zimmermann, Lilli ; Neugebauer, Frederik.
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10. COVID-induced sovereign risk in the euro area: When did the ECB stop the spread?. (2021). Tripier, Fabien ; Ortmans, Aymeric.
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11. COVID-Induced Sovereign Risk in the Euro Area: When Did the ECB Stop the Contagion?. (2020). Tripier, Fabien ; Ortmans, Aymeric.
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1. AUSTERITY AND BANKING: THE IMPACT OF FISCAL CONSOLIDATION ON BANK EFFICIENCY AND STABILITY. (2025). Jalles, Joao ; Teixeira, Andr.
   In: Working Papers REM.
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2. Green Bond Yield Determinants in Indonesia: The Moderating Role of Bond Ratings. (2025). Endri, Endri ; Kurniasih, Augustina ; Utami, Wiwik ; Wahyuningsih, Mutia.
   In: JRFM.
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3. Asymmetric sovereign risk: Implications for climate change preparation. (2025). Valencia, Oscar ; Uribe, Jorge ; Gomez-Gonzalez, Jose.
   In: World Development.
   RePEc:eee:wdevel:v:188:y:2025:i:c:s0305750x24003796.

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4. Sovereign debt cost and economic complexity. (2025). Valencia, Oscar ; Uribe, Jorge ; Gomez-Gonzalez, Jose.
   In: Journal of International Financial Markets, Institutions and Money.
   RePEc:eee:intfin:v:99:y:2025:i:c:s1042443125000113.

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5. The paradox of macroprudential policy and sovereign risk. (2025). Afonso, Antonio ; Teixeira, Andr.
   In: Journal of Financial Stability.
   RePEc:eee:finsta:v:78:y:2025:i:c:s1572308925000403.

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6. Quantifying sovereign risk in the euro area. (2024). Sosvilla-Rivero, Simon ; Gómez-Puig, Marta ; Gomez-Puig, Marta ; Singh, Manish K.
   In: IREA Working Papers.
   RePEc:ira:wpaper:202403.

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7. Asymmetric Sovereign Risk: Implications for Climate Change Preparation. (2024). Valencia, Oscar ; Uribe, Jorge ; Gomez-Gonzalez, Jose.
   In: IREA Working Papers.
   RePEc:ira:wpaper:202401.

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8. Asymmetric Sovereign Risk: Implications for Climate Change Preparation. (2024). Valencia, Oscar ; Uribe, Jorge ; Gomez-Gonzalez, Jose.
   In: IDB Publications (Working Papers).
   RePEc:idb:brikps:13447.

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9. Sovereign Risk and Economic Complexity. (2024). Valencia, Oscar ; Uribe, Jorge ; Gomez-Gonzalez, Jose.
   In: IDB Publications (Working Papers).
   RePEc:idb:brikps:13393.

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10. When Fiscal Discipline meets Macroeconomic Stability: the Euro-stability Bond. (2023). Raggi, Davide ; Greco, Luciano ; Pintus, Francesco J.
    In: Working Papers.
    RePEc:ven:wpaper:2023:11.

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11. When Fiscal Discipline meets Macroeconomic Stability: the Euro-stability Bond. (2023). Raggi, Davide ; Greco, Luciano ; Pintus, Francesco Jacopo.
    In: Marco Fanno Working Papers.
    RePEc:pad:wpaper:0300.

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12. Bank Regulation and Sovereign Risk: A Paradox. (2023). Teixeira, André ; Afonso, Antonio.
    In: Working Papers REM.
    RePEc:ise:remwps:wp02722023.

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13. Sovereign Risk and Economic Complexity: Machine Learning Insights on Causality and Prediction. (2023). Valencia, Oscar ; Uribe, Jorge ; Gomez-Gonzalez, Jose.
    In: IREA Working Papers.
    RePEc:ira:wpaper:202315.

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14. Dynamic connectedness between credit and liquidity risks in euro area sovereign debt markets. (2023). Sosvilla-Rivero, Simon ; Gómez-Puig, Marta ; Pieterse-Bloem, Mary ; Gomez-Puig, Marta.
    In: Journal of Multinational Financial Management.
    RePEc:eee:mulfin:v:68:y:2023:i:c:s1042444x23000191.

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15. Eurozone government bond spreads: A tale of different ECB policy regimes. (2023). , Sylvester ; Pieterse-Bloem, Mary.
    In: Journal of International Money and Finance.
    RePEc:eee:jimfin:v:139:y:2023:i:c:s0261560623001663.

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16. On the predictability of bonds. (2023). Verner, Robert ; Tka, Michal.
    In: Finance Research Letters.
    RePEc:eee:finlet:v:57:y:2023:i:c:s1544612323005536.

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17. Bank Regulation and Sovereign Risk: A Paradox. (2023). Teixeira, André ; Afonso, Antonio.
    In: CESifo Working Paper Series.
    RePEc:ces:ceswps:_10434.

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18. A threshold model for the spread. (2023). Hatzinikolaou, Dimitris ; Georgios, Sarigiannidis ; Dimitris, Hatzinikolaou.
    In: Studies in Nonlinear Dynamics & Econometrics.
    RePEc:bpj:sndecm:v:27:y:2023:i:1:p:67-82:n:7.

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19. The determinants of sovereign risk premiums in the UK and the European government bond market: the impact of Brexit. (2022). Kadiric, Samir.
    In: International Economics and Economic Policy.
    RePEc:kap:iecepo:v:19:y:2022:i:2:d:10.1007_s10368-022-00535-8.

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20. Dynamic connectedness between credit and liquidity risks in EMU sovereign debt markets.. (2022). Sosvilla-Rivero, Simon ; Gómez-Puig, Marta ; Pieterse-Bloem, Mary ; Gomez-Puig, Marta.
    In: IREA Working Papers.
    RePEc:ira:wpaper:202217.

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21. How have the European central bank’s monetary policies been affecting financial markets in CEE-3 countries?. (2021). Grabowski, Wojciech ; Stawasz-Grabowska, Ewa.
    In: Eurasian Economic Review.
    RePEc:spr:eurase:v:11:y:2021:i:1:d:10.1007_s40822-020-00160-3.

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

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23. 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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24. 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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25. Quantifying sovereign risk in the euro area. (2021). Sosvilla-Rivero, Simon ; Singh, Manish ; Gómez-Puig, Marta ; Gomez-Puig, Marta.
    In: Economic Modelling.
    RePEc:eee:ecmode:v:95:y:2021:i:c:p:76-96.

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26. Combining negative rates, forward guidance and asset purchases: identification and impacts of the ECB’s unconventional policies. (2021). Lemke, Wolfgang ; Altavilla, Carlo ; Motto, Roberto ; Rostagno, Massimo ; Carboni, Giacomo ; Guilhem, Arthur Saint.
    In: Working Paper Series.
    RePEc:ecb:ecbwps:20212564.

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27. The Impact of the Introduction of Uniform European Collective Action Clauses on European Government Bonds as a Regulatory Result of the European Sovereign Debt Crisis. (2020). Layher, Nicoletta ; Samunderu, Eyden.
    In: JRFM.
    RePEc:gam:jjrfmx:v:14:y:2020:i:1:p:1-:d:466569.

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28. The Driving Factors of EMU Government Bond Yields: The Role of Debt, Liquidity and Fiscal Councils. (2020). Pappas, Anastasios ; Kostakis, Ioannis.
    In: IJFS.
    RePEc:gam:jijfss:v:8:y:2020:i:3:p:53-:d:407343.

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29. The effects of macroeconomic, fiscal and monetary policy announcements on sovereign bond spreads. (2020). Jalles, Joao ; Afonso, Antonio ; Kazemi, Mina.
    In: International Review of Law and Economics.
    RePEc:eee:irlaec:v:63:y:2020:i:c:s014481882030137x.

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30. Covid 19: a new challenge for the EMU. (2020). Delatte, Anne-Laure ; Guillaume, Alexis.
    In: CEPR Discussion Papers.
    RePEc:cpr:ceprdp:14848.

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31. COVID-Induced Sovereign Risk in the Euro Area: When Did the ECB Stop the Contagion?. (2020). Tripier, Fabien ; Ortmans, Aymeric.
    In: Working Papers.
    RePEc:cii:cepidt:2020-11.

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32. Covid 19: a new challenge for the EMU. (2020). Delatte, Anne-Laure ; Guillaume, Alexis.
    In: Working Papers.
    RePEc:cii:cepidt:2020-08.

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33. Sovereign Debt Crisis in Portugal and Spain. (2020). Afonso, Antonio ; Verdial, Nuno.
    In: EconPol Working Paper.
    RePEc:ces:econwp:_40.

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34. 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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35. The Effects of Macroeconomic, Fiscal and Monetary Policy Announcements on Sovereign Bond Spreads: An Event Study from the EMU. (2019). Jalles, Joao ; Afonso, Antonio ; Kazemi, Mina.
    In: Working Papers REM.
    RePEc:ise:remwps:wp0672019.

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36. Sovereign debt crisis in Portugal and in Spain. (2019). Verdial, Nuno ; Afonso, Antonio.
    In: Working Papers REM.
    RePEc:ise:remwps:wp01122019.

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37. 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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38. Financial development, government bond returns, and stability: International evidence. (2019). Piljak, Vanja ; Nguyen, Duc Khuong ; Boubaker, Sabri ; Savvides, Andreas.
    In: Journal of International Financial Markets, Institutions and Money.
    RePEc:eee:intfin:v:61:y:2019:i:c:p:81-96.

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39. The effects of macroeconomic, fiscal and monetary policy announcements on sovereign bond spreads: an event study from the EMU. (2019). Jalles, Joao ; Afonso, Antonio ; Kazemi, Mina.
    In: EconPol Working Paper.
    RePEc:ces:econwp:_22.

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40. Financial Development, Government Bond Returns, and Stability: International Evidence. (2018). Savvides, Andreas ; Piljak, Vanja ; Nguyen, Duc Khuong ; Boubaker, Sabri.
    In: Working Papers.
    RePEc:ipg:wpaper:2018-007.

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