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1. How connected is the global sovereign credit risk network?. (2020). Yilmaz, Kamil ; Bostanci, Gorkem.
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2. Interconnectedness and Contagion Analysis: A Practical Framework. (2019). Xu, TengTeng ; Bricco ('Gieck'), Jana.
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3. The European sovereign debt crisis: What have we learned?. (2017). Stefanova, Denitsa ; Lehnert, Thorsten ; Kräussl, Roman ; Kraussl, Roman.
   In: CFS Working Paper Series.
   RePEc:zbw:cfswop:567.

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4. Discount rate or cash flow contagion? Evidence from the recent financial crises. (2017). Jiang, Junhua.
   In: Research in International Business and Finance.
   RePEc:eee:riibaf:v:39:y:2017:i:pa:p:315-326.

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5. The impact of the European sovereign debt crisis on banks stocks. Some evidence of shift contagion in Europe. (2017). Allegret, Jean-Pierre ; Rharrabti, Houda ; Raymond, Helene.
   In: Journal of Banking & Finance.
   RePEc:eee:jbfina:v:74:y:2017:i:c:p:24-37.

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6. The equity-like behaviour of sovereign bonds. (2017). Varotto, Simone ; Dufour, Alfonso ; Stancu, Andrei.
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   RePEc:eee:intfin:v:48:y:2017:i:c:p:25-46.

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7. Bank-sovereign contagion in the Eurozone: A panel VAR Approach. (2017). Moratis, George ; Georgoutsos, Dimitris.
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   RePEc:eee:intfin:v:48:y:2017:i:c:p:146-159.

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8. Sovereign bond markets and financial volatility dynamics: Panel-GARCH evidence for six euro area countries. (2017). Cermeo, Rodolfo ; Ribeiro, Pedro Pires ; Curto, Jose Dias.
   In: Finance Research Letters.
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9. Oil shocks and stock markets: Dynamic connectedness under the prism of recent geopolitical and economic unrest. (2017). Filis, George ; Chatziantoniou, Ioannis ; Antonakakis, Nikolaos.
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10. Cyclical properties of supply-side and demand-side shocks in oil-based commodity markets. (2017). Krehlik, Tomas ; Baruník, Jozef ; Kehlik, Toma ; Barunik, Jozef.
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11. Dealing with dealers: sovereign CDS comovements. (2017). Rodriguez-Moreno, Maria ; Mayordomo, Sergio ; Anton, Miguel.
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12. Relation between regional uncertainty spillovers in the global banking system. (2017). Aste, Tomaso ; Tungsong, Sachapon ; Caccioli, Fabio.
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13. Cyclical properties of supply-side and demand-side shocks in oil-based commodity markets. (2017). Krehlik, Tomas ; Baruník, Jozef.
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14. The Bank-Sovereign Nexus: Evidence from a non-Bailout Episode. (2017). Santucci de Magistris, Paolo ; Ravazzolo, Francesco ; Natvik, Gisle ; Caporin, Massimiliano.
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15. Systemic risk spillovers in the European banking and sovereign network. (2016). Schienle, Melanie ; Peltonen, Tuomas ; Hautsch, Nikolaus ; Betz, Frank.
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16. Spillover effects of credit default risk in the euro area and the effects on the euro: A GVAR approach. (2016). Bettendorf, Timo.
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17. Score-Driven Systemic Risk Signaling for European Sovereign Bond Yields and CDS Spreads. (2016). Siegmann, Arjen ; Lucas, Andre ; Lange, Rutger-Jan.
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18. “Debt-growth linkages in EMU across countries and time horizons”. (2016). Sosvilla-Rivero, Simon ; Gómez-Puig, Marta ; Gomez-Puig, Marta.
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19. The behaviour of sovereign CDS and government bond in the Euro zone crisis. (2016). Ito, Takayasu.
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20. The Impact of the Eurozone Crisis on European Banks Stocks Contagion or Interdependence?. (2016). Allegret, Jean-Pierre ; Rharrabti, Houda ; Raymond, Helene.
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21. The impact and the spillover effect of a sovereign rating announcement on the euro area CDS market. (2016). Gallo, Raffaele ; Drago, Danilo.
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22. Sovereign-bank linkages: Quantifying directional intensity of risk transfers in EMU countries. (2016). Sosvilla-Rivero, Simon ; Singh, Manish ; Gómez-Puig, Marta ; Gomez-Puig, Marta.
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23. Liquidity risk contagion in the interbank market. (2016). Urquhart, Andrew ; Eross, Andrea ; Wolfe, Simon.
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24. Using connectedness analysis to assess financial stress transmission in EMU sovereign bond market volatility. (2016). Sosvilla-Rivero, Simon ; Gómez-Puig, Marta ; Gomez-Puig, Marta ; Fernandez-Rodriguez, Fernando.
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25. Systemic risk spillovers in the European banking and sovereign network. (2016). Schienle, Melanie ; Peltonen, Tuomas ; Hautsch, Nikolaus ; Betz, Frank.
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28. Exposing volatility spillovers: A comparative analysis based on vector autoregressive models. (2016). Philippas, Dionisis ; Dragomirescu-Gaina, Catalin.
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29. Bank fragility and contagion: Evidence from the bank CDS market. (2016). Casu, Barbara ; Ballester, Laura ; Gonzalez-Urteaga, Ana.
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30. The European sovereign debt crisis: What have we learned?. (2016). Stefanova, Denitsa ; Lehnert, Thorsten ; Kräussl, Roman ; Kraussl, Roman.
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31. Credit risk spillover between financials and sovereigns in the euro area during 2007-2015. (2016). Vergote, Olivier.
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32. Banks and Sovereign Risk: A Granular View. (2015). Ohls, Jana ; Koetter, Michael ; Buch, Claudia.
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33. EUROPEAN EQUITY MARKET RETURN, VOLATILITY AND LIQUIDITY SPILLOVER DYNAMICS DURING THE EUROZONE DEBT CRISIS. (2015). Dumitrescu, Sorin.
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34. Dynamic Spillovers between Oil and Stock Markets: New Approaches at Spillover Index. (2015). Lee, Yen-Hsien ; Huang, Ya-Ling ; Liao, Ting-Huei.
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35. “Financial stress transmission in EMU sovereign bond market volatility: a connectedness analysis”. (2015). Sosvilla-Rivero, Simon ; Gómez-Puig, Marta ; Gomez-Puig, Marta ; Fernandez-Rodriguez, Fernando.
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36. “Sovereigns and banks in the euro area: a tale of two crises”. (2015). Sosvilla-Rivero, Simon ; Singh, Manish ; Gómez-Puig, Marta ; Gomez-Puig, Marta.
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37. 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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38. Volatility spillovers in EMU sovereign bond markets. (2015). Sosvilla-Rivero, Simon ; Gómez-Puig, Marta ; Gomez-Puig, Marta ; Fernandez-Rodriguez, Fernando.
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39. ECB policy and Eurozone fragility: Was De Grauwe right?. (2015). Fuertes, Ana-Maria ; Saka, Orkun ; Kalotychou, Elena.
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40. Reverse spillover: Evidence during emerging market financial turmoil in 2013–2014. (2015). Suh, Hyunduk ; Kang, Hyunju.
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41. Financial stress transmission in EMU sovereign bond market volatility: A connectedness analysis. (2015). Sosvilla-Rivero, Simon ; Gómez-Puig, Marta ; Gomez-Puig, Marta ; Fernandez-Rodriguez, Fernando.
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42. Systemic risk spillovers in the European banking and sovereign network. (2014). Peltonen, Tuomas ; Hautsch, Nikolaus ; Schienle, Melanie ; Betz, Frank.
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43. Credit Default Swaps: A Survey. (2014). Augustin, Patrick ; Wang, Sarah Qian ; Subrahmanyam, Marti G. ; Tang, Dragon Yongjun.
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44. ECB Policy and Eurozone Fragility: Was De Grauwe Right?. (2014). Fuertes, Ana-Maria ; Saka, Orkun ; Kalotychou, Elena.
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45. The impact of the global and eurozone crises on European banks stocks Some evidence of shift contagion. (2014). rharrabti, houda ; Allegret, Jean-Pierre.
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46. Spillovers and contagion in the sovereign CDS market. (2013). Adam, Micha.
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47. The pricing of sovereign risk and contagion during the European sovereign debt crisis. (2013). Fratzscher, Marcel ; Beirne, John.
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48. Measuring contagion potential among sovereigns and banks using a mixed-cross-section GVAR. (2013). Kok, Christoffer ; Gross, Marco ; Sorensen, Christoffer Kok.
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