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2. 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.
   In: Research in International Business and Finance.
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3. Oil shocks and financial stability in MENA countries. (2024). Sousa, Ricardo ; Sohag, Kazi ; Elsayed, Ahmed.
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   RePEc:eee:jrpoli:v:89:y:2024:i:c:s0301420724000205.

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4. What Drives Credit Spreads of Oil Companies? Evidence from the Upstream, Integrated and Downstream Industries. (2023). Yu, Xiao ; Cottrell, Simon ; Delpachitra, Sarath ; Ha, Quan Tran ; Jiang, Ping ; Ma, Yihong.
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5. The impacts of oil price volatility on financial stress: Is the COVID-19 period different?. (2023). GUPTA, RANGAN ; Sheng, Xin ; Kim, Won Joong ; Ji, Qiang.
   In: International Review of Economics & Finance.
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6. Systemwide directional connectedness from Crude Oil to sovereign credit risk. (2023). Singh, Vipul Kumar ; Bajaj, Vimmy ; Kumar, Pawan.
   In: Journal of Commodity Markets.
   RePEc:eee:jocoma:v:30:y:2023:i:c:s2405851322000290.

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7. Speculation or actual demand? The return spillover effect between stock and commodity markets. (2023). Gao, Tianshu ; Wang, Shu ; Zhou, Baicheng.
   In: Journal of Commodity Markets.
   RePEc:eee:jocoma:v:29:y:2023:i:c:s2405851322000654.

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8. What Drives Credit Spreads of Oil Companies? Evidence from the Upstream, Integrated and Downstream Industries. (2023). Yihong, Simon Cottrell ; Ha, Quan Tran.
   In: The Energy Journal.
   RePEc:aen:journl:ej44-5-delpachitra.

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9. Network Topology of Dynamic Credit Default Swap Curves of Energy Firms and the Role of Oil Shocks. (2022). Shahzad, Syed Jawad Hussain ; Hussain, Syed Jawad ; Bouri, Elie.
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10. Dynamic spillovers between the term structure of interest rates, bitcoin, and safe-haven currencies. (2021). Umar, Zaghum ; Vo, Xuan Vinh ; Aharon, David Y.
    In: Financial Innovation.
    RePEc:spr:fininn:v:7:y:2021:i:1:d:10.1186_s40854-021-00274-w.

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11. A Survey of Hedge and Safe Havens Assets against G-7 Stock Markets before and during the COVID-19 Pandemic. (2021). Ozdemir, Zeynel.
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12. Risk spillover from crude oil prices to GCC stock market returns: New evidence during the COVID-19 outbreak. (2021). Al-Fayoumi, Nedal ; Abuzayed, Bana.
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    RePEc:eee:ecofin:v:58:y:2021:i:c:s1062940821000978.

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13. Common Determinants of Credit Default Swap Premia in the North American Oil and Gas Industry. A Panel BMA Approach. (2020). Szafranek, Karol ; Szafrański, Grzegorz ; Woko, Zuzanna ; Kwas, Marek ; Szafraski, Grzegorz.
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2. Credit risk spillover between financials and sovereigns in the euro area during 2007-2015. (2016). Vergote, Olivier.
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3. Sovereign Risk and the Pricing of Corporate Credit Default Swaps. (2015). Morkoetter, Stefan ; Westerfeld, Simone ; Haerri, Matthias .
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4. Bank sovereign bond holdings, sovereign shock spillovers, and moral hazard during the European crisis. (2015). Stulz, René ; Beltratti, Andrea.
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5. Systemic risk in European sovereign debt markets: A CoVaR-copula approach. (2015). Ugolini, Andrea ; Reboredo, Juan.
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6. Monetary Policy, Bank Bailouts and the Sovereign-Bank Risk Nexus in the Euro Area. (2015). Rieth, Malte ; Fratzscher, Marcel.
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7. Monetary policy, bank bailouts and the sovereign-bank risk nexus in the euro area. (2015). Rieth, Malte ; Fratzscher, Marcel.
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8. Sovereign Credit Risk Co-movements in the Eurozone: Simple Interdependence or Contagion?. (2014). Tonzer, Lena ; Buchholz, Manuel.
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9. Monetary policy, bank bailouts and the sovereign-bank risk nexus in the euro area. (2014). Rieth, Malte ; Fratzscher, Marcel.
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10. The causal linkages between sovereign CDS prices for the BRICS and major European economies. (2014). Stolbov, Mikhail.
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11. The causal linkages between sovereign CDS prices for the BRICS and major European economies. (2014). Stolbov, Mikhail.
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12. Systemic risk spillovers in the European banking and sovereign network. (2014). Peltonen, Tuomas ; Hautsch, Nikolaus ; Schienle, Melanie ; Betz, Frank.
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13. How Are Interbank and Sovereign Debt Markets Linked? Evidence from 14 OECD Countries, the Euro Area and Russia. (2014). Stolbov, Mikhail.
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14. Sovereign and bank CDS spreads: two sides of the same coin?. (2014). cotter, john.
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15. Sovereign Default Risk and State-Owned Bank Fragility in Emerging Markets. (2014). Hodula, Martin ; Deev, Oleg.
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16. Sovereign and bank CDS spreads: two sides of the same coin?. (2014). cotter, john ; Avino, Davide.
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18. Inference in VARs with Conditional Heteroskedasticity of Unknown Form. (2014). Trenkler, Carsten ; Brüggemann, Ralf ; Bruggemann, Ralf ; Jentsch, Carsten.
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21. The Dynamics of Sovereign Credit Default Swaps and the Evolution of the Financial Crisis in Selected Central European Economies. (2014). Kliber, Agata.
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22. The sovereign-bank rating channel and rating agencies downgrades during the European debt crisis. (2014). ap Gwilym, Owain ; Alsakka, Rasha ; Vu, Tuyet Nhung.
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23. Sovereign risk and the bank lending channel in Europe. (2014). Sanfilippo-Azofra, Sergio ; Cantero-Saiz, Maria ; Lopez-Gutierrez, Carlos ; Torre-Olmo, Begoa.
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24. Can European bank bailouts work?. (2014). Siegmann, Arjen ; Schoenmaker, Dirk.
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25. The dynamics of spillover effects during the European sovereign debt turmoil. (2014). Beyer, Andreas ; Alter, Adrian.
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27. Sovereign and bank CDS spreads: Two sides of the same coin?. (2014). cotter, john ; Avino, Davide.
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29. Market perception of sovereign credit risk in the euro area during the financial crisis. (2014). Serwa, Dobromił ; Camba-Mendez, Gonzalo.
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30. 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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31. Distributional Linkages between European Sovereign Bond and Bank Asset Returns. (2014). Mencia, Javier ; Galvez, Julio.
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32. Monitoring the European CDS Market through Networks: Implications for Contagion Risks.. (2014). Gabrieli, Silvia ; CLERC, Laurent ; El Omari, Y. ; Kern, S..
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35. Option-implied correlation between iTraxx Europe Financials and Non-Financials Indexes: A measure of spillover effect in European debt crisis. (2013). Lau, Chun-Sing ; Hui, Cho-Hoi ; Lo, Chi-Fai.
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37. Bank/sovereign risk spillovers in the European debt crisis. (2013). Vander Vennet, Rudi ; Schepens, Glenn ; de Bruyckere, Valerie ; Gerhardt, Maria.
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39. The dynamics of spillover effects during the European sovereign debt crisis. (2013). Beyer, Andreas ; Alter, Adrian.
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40. 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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42. The dynamics of spillover effects during the European sovereign debt turmoil. (2012). Beyer, Andreas ; Alter, Adrian.
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44. Bank/sovereign risk spillovers in the European debt crisis. (2012). Vander Vennet, Rudi ; Schepens, Glenn ; DE BRUYCKERE, V. ; GERHARDT, M..
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47. Are banks affected by their holdings of government debt?. (2012). Wolff, Guntram ; Angeloni, Chiara.
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48. A Pyrrhic Victory? Bank Bailouts and Sovereign Credit Risk. (2011). Schnabl, Philipp ; Acharya, Viral ; Drechsler, Itamar.
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50. A Pyrrhic Victory? Bank Bailouts and Sovereign Credit Risk. (2011). Acharya, Viral ; Schnabl, Philipp ; Drechsler, Itamar.
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