1. Sovereign credit rating provision and financial development. (2025). Kowalewski, Oskar ; Vanpe, Rosanne ; Luitel, Prabesh.
   In: Journal of International Financial Markets, Institutions and Money.
   RePEc:eee:intfin:v:101:y:2025:i:c:s1042443125000435.

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2. The impact of global shocks on sovereign risk: Role of domestic factors. (2025). Inoguchi, Masahiro.
   In: Economic Systems.
   RePEc:eee:ecosys:v:49:y:2025:i:2:s0939362524000992.

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3. Cross-border spillovers in G20 sovereign CDS markets: cluster analysis based on K-means machine learning algorithm and TVP–VAR models. (2024). Chen, Zhizhen ; Sun, Boyang ; Shi, Guifen.
   In: Empirical Economics.
   RePEc:spr:empeco:v:67:y:2024:i:6:d:10.1007_s00181-024-02628-6.

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4. The spillover and contagion effects of sovereign risk on stock markets. (2024). Simo-Kengne, Beatrice Desiree ; Gnagne, Pascal Xavier ; Manguzvane, Mathias Mandla.
   In: Economic Modelling.
   RePEc:eee:ecmode:v:141:y:2024:i:c:s0264999324002785.

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5. Financial, institutional, and macroeconomic determinants of cross-country portfolio equity flows: The case of developed countries. (2024). Alves, José ; Afonso, Antonio ; Jackson, Karen ; Beck, Krzysztof.
   In: Economic Modelling.
   RePEc:eee:ecmode:v:141:y:2024:i:c:s0264999324002591.

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6. Le modèle hybride de la structure par terme des primes souveraines de crédit et de liquidité dans la zone UEMOA. (2023). Bamba, Lambert Ngaladjo ; Gbongue, Florent Kanga.
   In: Region et Developpement.
   RePEc:tou:journl:v:57:y:2023:p:101-145.

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7. Does Credit Rating Revisions Affect the Price of Common Stock: A Study of Indian Capital Market. (2023). Bhatia, Shivangi ; Bindal, Jai Parkash ; Dawar, Gaurav.
   In: Business Perspectives and Research.
   RePEc:sae:busper:v:11:y:2023:i:2:p:190-209.

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8. Sovereign creditworthiness and bank foreign ownership. An empirical investigation of the European banking sector. (2023). Korzeb, Zbigniew ; Nistor, Simona ; Niedzioka, Pawe.
   In: Journal of International Financial Markets, Institutions and Money.
   RePEc:eee:intfin:v:89:y:2023:i:c:s1042443123001257.

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9. Sovereign Bond Market Shock Spillover Over Different Maturities: A Journey from Normal to Covid-19 Period. (2022). Rout, Sanjay Kumar ; Mallick, Hrushikesh.
   In: Asia-Pacific Financial Markets.
   RePEc:kap:apfinm:v:29:y:2022:i:4:d:10.1007_s10690-022-09371-x.

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10. Financial, Institutional and Macroeconomic Determinants of Cross-Country Portfolio Equity Flows. (2022). Alves, José ; Afonso, Antonio ; Beck, Krzysztof ; Jackson, Karen.
    In: Working Papers REM.
    RePEc:ise:remwps:wp02352022.

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11. Transnational spillover effects of European sovereign rating signals on bank stock returns. (2022). Prokop, Jorg ; Hu, Haoshen ; Trautwein, Hans-Michael.
    In: The Quarterly Review of Economics and Finance.
    RePEc:eee:quaeco:v:84:y:2022:i:c:p:171-182.

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12. Financial, Institutional, and Macroeconomic Determinants of Cross-Country Portfolio Equity Flows. (2022). Alves, José ; Afonso, Antonio ; Beck, Krzysztof ; Jackson, Karen.
    In: CESifo Working Paper Series.
    RePEc:ces:ceswps:_9872.

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13. Do sovereign ratings cause instability in cross-border emerging CDS markets?. (2021). Ballester, Laura ; Gonzalez-Urteaga, Ana.
    In: International Review of Economics & Finance.
    RePEc:eee:reveco:v:72:y:2021:i:c:p:643-663.

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14. Credit ratings and predictability of stock return dynamics of the BRICS and the PIIGS: Evidence from a nonparametric causality-in-quantiles approach. (2021). GUPTA, RANGAN ; Demirer, Riza ; Balcilar, Mehmet ; Bathia, Deven.
    In: The Quarterly Review of Economics and Finance.
    RePEc:eee:quaeco:v:79:y:2021:i:c:p:290-302.

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15. Dependency between sovereign credit ratings and economic risk: Insight from Balkan countries. (2021). Kirikkaleli, Dervis ; Athari, Seyed Alireza ; Kondoz, Mehmet.
    In: Journal of Economics and Business.
    RePEc:eee:jebusi:v:116:y:2021:i:c:s0148619521000023.

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16. The structure and degree of dependence in government bond markets. (2021). Vulanovic, Milos ; Swinkels, Laurens ; Piljak, Vanja ; Dimic, Nebojsa.
    In: Journal of International Financial Markets, Institutions and Money.
    RePEc:eee:intfin:v:74:y:2021:i:c:s1042443121001049.

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17. Sovereign credit ratings and CDS spreads in Emerging Europe. (2020). Dopierala, Lukasz ; Wojciechowski, Liwiusz ; Ilczuk, Daria.
    In: Equilibrium. Quarterly Journal of Economics and Economic Policy.
    RePEc:pes:ierequ:v:15:y:2020:i:3:p:419-438.

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18. The effectiveness of fiscal institutions: International financial flogging or domestic constraint?. (2020). Hansen, Daniel.
    In: European Journal of Political Economy.
    RePEc:eee:poleco:v:63:y:2020:i:c:s0176268020300276.

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19. Sovereign Credit Rating Announcement Effects on Foreign Currency Denominated Bond and Equity Markets in Africa. (2019). Gossel, Sean J ; Mutize, Misheck.
    In: Journal of African Business.
    RePEc:taf:wjabxx:v:20:y:2019:i:1:p:135-152.

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20. Country and industry effects in corporate bond spreads in emerging markets. (2019). Garay, Urbi ; Gonzalez, Maximiliano ; Rosso, John.
    In: Journal of Business Research.
    RePEc:eee:jbrese:v:102:y:2019:i:c:p:191-200.

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21. The effects of sovereign credit rating spillovers on neighbouring countries’ financial markets. (2018). Gossel, Sean ; Mutize, Misheck.
    In: The Journal of International Trade & Economic Development.
    RePEc:taf:jitecd:v:27:y:2018:i:8:p:857-900.

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22. How do sovereign credit ratings help to financially develop low-developed countries?. (2018). Luitel, Prabesh ; Vanpee, Rosanne.
    In: ECMI Papers.
    RePEc:eps:ecmiwp:13956.

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23. The influence of rating levels and rating convergence on the spillover effects of sovereign credit actions. (2018). ap Gwilym, Owain ; Alsakka, Rasha ; Abad, Pilar.
    In: Journal of International Money and Finance.
    RePEc:eee:jimfin:v:85:y:2018:i:c:p:40-57.

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24. Financial connectedness of BRICS and global sovereign bond markets. (2018). Mishra, Anil ; Ahmad, Wasim ; Daly, Kevin J.
    In: Emerging Markets Review.
    RePEc:eee:ememar:v:37:y:2018:i:c:p:1-16.

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25. Credit Ratings and Predictability of Stock Returns and Volatility of the BRICS and the PIIGS: Evidence from a Nonparametric Causality-in-Quantiles Approach. (2017). GUPTA, RANGAN ; Demirer, Riza ; Balcilar, Mehmet ; Bathia, Deven.
    In: Working Papers.
    RePEc:pre:wpaper:201719.

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26. Sovereign Credit Rating Changes and Its Impact on Financial Markets of Europe during Debt Crisis Period in Greece and Ireland. (2017). Masood, Omar ; Bashir, Fahad ; Sahi, Abdullah Imran.
    In: International Journal of Academic Research in Accounting, Finance and Management Sciences.
    RePEc:hur:ijaraf:v:7:y:2017:i:4:p:146-159.

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27. Sovereign default risk linkage: Implication for portfolio diversification. (2017). Hoque, Ariful ; Hassan, Kamrul ; Gasbarro, Dominic.
    In: Pacific-Basin Finance Journal.
    RePEc:eee:pacfin:v:41:y:2017:i:c:p:1-16.

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28. Sovereign risk and the impact of crisis: Evidence from Latin AmericaAuthor-Name: Batten, Jonathan A.. (2017). Thuraisamy, Kannan S ; Gannon, Gerard L.
    In: Journal of Banking & Finance.
    RePEc:eee:jbfina:v:77:y:2017:i:c:p:328-350.

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29. How credit ratings affect sovereign credit risk: Cross-border evidence in Latin American emerging markets. (2017). Ballester, Laura ; Gonzalez-Urteaga, Ana.
    In: Emerging Markets Review.
    RePEc:eee:ememar:v:30:y:2017:i:c:p:200-214.

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30. Dynamic correlations and volatility linkages between stocks and sukuk: Evidence from international markets. (2016). Miani, Stefano ; Paltrinieri, Andrea ; Sclip, Alex ; Dreassi, Alberto.
    In: Review of Financial Economics.
    RePEc:wly:revfec:v:31:y:2016:i:1:p:34-44.

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31. The Role of Sovereign Ratings in M&A Markets: Empirical Evidence from Latin America and South East Asia. (2016). Nguyen, Janna Mai ; Zu, Dodo.
    In: Financial Markets, Institutions & Instruments.
    RePEc:wly:finmar:v:25:y:2016:i:1:p:5-48.

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32. Impact of sovereign rating changes on stock market co-movements: the case of Latin America. (2016). Sensoy, Ahmet.
    In: Applied Economics.
    RePEc:taf:applec:v:48:y:2016:i:28:p:2600-2610.

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33. Are shariah (islamic) stock market returns stable ? evidence from the select islamic stock indices of emerging markets, USA, UK and Japan. (2016). Masih, Abul ; Mahmud, Nurrul Iiyana.
    In: MPRA Paper.
    RePEc:pra:mprapa:101879.

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34. Impact of financial market uncertainty and macroeconomic factors on stock–bond correlation in emerging markets. (2016). Piljak, Vanja ; Dimic, Nebojsa ; Kiviaho, Jarno ; Aijo, Janne.
    In: Research in International Business and Finance.
    RePEc:eee:riibaf:v:36:y:2016:i:c:p:41-51.

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35. Dynamic correlations and volatility linkages between stocks and sukuk: Evidence from international markets. (2016). Miani, Stefano ; Paltrinieri, Andrea ; Sclip, Alex ; Dreassi, Alberto.
    In: Review of Financial Economics.
    RePEc:eee:revfin:v:31:y:2016:i:c:p:34-44.

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36. The importance of conflicts of interest in attributing sovereign credit ratings. (2016). Gnabo, Jean-Yves ; Girard, Alexandre ; Bernal, Oscar.
    In: International Review of Law and Economics.
    RePEc:eee:irlaec:v:47:y:2016:i:c:p:48-66.

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37. Do sovereign rating announcements have an impact on regional stock market co-movements? The case of Central and Eastern Europe. (2016). Sensoy, Ahmet ; Eraslan, Veysel ; Erturk, Mutahhar.
    In: Economic Systems.
    RePEc:eee:ecosys:v:40:y:2016:i:4:p:552-567.

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38. Model-free volatility indexes in the financial literature: A review. (2015). Gonzalez-Perez, Maria T..
    In: International Review of Economics & Finance.
    RePEc:eee:reveco:v:40:y:2015:i:c:p:141-159.

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39. The credit signals that matter most for sovereign bond spreads with split rating. (2015). ap Gwilym, Owain ; Alsakka, Rasha ; Vu, Huong.
    In: Journal of International Money and Finance.
    RePEc:eee:jimfin:v:53:y:2015:i:c:p:174-191.

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40. Credit ratings and cross-border bond market spillovers. (2015). Zabel, Michael ; Boninghausen, Benjamin.
    In: Journal of International Money and Finance.
    RePEc:eee:jimfin:v:53:y:2015:i:c:p:115-136.

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41. Does sovereign creditworthiness affect bank valuations in emerging markets?. (2015). Williams, Gwion ; ap Gwilym, Owain ; Alsakka, Rasha.
    In: Journal of International Financial Markets, Institutions and Money.
    RePEc:eee:intfin:v:36:y:2015:i:c:p:113-129.

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42. Credit ratings and cross-border bond market spillovers. (2015). Zabel, Michael ; Boninghausen, Benjamin.
    In: Working Paper Series.
    RePEc:ecb:ecbwps:20151831.

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43. The Impact of Sovereign Credit Ratings on Corporations: A Literature Review and Research Recommendations. (2014). Nguyen, Janna Mai ; Zu, Dodo.
    In: Financial Markets, Institutions & Instruments.
    RePEc:wly:finmar:v:23:y:2014:i:3:p:125-178.

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44. 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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45. 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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46. South African Sector Return Correlations: using DCC and ADCC Multivariate GARCH techniques to uncover the underlying dynamics.. (2013). Katzke, Nico.
    In: Working Papers.
    RePEc:sza:wpaper:wpapers193.

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

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48. Credit Ratings and Cross-Border Bond Market Spillovers. (2013). Zabel, Michael ; Boninghausen, Benjamin.
    In: Discussion Papers in Economics.
    RePEc:lmu:muenec:21075.

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1. Spillover effects of the U.S. financial crisis on financial markets in emerging Asian countries. (2015). Kim, Hyeongwoo ; Lee, Bong-Soo.
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2. Crises and contagion in Asia Pacific — Islamic v/s conventional markets. (2015). Rizvi, Syed Aun R. ; Alam, Nafis ; Aun, Syed ; Arshad, Shaista.
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3. Return and Volatility Spillovers in the Moroccan Stock Market During The Financial Crisis. (2014). Saidi, Youssef ; El Ghini, Ahmed.
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4. Eurozone crisis and BRIICKS stock markets: Contagion or market interdependence?. (2013). Bhanumurthy, N R ; Ahmad, Wasim ; Sehgal, Sanjay.
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5. Contagion or Flight-to-Quality Phenomena in Stock and Bond Returns. (2012). Thomadakis, Apostolos.
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6. Contagion in International Stock Markets during the Sub Prime Mortgage Crisis. (2012). Lee, Hsien-Yi.
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7. Dynamic linkages and interdependence between Mediterranean region EMU markets during 2007 financial crisis. (2011). Simos, Theodore ; Dimitriou, Dimitrios ; Mpitsios, Petros .
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8. Financial crises and stock market contagion in a multivariate time-varying asymmetric framework. (2011). Paltalidis, Nikos ; Kenourgios, Dimitris ; Samitas, Aristeidis.
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9. The dynamics of the volatility – trading volume relationship: New evidence from developed and emerging markets. (2011). Ureche-Rangau, Loredana ; Galiay, Ulysse ; Collado, Fabien .
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10. Empirics of Currency Crises: A Duration Analysis Approach. (2011). Voia, Marcel ; Karimi, Mohammad.
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11. Unobservable shocks as carriers of contagion. (2010). Thorp, Susan ; Milunovich, George ; Dungey, Mardi.
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12. Market linkages, variance spillovers, and correlation stability: Empirical evidence of financial contagion. (2010). Caporin, Massimiliano ; Billio, Monica.
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13. Effects of the 2008 Financial Crisis on developing Asias Economic Growth. (2010). PHAM, Thi Hong Hanh ; Thi Hong Hanh Pham, .
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14. Is there Evidence of Shift-Contagion in International Housing Markets?. (2010). malik, Sachin ; DE BANDT, OLIVIER.
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15. Spillovers of the U.S. Subprime Financial Turmoil to Mainland China and Hong Kong SAR: Evidence from Stock Markets. (2009). Zhang, Xiaojing ; Sun, Tao.
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16. Extreme coexceedances in new EU member states stock markets. (2009). Ranaldo, Angelo ; Christiansen, Charlotte.
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17. Contagion in the stock markets: The Asian financial crisis revisited. (2009). Khan, Saleheen ; Park, Kwangwoo.
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18. Multivariate contagion and interdependence. (2009). Fry-McKibbin, Renee ; Baur, Dirk.
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19. Do Thai stock prices deviate from fundamental values?. (2008). Rao, Ramesh ; Emekter, Riza ; Jirasakuldech, Benjamas.
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20. Japanese vocal intervention and the yen/dollar exchange rate. (2008). Park, Haesik ; Song, Chi-Young.
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21. Correlation, Contagion, and Asian Evidence. (2006). Martin, Vance ; Fry-McKibbin, Renee.
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22. An empirical study to identify shift contagion during the Asian crisis. (2006). Bates, Samuel ; Marais, E..
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23. Are financial spillovers stable across regimes?: Evidence from the 1997 Asian crisis. (2006). Serwa, Dobromił ; Gebka, Bartosz.
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    RePEc:eee:intfin:v:16:y:2006:i:4:p:301-317.

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24. Detecting shift-contagion in currency and bond markets. (2006). Morley, James ; Gravelle, Toni ; Kichian, Maral.
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25. Contagion in international bond markets during the Russian and the LTCM crises. (2006). Martin, Vance ; Fry-McKibbin, Renee ; Gonzalez-Hermosillo, Brenda.
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26. On the duration of the financial system stability under liberalization. (2006). Aka, Brou.
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27. Does greater exchange rate flexibility affect interest rates in post-crisis Asia?. (2006). Kim, Yoonbai ; Chow, Hwee Kwan.
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    RePEc:eee:asieco:v:17:y:2006:i:3:p:478-493.

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28. An Examination of the Asian Crisis: Regime Shifts in Currency and Equity Markets. (2005). Pasquariello, Paolo ; Kallberg, Jarl G..
    In: The Journal of Business.
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29. Testing for contagion: a conditional correlation analysis. (2005). Spagnolo, Nicola ; cipollini, andrea ; Caporale, Guglielmo Maria.
    In: Journal of Empirical Finance.
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30. La contagion financi`ere : une ´etude empirique sur les causalités lors de la crise asiatique. (2004). Elise, MARAIS.
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31. Can bank be a source of contagion during the 1997 Asian crisis?. (2004). Tai, Chu-Sheng.
    In: Journal of Banking & Finance.
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32. The Asian flu and Russian virus: the international transmission of crises in firm-level data. (2004). Forbes, Kristin.
    In: Journal of International Economics.
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33. Looking for risk premium and contagion in Asia-Pacific foreign exchange markets. (2004). Tai, Chu-Sheng.
    In: International Review of Financial Analysis.
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34. Contagion in Africa: South Africa and a troubled neighbour, Zimbabwe. (2004). de Beer, Jesse ; Pretorius, Anmar.
    In: Economic Modelling.
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35. Testing for contagion in international financial markets: which way to go?. (2003). Waelti, Sébastien.
    In: IHEID Working Papers.
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36. An empirical test of likelihood and timing of speculative attacks: the case of Malaysia and Singapore. (2003). Hashimoto, Yuko.
    In: Japan and the World Economy.
    RePEc:eee:japwor:v:15:y:2003:i:2:p:245-259.

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37. Contagion and causality: an empirical investigation of four Asian crisis episodes. (2003). Sander, Harald ; Kleimeier, Stefanie.
    In: Journal of International Financial Markets, Institutions and Money.
    RePEc:eee:intfin:v:13:y:2003:i:2:p:171-186.

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38. An analysis of exchange rate linkage effect: an application of the multivariate correlation analysis. (2003). Yang, Chin-wei ; Huang, Bwo-Nung.
    In: Journal of Asian Economics.
    RePEc:eee:asieco:v:14:y:2003:i:2:p:337-351.

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39. Was financial market contagion the source of economic crisis in Asia?: Evidence using a multivariate VAR model. (2003). Khalid, Ahmed ; KAWAI, Masahiro.
    In: Journal of Asian Economics.
    RePEc:eee:asieco:v:14:y:2003:i:1:p:131-156.

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40. Is the international propagation of financial shocks non-linear?: Evidence from the ERM. (2002). Giavazzi, Francesco ; Favero, Carlo.
    In: Journal of International Economics.
    RePEc:eee:inecon:v:57:y:2002:i:1:p:231-246.

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41. The impact of news on the exchange rate of the lira and long-term interest rates. (2002). Pericoli, Marcello ; Fornari, Fabio ; Tivegna, Massimo ; MONTICELLI, Carlo .
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42. The Asian financial crisis and the co-movement of Asian stock markets. (2002). Sul, Wonsik ; Jang, Hoyoon .
    In: Journal of Asian Economics.
    RePEc:eee:asieco:v:13:y:2002:i:1:p:94-104.

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43. Leading indicators of balance-of-payments crises: a partial review. (2002). Chui, Michael.
    In: Bank of England working papers.
    RePEc:boe:boeewp:171.

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44. On the need for an international lender of last resort: Lessons from domestic financial markets. (2001). Winkler, Adalbert.
    In: W.E.P. - Würzburg Economic Papers.
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45. Currency crisis and contagion: evidence from exchange rates and sectoral stock indices of the Philippines and Thailand. (2001). Nagayasu, Jun.
    In: Journal of Asian Economics.
    RePEc:eee:asieco:v:12:y:2001:i:4:p:529-546.

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46. A Primer on Financial Contagion. (2001). Sbracia, Massimo ; Pericoli, Marcello.
    In: Temi di discussione (Economic working papers).
    RePEc:bdi:wptemi:td_407_01.

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47. The Russian default and the contagion to Brazil.. (2000). Goldfajn, Ilan ; Baig, Taimur.
    In: Textos para discussão.
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48. Information, liquidity and risk in the international interbank market: implicit guarantees and private credit market failure. (2000). Bisignano, Joseph ; Bernard, Henri.
    In: BIS Working Papers.
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49. Monetary policy in the aftermath of currency crisis: the case of Asia. (1999). Goldfajn, Ilan ; Baig, Taimur.
    In: Textos para discussão.
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50. Multiple equilibria, contagion, and the emerging market crises. (1999). Masson, Paul.
    In: Proceedings.
    RePEc:fip:fedfpr:y:1999:i:sep:x:6.

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