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The equity-like behaviour of sovereign bonds. (2017). Varotto, Simone ; Dufour, Alfonso ; Stancu, Andrei.
In: Journal of International Financial Markets, Institutions and Money.
RePEc:eee:intfin:v:48:y:2017:i:c:p:25-46.

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  1. Stock and sovereign returns linkages: time-varying causality and extreme-quantile determinants. (2025). Alves, José ; Afonso, Antonio ; Grabowski, Wojciech ; Monteiro, Sofia.
    In: Working Papers REM.
    RePEc:ise:remwps:wp03662025.

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  2. Stock and Sovereign Returns Linkages: Time-Varying Causality and Extreme-Quantile Determinants. (2025). Afonso, Antonio ; Monteiro, Sofia ; Grabowski, Wojciech ; Alves, Jos.
    In: CESifo Working Paper Series.
    RePEc:ces:ceswps:_11667.

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  3. The German and Italian government bond markets: The role of banks versus non-banks. (2024). Ruzzi, Dario ; Krause, Daniel ; Panzarino, Onofrio ; Orben, Jens ; Moller, Luca ; Scherrieble, Willy ; Gohlke, Hanna ; Schmidt, Michael ; Bianchi, Michele Leonardo ; Abbassi, Puriya ; della Gatta, Daniela ; Gallo, Raffaele ; Miglietta, Arianna.
    In: Technical Papers.
    RePEc:zbw:bubtps:310318.

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  4. 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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  5. 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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  6. 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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  7. Financial Spillover and Contagion Risks in the Euro Area in 2007-2019. (2021). Vogel, Lukas ; Vašíček, Bořek ; Garcia, Roman ; Perticari, Francesco ; Lorenzani, Dimitri ; Monteiro, Daniel ; Vaiek, Boek.
    In: European Economy - Discussion Papers.
    RePEc:euf:dispap:137.

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  8. Decomposing the term structures of local currency sovereign bond yields and sovereign credit default swap spreads. (2020). Tsuruta, Masaru.
    In: The North American Journal of Economics and Finance.
    RePEc:eee:ecofin:v:51:y:2020:i:c:s1062940818306818.

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  9. Portfolio benefits of adding corporate credit default swap indices: evidence from North America and Europe. (2019). Uhde, Andre ; Wengerek, Sascha Tobias ; Hippert, Benjamin.
    In: Review of Derivatives Research.
    RePEc:kap:revdev:v:22:y:2019:i:2:d:10.1007_s11147-018-9148-8.

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  10. Distribution specific dependence and causality between industry-level U.S. credit and stock markets. (2018). Shahzad, Syed Jawad Hussain ; Shahbaz, Muhammad ; Balcilar, Mehmet ; Mensi, Walid ; Hussain, Syed Jawad ; Hammoudeh, Shawkat.
    In: Journal of International Financial Markets, Institutions and Money.
    RePEc:eee:intfin:v:52:y:2018:i:c:p:114-133.

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  42. Estimated Impact of the Federal Reserve’s Mortgage-Backed Securities Purchase Program. (2012). Taylor, John ; Stroebel, Johannes.
    In: International Journal of Central Banking.
    RePEc:ijc:ijcjou:y:2012:q:2:a:1.

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  43. Too big to fail: some empirical evidence on the causes and consequences of public banking interventions in the United Kingdom. (2012). Wieladek, Tomasz ; Rose, Andrew.
    In: Bank of England working papers.
    RePEc:boe:boeewp:0460.

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  44. Assessing the economy-wide effects of quantitative easing. (2012). Theodoridis, Konstantinos ; Stevens, Ibrahim ; mumtaz, haroon ; Kapetanios, George.
    In: Bank of England working papers.
    RePEc:boe:boeewp:0443.

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  45. Monetary Policy Strategy: Lessons from the Crisis. (2011). Mishkin, Frederic.
    In: NBER Working Papers.
    RePEc:nbr:nberwo:16755.

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  46. Unforeseen Events Wait Lurking: Estimating Policy Spillovers From U.S. to Foreign Asset Prices. (2011). Bayoumi, Tamim ; Bui, Trung T.
    In: IMF Working Papers.
    RePEc:imf:imfwpa:2011/183.

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  47. Can Leading Indicators Assess Country Vulnerability? Evidence from the 2008-09 Global Financial Crisis. (2011). Frankel, Jeffrey ; Saravelo, George .
    In: Scholarly Articles.
    RePEc:hrv:hksfac:5027952.

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  48. Financial Protectionism: the First Tests. (2011). Wieladek, Tomasz ; Rose, Andrew.
    In: CEPR Discussion Papers.
    RePEc:cpr:ceprdp:8404.

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  49. Over the Cliff: From the Subprime to the Global Financial Crisis. (2011). Mishkin, Frederic.
    In: Journal of Economic Perspectives.
    RePEc:aea:jecper:v:25:y:2011:i:1:p:49-70.

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  50. Inflation Targeting in Financially Stable Economies: Has it been Flexible Enough?. (2010). Garcia Silva, Pablo ; Cowan, Kevin ; Calani, Mauricio ; Pablo Garcia S., ; Mauricio Calani C., ; Kevin Cowan L., .
    In: Journal Economía Chilena (The Chilean Economy).
    RePEc:chb:bcchec:v:13:y:2010:i:2:p:11-50.

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