1. Impact of monetary policy on financial stability in good times. (2025). Ozili, Peterson.
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   RePEc:pra:mprapa:125030.

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2. The asymmetric response of sovereign credit default swaps spreads to risk aversion, investor sentiment and monetary policy shocks. (2024). Haddou, Samira.
   In: International Review of Economics & Finance.
   RePEc:eee:reveco:v:93:y:2024:i:pb:p:244-272.

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3. Sovereign credit spreads, banking fragility, and global factors. (2024). Valenzuela, Patricio ; Chari, Anusha ; Martinez, Juan Francisco ; Garces, Felipe.
   In: Journal of Financial Stability.
   RePEc:eee:finsta:v:72:y:2024:i:c:s1572308924000202.

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4. Determinants of CDS in core and peripheral European countries: A comparative study during crisis and calm periods. (2024). Haddou, Samira.
   In: The North American Journal of Economics and Finance.
   RePEc:eee:ecofin:v:71:y:2024:i:c:s1062940824000111.

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5. 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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6. Local guarantees and SOE bond pricing in China. (2023). Wang, Yabin ; Wu, Sharon Xiaohui.
   In: China Economic Review.
   RePEc:eee:chieco:v:78:y:2023:i:c:s1043951x23000056.

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7. 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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8. 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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9. Sovereign Credit Spreads, Banking Fragility, and Global Factors. (2022). Valenzuela, Patricio ; Chari, Anusha ; Martinez, Juan Francisco ; Garces, Felipe.
   In: Working Papers Central Bank of Chile.
   RePEc:chb:bcchwp:957.

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10. Value and growth stock returns: international evidence (JES). (2021). Pinto, Mario Abreu ; Neves, Maria Elisabete ; Simes, Elisabete Fatima ; de Assuno, Carla Manuela.
    In: International Journal of Accounting & Information Management.
    RePEc:eme:ijaimp:ijaim-05-2021-0097.

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11. 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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12. 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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13. Fragmentation in the European Monetary Union: Is it really over?. (2021). Roccazzella, Francesco ; Luisi, Angelo ; Candelon, Bertrand.
    In: GRU Working Paper Series.
    RePEc:cth:wpaper:gru_2021_016.

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14. This Changes Everything: Climate Shocks and Sovereign Bonds. (2020). Jalles, Joao ; Cevik, Serhan.
    In: Working Papers REM.
    RePEc:ise:remwps:wp01322020.

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15. 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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16. 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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17. Ocena ratingowa a koszt obsługi długu publicznego w krajach Europy Środkowo-Wschodniej w latach 2005–2017. (2019). Tobera, Pawe.
    In: Gospodarka Narodowa. The Polish Journal of Economics.
    RePEc:sgh:gosnar:y:2019:i:1:p:87-109.

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18. “Increasing contingent guarantees: The asymmetrical effect on sovereign risk of different government interventions. (2019). Sosvilla-Rivero, Simon ; Singh, Manish ; Gómez-Puig, Marta ; Gomez-Puig, Marta.
    In: IREA Working Papers.
    RePEc:ira:wpaper:201914.

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19. Sovereign bond yield spreads and sustainability: An empirical analysis of OECD countries. (2019). Scholtens, Bert ; Crifo, Patricia ; CAPELLE-BLANCARD, Gunther ; Oueghlissi, Rim ; Diaye, Marc-Arthur.
    In: Post-Print.
    RePEc:hal:journl:hal-02342867.

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20. Sovereign bond yield spreads and sustainability: An empirical analysis of OECD countries. (2019). Scholtens, Bert ; Crifo, Patricia ; CAPELLE-BLANCARD, Gunther ; Oueghlissi, Rim ; Diaye, Marc-Arthur.
    In: Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers).
    RePEc:hal:cesptp:hal-02342867.

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21. Sovereign bond yield spreads and sustainability: An empirical analysis of OECD countries. (2019). Scholtens, Bert ; Crifo, Patricia ; CAPELLE-BLANCARD, Gunther ; Oueghlissi, Rim ; Diaye, Marc-Arthur.
    In: Journal of Banking & Finance.
    RePEc:eee:jbfina:v:98:y:2019:i:c:p:156-169.

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22. Quantitative easing and sovereign yield spreads: Euro-area time-varying evidence. (2019). Jalles, Joao ; Afonso, Antonio.
    In: Journal of International Financial Markets, Institutions and Money.
    RePEc:eee:intfin:v:58:y:2019:i:c:p:208-224.

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23. Ocena ratingowa a koszt obsługi długu publicznego w krajach Europy Środkowo-Wschodniej w latach 2005–2017. (2019). Tobera, Pawe.
    In: Gospodarka Narodowa-The Polish Journal of Economics.
    RePEc:ags:polgne:359178.

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24. “Incorporating creditors seniority into contingent claim models:Application to peripheral euro area countries”. (2018). Sosvilla-Rivero, Simon ; Singh, Manish ; Gómez-Puig, Marta ; Gomez-Puig, Marta.
    In: IREA Working Papers.
    RePEc:ira:wpaper:201803.

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25. The re-pricing of sovereign risks following the Global Financial Crisis. (2018). Migiakis, Petros ; Malliaropulos, Dimitrios.
    In: Journal of Empirical Finance.
    RePEc:eee:empfin:v:49:y:2018:i:c:p:39-56.

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26. Does governing law affect bond spreads?. (2018). Ratha, Dilip ; De, Supriyo ; Kurlat, Sergio.
    In: Emerging Markets Review.
    RePEc:eee:ememar:v:36:y:2018:i:c:p:60-78.

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27. Risk perceptions and fundamental effects on sovereign spreads. (2018). Migiakis, Petros ; Georgoutsos, Dimitris.
    In: Working Papers.
    RePEc:bog:wpaper:250.

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28. Quantitative Easing and Exuberance in Government Bond Markets: Evidence from the ECBs Expanded Assets Purchase Program. (2017). Mattheussens, Simona ; van Lamoen, Ryan ; Droes, Martijn.
    In: Tinbergen Institute Discussion Papers.
    RePEc:tin:wpaper:20170080.

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29. Quantitative Easing and Sovereign Yield Spreads: Euro-Area Time-Varying Evidence. (2017). Jalles, Joao ; Afonso, Antonio.
    In: Working Papers REM.
    RePEc:ise:remwps:wp0202017.

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30. Bank-sovereign contagion in the Eurozone: A panel VAR Approach. (2017). Moratis, George ; Georgoutsos, Dimitris.
    In: Journal of International Financial Markets, Institutions and Money.
    RePEc:eee:intfin:v:48:y:2017:i:c:p:146-159.

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31. Sovereign debt spreads in EMU: The time-varying role of fundamentals and market distrust. (2017). Tamarit, Cecilio ; Paniagua, Jordi ; Sapena, Juan.
    In: Journal of Financial Stability.
    RePEc:eee:finsta:v:33:y:2017:i:c:p:187-206.

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32. A tale of fragmentation: Corporate funding in the euro-area bond market. (2017). Zaghini, Andrea.
    In: International Review of Financial Analysis.
    RePEc:eee:finana:v:49:y:2017:i:c:p:59-68.

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33. Environmental, Social and Governance (ESG) performance and sovereign bond spreads: an empirical analysis of OECD countries. (2017). Scholtens, Bert ; Crifo, Patricia ; CAPELLE-BLANCARD, Gunther ; Oueghlissi, Rim ; Diaye, Marc-Arthur.
    In: EconomiX Working Papers.
    RePEc:drm:wpaper:2017-7.

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34. Quantitative easing and exuberance in government bond markets: Evidence from the ECBs expanded asset purchase program. (2017). Mattheussens, Simona ; van Lamoen, Ryan ; Droes, Martijn.
    In: Working Papers.
    RePEc:dnb:dnbwpp:548.

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35. A tale of fragmentation: corporate funding in the euro-area bond market. (2017). Zaghini, Andrea.
    In: Temi di discussione (Economic working papers).
    RePEc:bdi:wptemi:td_1104_17.

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36. Environmental, Social and Governance (ESG) performance and sovereign bond spreads: an empirical analysis of OECD countries. (2016). Scholtens, Bert ; Crifo, Patricia ; CAPELLE-BLANCARD, Gunther ; Oueghlissi, Rim ; Diaye, Marc-Arthur.
    In: Working Papers.
    RePEc:hal:wpaper:hal-01401718.

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37. Environmental, Social and Governance (ESG) performance and sovereign bond spreads: an empirical analysis of OECD countries. (2016). Scholtens, Bert ; Crifo, Patricia ; CAPELLE-BLANCARD, Gunther ; Oueghlissi, Rim ; Diaye, Marc-Arthur.
    In: Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers).
    RePEc:hal:cesptp:hal-01401718.

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38. Sovereign defaults by currency denomination. (2016). Souissi, Slim ; Jeanneret, Alexandre.
    In: Journal of International Money and Finance.
    RePEc:eee:jimfin:v:60:y:2016:i:c:p:197-222.

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39. Sovereign CDS spread determinants and spill-over effects during financial crisis: A panel VAR approach. (2016). Spyrou, Spyros ; Makrichoriti, Panagiota ; Galariotis, Emilios C.
    In: Journal of Financial Stability.
    RePEc:eee:finsta:v:26:y:2016:i:c:p:62-77.

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40. Fragmentation and heterogeneity in the euro-area corporate bond market: Back to normal?. (2016). Zaghini, Andrea.
    In: Journal of Financial Stability.
    RePEc:eee:finsta:v:23:y:2016:i:c:p:51-61.

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41. The re-pricing of sovereign risks following the global financial crisis. (2016). Migiakis, Petros ; Malliaropulos, Dimitrios.
    In: Working Papers.
    RePEc:bog:wpaper:2010.

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42. Fragmentation in the European interbank market: Measures, determinants, and policy solutions. (2015). Rodriguez-Moreno, Maria ; Mayordomo, Sergio ; Alonso, Tatiana ; Abascal, Maria.
    In: Journal of Financial Stability.
    RePEc:eee:finsta:v:16:y:2015:i:c:p:1-12.

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43. International swap market contagion and volatility. (2015). Wickramanayake, Jayasinghe ; Batten, Jonathan ; Azad, A.S.M. ; Fang, Victor ; Sohel Azad, A. S. M., .
    In: Economic Modelling.
    RePEc:eee:ecmode:v:47:y:2015:i:c:p:355-371.

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44. “An Update on EMU Sovereign Yield Spread Drivers in Times of Crisis: A Panel Data Analysis”. (2014). Sosvilla-Rivero, Simon ; Ramos Herrera, Maria del Carmen ; Gómez-Puig, Marta ; Gomez-Puig, Marta ; Maria del Carmen Ramos-Herrera, .
    In: IREA Working Papers.
    RePEc:ira:wpaper:201407.

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45. “EMU sovereign debt market crisis: Fundamentals-based or pure contagion?”. (2014). Sosvilla-Rivero, Simon ; Gómez-Puig, Marta ; Gomez-Puig, Marta.
    In: IREA Working Papers.
    RePEc:ira:wpaper:201402.

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46. An update on EMU sovereign yield spread drivers in times of crisis: A panel data analysis. (2014). Sosvilla-Rivero, Simon ; Ramos Herrera, Maria del Carmen ; Gómez-Puig, Marta ; Ramos-Herrera, Maria del Carmen, ; Gomez-Puig, Marta.
    In: The North American Journal of Economics and Finance.
    RePEc:eee:ecofin:v:30:y:2014:i:c:p:133-153.

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47. An update on EMU sovereign yield spread drivers in time of crisis: A panel data analysis. (2014). Sosvilla-Rivero, Simon ; Ramos Herrera, Maria del Carmen ; Gómez-Puig, Marta ; Gomez-Puig, Marta ; Maria del Carmen Ramos-Herrera, .
    In: Working Papers.
    RePEc:bak:wpaper:201404.

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48. EMU sovereign debt market crisis: Fundamentals-based or pure contagion?. (2014). Sosvilla-Rivero, Simon ; Gómez-Puig, Marta ; Gomez-Puig, Marta.
    In: Working Papers.
    RePEc:aee:wpaper:1408.

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49. An update on EMU sovereign yield spread drivers in times of crisis: A panel data analysis. (2014). Sosvilla-Rivero, Simon ; Ramos Herrera, Maria del Carmen ; Gómez-Puig, Marta ; Gmez-Puig, Marta ; María del Carmen Ramos-Herrera, .
    In: Working Papers.
    RePEc:aee:wpaper:1407.

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1. The Degree of Integration of the Bulgarian and Croatian Government Bond Markets into the Eurozone Government Bond Market. (2021). Bukowska, Joanna.
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2. Is there a Long-Term Relationship among European Sovereign Bond Yields?. (2017). Ramirez, Miguel ; Schaeffer, Ian .
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3. Is there a Long-Term Relationship among European Sovereign Bond Yields?. (2017). Ramirez, Miguel ; Schaeffer, Ian .
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4. Integration of Government Bond Market in the Euro Area and Monetary Policy. (2016). Luki, Velimir.
   In: Journal of Central Banking Theory and Practice.
   RePEc:cbk:journl:v:5:y:2016:i:1:p:71-97.

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5. Measuring Financial Integration: Lessons from the Correlation. (2015). Riedel, Max ; Paradiso, Antonio ; Donadelli, Michael ; Billio, Monica.
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6. Análise VAR dos índices bolsistas SP500, FTSE100, PSI20, HSI e IBOVESPA. (2015). Marques, António ; Fuinhas, José Alberto ; Nogueira, David Coito .
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7. Currency competition between the dollar and euro: Evidence from exchange rate behaviors. (2015). Kim, Soo-Hyun ; Lee, Kyuseok ; Eun, Cheol S..
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8. Less is more: increasing retirement gains by using an upside terminal wealth constraint. (2015). Guillen, Montserrat ; Gerrard, Russell ; Nielsen, Jens Perch ; Donnelly, Catherine.
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9. The use of flexible quantile-based measures in risk assessment. (2015). Guillen, Montserrat ; Santolino, Miguel ; Belles-Sampera, Jaume.
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10. Credit risk-free sovereign bonds under Solvency II: a cointegration analysis with consistently estimated structural breaks. (2014). Ludwig, Alexander.
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11. “An Update on EMU Sovereign Yield Spread Drivers in Times of Crisis: A Panel Data Analysis”. (2014). Sosvilla-Rivero, Simon ; Ramos Herrera, Maria del Carmen ; Gómez-Puig, Marta ; Gomez-Puig, Marta ; Maria del Carmen Ramos-Herrera, .
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12. Heterogeneity of the determinants of euro-area sovereign bond spreads; what does it tell us about financial stability?. (2013). Migiakis, Petros ; Georgoutsos, Dimitris.
    In: Journal of Banking & Finance.
    RePEc:eee:jbfina:v:37:y:2013:i:11:p:4650-4664.

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13. Integracja finansowa w Europie po wprowadzeniu euro. Przegląd literatury. (2012). Rogowski, Wojciech ; Pawłowska, Małgorzata ; Olszewski, Krzysztof.
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14. The time-varying integration of euro area government bond markets. (2012). Wolswijk, Guido ; Pozzi, Lorenzo.
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15. Heterogeneity of the determinants of euro-area sovereign bond spreads; what does it tell us about financial stability?. (2012). Migiakis, Petros ; Georgoutsos, Dimitris.
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16. Theory of financial integration and achievements in the European Union. (2011). Stavarek, Daniel ; Palečková (Řepková), Iveta ; Gajdosova, Katarina ; Repkova, Iveta .
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17. Causality and contagion in peripheral EMU public debt markets: a dynamic approach. (2011). Sosvilla-Rivero, Simon ; Gómez-Puig, Marta ; Gomez-Puig, Marta.
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18. Diversifying market and default risk in high grade sovereign bond portfolios. (2011). Rustaman, Vidhya ; Brennan, Myles ; Kobor, Adam.
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19. Dynamic European stock market convergence: Evidence from rolling cointegration analysis in the first euro-decade. (2010). Mylonidis, Nikolaos ; Kollias, Christos.
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20. European sovereign bond spreads: monetary unification, market conditions and financial integration.. (2010). Migiakis, Petros ; Georgoutsos, Dimitris.
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21. Benchmark bonds interactions under regime shifts. (2009). Migiakis, Petros ; Georgoutsos, Dimitris.
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