1. Examining the transmission of credit and liquidity risks: A network analysis for EMU sovereign debt markets. (2025). Sosvilla-Rivero, Simon ; Gómez-Puig, Marta ; Gmez-Puig, Marta ; Fernandez-Perez, Adrin.
   In: IREA Working Papers.
   RePEc:ira:wpaper:202504.

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2. Regional bank failures and volatility transmission. (2025). Wiesen, Thomas ; Lastrapes, William D.
   In: Journal of Financial Stability.
   RePEc:eee:finsta:v:78:y:2025:i:c:s1572308925000336.

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3. Unveiling the asymmetric dynamic spillovers in industry bond credit risk: Is the energy industry the prime mover?. (2025). Jiang, Yong ; Klein, Tony ; Ren, Yi-Shuai.
   In: International Review of Financial Analysis.
   RePEc:eee:finana:v:101:y:2025:i:c:s1057521925001012.

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4. Dynamic connectedness between crude oil futures and energy industrial bond credit spread: Evidence from China. (2025). Ren, Yi-Shuai ; Klein, Tony ; Jiang, Yong ; Liu, Pei-Zhi ; Weber, Olaf.
   In: Energy Economics.
   RePEc:eee:eneeco:v:143:y:2025:i:c:s0140988325001173.

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5. Liquidity in the euro area sovereign bond market during the “dash for cash” driven by the COVID-19 crisis. (2025). Xia, Fan Dora ; Papavassiliou, Vassilios.
   In: Economics Letters.
   RePEc:eee:ecolet:v:247:y:2025:i:c:s0165176524006359.

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6. Examining the transmission of credit and liquidity risks: A network analysis for EMU sovereign debt markets. (2025). Sosvilla-Rivero, Simon ; Gómez-Puig, Marta ; Gmez-Puig, Marta ; Fernandez-Perez, Adrin.
   In: The North American Journal of Economics and Finance.
   RePEc:eee:ecofin:v:77:y:2025:i:c:s1062940825000476.

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7. On the solution of games with arbitrary payoffs: An application to an over‐the‐counter financial market. (2024). Papavassiliou, Vassilios ; Leventides, John ; Kollias, Iraklis.
   In: International Journal of Finance & Economics.
   RePEc:wly:ijfiec:v:29:y:2024:i:2:p:1877-1895.

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8. The effect of liquidity creation on systemic risk: evidence from European banking sector. (2024). Viviani, Jean-Laurent ; Srour, Zainab ; Saghi, Nadia ; Louhichi, Wal.
   In: Annals of Operations Research.
   RePEc:spr:annopr:v:334:y:2024:i:1:d:10.1007_s10479-022-04836-8.

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9. The Changing Behavior of the European Credit Default Swap Spreads During the Covid-19 Pandemic: A Bayesian Network Analysis. (2024). Önder, A. Özlem ; Muradolu, Gulnur Y ; Kila, Gul Huyuguzel ; Cinicioglu, Esma Nur.
   In: Computational Economics.
   RePEc:kap:compec:v:63:y:2024:i:3:d:10.1007_s10614-023-10489-x.

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10. Bond market spillover networks of ASEAN-4 markets: Is the global pandemic different?. (2024). Uddin, Gazi ; PARK, DONGHYUN ; Tian, Shu ; Yahya, Muhammad ; Hedstrom, Axel.
    In: International Review of Economics & Finance.
    RePEc:eee:reveco:v:92:y:2024:i:c:p:1028-1044.

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11. Transmission of liquidity and credit risks in the Chinese bond market: Analysis based on joint modeling of multiple yield curves. (2024). Hong, Zhiwu ; Lin, Mucai ; Su, GE.
    In: International Review of Economics & Finance.
    RePEc:eee:reveco:v:91:y:2024:i:c:p:597-615.

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12. Multilayer network analysis of idiosyncratic volatility connectedness: Evidence from China. (2024). Ouyang, Zisheng ; Zhou, Xuewei ; Lu, Min.
    In: Pacific-Basin Finance Journal.
    RePEc:eee:pacfin:v:88:y:2024:i:c:s0927538x24002853.

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13. Public debt determinants: A time-varying analysis of core and peripheral Euro area countries. (2024). di Serio, Mario.
    In: Finance Research Letters.
    RePEc:eee:finlet:v:69:y:2024:i:pa:s1544612324011309.

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14. Multilayer information spillover network between ASEAN-4 and global bond, forex and stock markets. (2024). Wang, Gang-Jin ; Uddin, Gazi ; PARK, DONGHYUN ; Yahya, Muhammad ; Allahdadi, Mohammad Reza.
    In: Finance Research Letters.
    RePEc:eee:finlet:v:59:y:2024:i:c:s1544612323011200.

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15. Connectedness and risk spillovers among sub-Saharan Africa and MENA equity markets. (2024). Marcelin, Isaac ; Lo, Gaye-Del ; Bassne, Thophile.
    In: Emerging Markets Review.
    RePEc:eee:ememar:v:63:y:2024:i:c:s1566014124000888.

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16. Detecting statistically significant changes in connectedness: A bootstrap-based technique. (2024). Nguyen, Viet Hoang ; Kočenda, Evžen ; Greenwood-Nimmo, Matthew ; Koenda, Even.
    In: Economic Modelling.
    RePEc:eee:ecmode:v:140:y:2024:i:c:s0264999324002001.

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17. Response of Africa to global sovereign bond volatility spillover. (2023). Kalu O., Emenike.
    In: SN Business & Economics.
    RePEc:spr:snbeco:v:3:y:2023:i:11:d:10.1007_s43546-023-00575-5.

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18. What do we know about spillover between the climate change futures market and the carbon futures market?. (2023). Bilgili, Faik ; Batabyal, Sourav ; Hoque, Mohammad Enamul.
    In: Climatic Change.
    RePEc:spr:climat:v:176:y:2023:i:12:d:10.1007_s10584-023-03640-y.

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19. Shock transmissions and business linkages among US sectors. (2023). Mateut, Simona ; Diep, Linh Xuan ; Chevapatrakul, Thanaset.
    In: Annals of Operations Research.
    RePEc:spr:annopr:v:330:y:2023:i:1:d:10.1007_s10479-022-04979-8.

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20. Sovereign bond and CDS market contagion: A story from the Eurozone crisis. (2023). Panagiotidis, Theodore ; Bampinas, Georgios ; Politsidis, Panagiotis N.
    In: Working Paper series.
    RePEc:rim:rimwps:23-09.

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21. Return and Volatility Connectedness in Foreign Exchange Markets of Sierra Leone. (2023). Johnson, Leroy ; Osabuohien, Evans.
    In: MPRA Paper.
    RePEc:pra:mprapa:118135.

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22. Sovereign bond and CDS market contagion: A story from the Eurozone crisis. (2023). Panagiotidis, Theodore ; Bampinas, Georgios ; Politsidis, Panagiotis.
    In: Post-Print.
    RePEc:hal:journl:hal-04164277.

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23. Information spillovers in Hong Kong REITs and related asset markets. (2023). Fu, Yongge ; Chen, Yan ; Liao, Shufei ; Liu, Jian ; Cheng, Cheng.
    In: The Quarterly Review of Economics and Finance.
    RePEc:eee:quaeco:v:92:y:2023:i:c:p:215-229.

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24. Macro-financial spillovers. (2023). Yilmaz, Kamil ; Hallam, Mark ; cotter, john.
    In: Journal of International Money and Finance.
    RePEc:eee:jimfin:v:133:y:2023:i:c:s0261560623000256.

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25. The impact of crisis periods and monetary decisions of the Fed and the ECB on the sovereign yield curve network. (2023). Huszar, Zsuzsa R ; Badics, Milan Csaba ; Kotro, Balazs B.
    In: Journal of International Financial Markets, Institutions and Money.
    RePEc:eee:intfin:v:88:y:2023:i:c:s1042443123001051.

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26. What is mine is yours: Sovereign risk transmission during the European debt crisis. (2023). shin, yongcheol ; Nguyen, Viet Hoang ; Greenwood-Nimmo, Matthew.
    In: Journal of Financial Stability.
    RePEc:eee:finsta:v:65:y:2023:i:c:s1572308923000037.

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27. The crucial role of the five-year Treasury in the US yield curve. (2023). Chen, Yu-Lun.
    In: International Review of Financial Analysis.
    RePEc:eee:finana:v:90:y:2023:i:c:s1057521923003447.

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28. Estimation of panel group structure models with structural breaks in group memberships and coefficients. (2023). Okui, Ryo ; Wang, Wendun ; Lumsdaine, Robin L.
    In: Journal of Econometrics.
    RePEc:eee:econom:v:233:y:2023:i:1:p:45-65.

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29. Estimating contagion mechanism in global equity market with time‐zone effect. (2023). Chen, Muzi ; Huang, Difang ; Wu, Boyao.
    In: Financial Management.
    RePEc:bla:finmgt:v:52:y:2023:i:3:p:543-572.

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30. Sovereign bond yield spreads spillovers in the Economic and Monetary Union. (2022). Afonso, Antonio ; Kazemi, Mina.
    In: International Journal of Finance & Economics.
    RePEc:wly:ijfiec:v:27:y:2022:i:2:p:2615-2626.

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31. Financial contagion in real economy: The key role of policy uncertainty. (2022). Umar, Zaghum ; Kampouris, Elias ; Samitas, Aristeidis.
    In: International Journal of Finance & Economics.
    RePEc:wly:ijfiec:v:27:y:2022:i:2:p:1633-1682.

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32. On the solution of games with arbitrary payoffs: An application to an over-the-counter financial market. (2022). Papavassiliou, Vassilios ; Leventides, John ; Kollias, Iraklis.
    In: Working Papers.
    RePEc:ucd:wpaper:202302.

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33. Does economic policy uncertainty matter to explain connectedness within the international sovereign bond yields?. (2022). Benlagha, Noureddine ; Hemrit, Wael.
    In: Journal of Economics and Finance.
    RePEc:spr:jecfin:v:46:y:2022:i:1:d:10.1007_s12197-021-09554-8.

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34. Spatial contagion between financial markets: new evidence of asymmetric measures. (2022). Ftiti, Zied ; Miled, Wafa ; Sahut, Jean-Michel.
    In: Annals of Operations Research.
    RePEc:spr:annopr:v:313:y:2022:i:2:d:10.1007_s10479-021-04223-9.

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35. NFTs Emergence in Financial Markets and their Correlation with DeFis and Cryptocurrencies. (2022). Alshamali, Nour ; Alawadhi, Khuloud M.
    In: Applied Economics and Finance.
    RePEc:rfa:aefjnl:v:9:y:2022:i:1:p:108-120.

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36. Spillovers from one country’s sovereign debt to CDS (credit default swap) spreads of others during the European crisis: a spatial approach. (2022). Önder, A. Özlem ; Onder, Ozlem A ; Muradolu, Gulnur Y ; Kila, Gul Huyuguzel.
    In: Journal of Asset Management.
    RePEc:pal:assmgt:v:23:y:2022:i:4:d:10.1057_s41260-022-00263-3.

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37. Discussing EU Policies and Mechanisms towards the COVID-19 Pandemic Crisis: A Case Study of Greece. (2022). Liargovas, Panagiotis ; Apostolopoulos, Nikolaos ; Psychalis, Marios.
    In: World.
    RePEc:gam:jworld:v:3:y:2022:i:4:p:43-782:d:931049.

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38. Machine Learning Regularization Methods in High-Dimensional Monetary and Financial VARs. (2022). Sánchez García, Javier ; Cruz Rambaud, Salvador ; Garcia, Javier Sanchez.
    In: Mathematics.
    RePEc:gam:jmathe:v:10:y:2022:i:6:p:877-:d:767891.

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39. Contagion Effect of Financial Markets in Crisis: An Analysis Based on the DCC–MGARCH Model. (2022). Ji, Xiuping ; Lin, Xiaonan ; Wang, Sujuan ; Bu, Naipeng ; Xiao, Honggen.
    In: Mathematics.
    RePEc:gam:jmathe:v:10:y:2022:i:11:p:1819-:d:823862.

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40. Risk, financial stability and FDI. (2022). Maiani, Stefano ; Lamla, Michael ; Kellard, Neil ; Wood, Geoffrey ; Kontonikas, Alexandros.
    In: Journal of International Money and Finance.
    RePEc:eee:jimfin:v:120:y:2022:i:c:s0261560620301881.

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41. Sovereign bond market spillovers from crisis-time developments in Greece. (2022). Zigraiova, Diana ; Gabriele, Carmine ; Clancy, Daragh.
    In: Journal of International Financial Markets, Institutions and Money.
    RePEc:eee:intfin:v:78:y:2022:i:c:s1042443122000464.

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42. Does the world smile together? A network analysis of global index option implied volatilities. (2022). Han, Qian ; Tang, Jing ; Chen, Jing ; Ryu, Doojin.
    In: Journal of International Financial Markets, Institutions and Money.
    RePEc:eee:intfin:v:77:y:2022:i:c:s1042443121002018.

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43. Assessing the impact of policy and regulation interventions in European sovereign credit risk networks: What worked best?. (2022). Buse, Rebekka ; Schienle, Melanie ; Urban, Jorg.
    In: Journal of International Economics.
    RePEc:eee:inecon:v:139:y:2022:i:c:s0022199622001052.

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44. Static and dynamic liquidity spillovers in the Eurozone: The role of financial contagion and the Covid-19 pandemic. (2022). Grillini, Stefano ; Ozkan, Aydin ; Sharma, Abhijit.
    In: International Review of Financial Analysis.
    RePEc:eee:finana:v:83:y:2022:i:c:s1057521922002307.

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45. Covid-19 pandemic and spillover effects in stock markets: A financial network approach. (2022). Polyzos, Stathis ; Kampouris, Elias ; Samitas, Aristeidis.
    In: International Review of Financial Analysis.
    RePEc:eee:finana:v:80:y:2022:i:c:s1057521921003197.

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46. COVID-19 related media sentiment and the yield curve of G-7 economies. (2022). Vo, Xuan Vinh ; Umar, Zaghum ; Azman, Mukhriz Izraf ; Aharon, David Y.
    In: The North American Journal of Economics and Finance.
    RePEc:eee:ecofin:v:61:y:2022:i:c:s106294082200033x.

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47. The contagion phenomena of the Brexit process on main stock markets. (2021). Iiguez, Cristina ; Escribano, Ana.
    In: International Journal of Finance & Economics.
    RePEc:wly:ijfiec:v:26:y:2021:i:3:p:4462-4481.

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48. Not everyone is a follower: The behaviour of interest rate and equity markets within major economies relative to the United States. (2021). Fabozzi, Frank J ; Tunaru, Diana.
    In: International Journal of Finance & Economics.
    RePEc:wly:ijfiec:v:26:y:2021:i:2:p:2335-2350.

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49. The Spillover Effect on the CEE Equity Markets and the Financial Contagion in the Context of Financial Integration. (2021). Stamule, Simona ; Lolea, Iulian Cornel ; Com, Contactcbyahoo.
    In: Journal for Economic Forecasting.
    RePEc:rjr:romjef:v::y:2021:i:4:p:155-170.

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50. Unconventional Monetary Policy and Bond Market Connectedness in the New Normal. (2021). Yilmaz, Kamil ; Akovali, Umut.
    In: Koç University-TUSIAD Economic Research Forum Working Papers.
    RePEc:koc:wpaper:2101.

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51. A new test for common breaks in heterogeneous panel data models. (2021). Jiang, Peiyun ; Kurozumi, Eiji.
    In: Discussion paper series.
    RePEc:hit:hiasdp:hias-e-107.

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52. Liquidity Spill-Overs in Sovereign Bond Market: An Intra-Day Study of Trade Shocks in Calm and Stressful Market Conditions. (2021). VASILIAUSKAITE, DEIMANTE ; Kanapickiene, Rasa ; Jurksas, Linas ; Teresiene, Deimante.
    In: Economies.
    RePEc:gam:jecomi:v:9:y:2021:i:1:p:35-:d:514849.

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53. 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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54. An analysis of network filtering methods to sovereign bond yields during COVID-19. (2021). Pang, Raymond Ka-Kay ; Granados, Oscar M ; Chhajer, Harsh ; Fille, Erika.
    In: Physica A: Statistical Mechanics and its Applications.
    RePEc:eee:phsmap:v:574:y:2021:i:c:s0378437121002673.

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55. From dotcom to Covid-19: A convergence analysis of Islamic investments. (2021). Kenourgios, Dimitris ; Pappas, Vasileios ; Alexakis, Christos ; Petropoulou, Athina.
    In: Journal of International Financial Markets, Institutions and Money.
    RePEc:eee:intfin:v:75:y:2021:i:c:s1042443121001372.

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56. 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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57. Was a deterioration in ‘connectedness’ a leading indicator of the European sovereign debt crisis?. (2021). Li, Youwei ; Vigne, Samuel A ; Hamill, Philip A ; Waterworth, James ; Pantelous, Athanasios A.
    In: Journal of International Financial Markets, Institutions and Money.
    RePEc:eee:intfin:v:74:y:2021:i:c:s1042443121000196.

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58. Realized volatility spillovers between US spot and futures during ECB news: Evidence from the European sovereign debt crisis. (2021). Floros, Christos ; Gkillas, Konstantinos ; Konstantatos, Christoforos ; Tsagkanos, Athanasios.
    In: International Review of Financial Analysis.
    RePEc:eee:finana:v:74:y:2021:i:c:s1057521921000491.

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59. Connectedness structures of sovereign bond markets in Central and Eastern Europe. (2021). Karkowska, Renata ; Urjasz, Szczepan.
    In: International Review of Financial Analysis.
    RePEc:eee:finana:v:74:y:2021:i:c:s1057521920302866.

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60. Asymmetric volatility spillovers between crude oil and Chinas financial markets. (2021). Li, Shouwei ; Wang, HU.
    In: Energy.
    RePEc:eee:energy:v:233:y:2021:i:c:s036054422101416x.

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61. Heterogeneous structural breaks in panel data models. (2021). Okui, Ryo ; Wang, Wendun.
    In: Journal of Econometrics.
    RePEc:eee:econom:v:220:y:2021:i:2:p:447-473.

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62. Spillover across sovereign bond markets between the US and ASEAN4 economies. (2021). Tsang, Andrew ; Yiu, Matthew S ; Nguyen, Huy Toan.
    In: Journal of Asian Economics.
    RePEc:eee:asieco:v:76:y:2021:i:c:s1049007821000725.

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63. Structural Estimation of Time-Varying Spillovers: An Application to International Credit Risk Transmission. (2021). Stalla-Bourdillon, Arthur ; Boeckelmann, Lukas ; Arthur, Stalla-Bourdillon ; Lukas, Boeckelmann.
    In: Working papers.
    RePEc:bfr:banfra:798.

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64. An analysis of network filtering methods to sovereign bond yields during COVID-19. (2021). Pang, Raymond Ka-Kay ; Granados, Oscar ; Chhajer, Harsh ; Legara, Erika Fille.
    In: Papers.
    RePEc:arx:papers:2009.13390.

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65. Banks and Sovereigns: Did Adversity Bring Them Closer?. (2020). Sheenan, Lisa ; Flavin, Thomas ; Dungey, Mardi H.
    In: QBS Working Paper Series.
    RePEc:zbw:qmsrps:202005.

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66. Sovereign bond and CDS market contagion: A story from the Eurozone crisis.. (2020). Politsidis, Panagiotis ; Panagiotidis, Theodore ; Bampinas, Georgios.
    In: MPRA Paper.
    RePEc:pra:mprapa:102846.

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67. Banks and Sovereigns: Did adversity bring them closer?. (2020). Sheenan, Lisa ; Flavin, Thomas ; Dongue, M.
    In: Economics Department Working Paper Series.
    RePEc:may:mayecw:n307-20.pdf.

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68. Beyond Connectedness: A Covariance Decomposition based Network Risk Model. (2020). AKOVALI, Umut.
    In: Koç University-TUSIAD Economic Research Forum Working Papers.
    RePEc:koc:wpaper:2003.

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69. Interindustry volatility spillover effects in China’s stock market. (2020). Liu, Zhe ; Jin, Xue ; Yin, Kedong.
    In: Physica A: Statistical Mechanics and its Applications.
    RePEc:eee:phsmap:v:539:y:2020:i:c:s0378437119316632.

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70. Uncertainty in Euro area and the bond spreads. (2020). Siriopoulos, Costas ; Gkillas, Konstantinos ; Tsagkanos, Athanasios ; Svingou, Argyro.
    In: Physica A: Statistical Mechanics and its Applications.
    RePEc:eee:phsmap:v:537:y:2020:i:c:s0378437119315109.

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71. Crisis transmission: Visualizing vulnerability. (2020). Volkov, Vladimir ; Islam, Raisul ; Dungey, Mardi.
    In: Pacific-Basin Finance Journal.
    RePEc:eee:pacfin:v:59:y:2020:i:c:s0927538x19302665.

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72. On the term structure of liquidity in the European sovereign bond market. (2020). Papavassiliou, Vassilios ; Osullivan, Conall.
    In: Journal of Banking & Finance.
    RePEc:eee:jbfina:v:114:y:2020:i:c:s0378426620300455.

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73. Are banking shocks contagious? Evidence from the eurozone. (2020). Flavin, Thomas ; Dungey, Mardi ; Lagoa-Varela, Dolores.
    In: Journal of Banking & Finance.
    RePEc:eee:jbfina:v:112:y:2020:i:c:s0378426618301572.

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74. Spillovers among sovereign CDS, stock and commodity markets: A correlation network perspective. (2020). Li, jianping ; Yao, Yanzhen ; Sun, Xiaolei ; Wang, Jun.
    In: International Review of Financial Analysis.
    RePEc:eee:finana:v:68:y:2020:i:c:s1057521918304599.

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75. Co-movements and spillovers of oil and renewable firms under extreme conditions: New evidence from negative WTI prices during COVID-19. (2020). Corbet, Shaen ; Gunay, Samet ; Goodell, John W.
    In: Energy Economics.
    RePEc:eee:eneeco:v:92:y:2020:i:c:s0140988320303182.

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76. Volatility spillovers in Australian electricity markets. (2020). Trueck, Stefan ; Truck, Stefan ; Kordzakhia, Nino ; Han, Lin.
    In: Energy Economics.
    RePEc:eee:eneeco:v:90:y:2020:i:c:s0140988320301225.

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77. Determinants of the bid-to-cover ratio in Eurozone sovereign debt auctions. (2020). Beetsma, Roel ; Giuliodori, Massimo ; Hanson, Jesper ; de Jong, Frank.
    In: Journal of Empirical Finance.
    RePEc:eee:empfin:v:58:y:2020:i:c:p:96-120.

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78. Are Member States’ Budgetary Policies Adhering to the EU Fiscal Rules?. (2020). .
    In: Applied Economics Quarterly (formerly: Konjunkturpolitik).
    RePEc:dah:aeqaeq:v66_y2020_i1_q1_p_47-64.

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79. Are Member States’ Budgetary Policies Adhering to the EU Fiscal Rules?. (2020). Cronin, David.
    In: Applied Economics Quarterly (formerly: Konjunkturpolitik).
    RePEc:dah:aeqaeq:v66_y2020_i1_q1_p47-64.

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80. The Effectiveness of Chinas Monetary Policy: Based on the Mixed-Frequency Data. (2020). Song, Yinqiu ; Pan, Shengjie ; Zhang, Hongyan ; Wang, Deqing.
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81. Time-varying contemporaneous spillovers during the European Debt Crisis. (2019). Tourani-Rad, Alireza ; Frijns, Bart ; Finta, Marinela Adriana.
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82. Have Irish Sovereign Bonds Decoupled from the Euro Area Periphery, and Why?. (2019). McQuinn, Kieran ; Dunne, Peter ; Cronin, David.
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83. Comovement and disintegration of EU sovereign bond markets during the crisis. (2019). Vacha, Lukas ; Baxa, Jaromir ; Molik, Filip.
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84. Good and bad volatility spillovers: An asymmetric connectedness. (2019). BenSaïda, Ahmed ; Bensaida, Ahmed.
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85. Euro area sovereign risk spillovers before and after the ECBs OMT announcement. (2019). Gilbert, Niels.
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86. THE SOVEREIGN BOND MARKETS RETURN AND VOLATILITY SPILLOVERS. (2019). Vizek, Maruška.
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87. Cross‐Border Auction Cycle Effects of Sovereign Bond Issuance in the Euro Area. (2018). Beetsma, Roel ; Giuliodori, Massimo ; Hanson, Jesper ; de Jong, Frank.
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88. Fear connectedness among asset classes. (2018). Sosvilla-Rivero, Simon ; Andrada-Felix, Julian ; Fernandez-Perez, Adrian.
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89. Impact of the Credit Rating Revision on the Eurozone Stock Markets. (2018). Trabelsi, Mohamed Ali ; Hmida, Salma.
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90. Sovereign Bond Yields Spreads Spillovers in the EMU. (2018). Afonso, Antonio ; Kazemi, Mina.
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91. Intraday dynamics of credit risk contagion before and during the euro area sovereign debt crisis: Evidence from central Europe. (2018). Ters, Kristyna ; Urban, Jorg.
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92. The intraday volatility spillover index approach and an application in the Brexit vote. (2018). Nishimura, Yusaku ; Sun, Bianxia.
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93. Empirical analysis of market reactions to the UK’s referendum results – How strong will Brexit be?. (2018). Aristeidis, Samitas ; Elias, Kampouris.
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94. Measuring sovereign contagion in Europe. (2018). Rigobon, Roberto ; Ravazzolo, Francesco ; Pelizzon, Loriana ; Caporin, Massimiliano.
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95. Financial connectedness of BRICS and global sovereign bond markets. (2018). Mishra, Anil ; Ahmad, Wasim ; Daly, Kevin J.
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96. The transmission of US economic policy uncertainty shocks to Asian and global financial markets. (2018). Kido, Yosuke.
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97. Sectoral dynamics of financial contagion in Europe - The cases of the recent crises episodes. (2018). Pappas, Vasileios ; Alexakis, Christos.
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98. Heterogeneous structural breaks in panel data models. (2018). Okui, Ryo ; Wang, Wendun.
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99. A Dynamic Correlation Analysis of Financial Contagion: Evidence from the Eurozone Stock Markets. (2017). Trabelsi, Mohamed Ali ; Hmida, Salma.
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100. Interconnectedness and Contagion Effects in International Financial Instruments Markets. (2017). Kravchuk, Igor.
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101. Interconnectedness and Contagion Effects in International Financial Instruments Markets. (2017). Kravchuk, Igor.
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102. Fear connectedness among asset classes. (2017). Sosvilla-Rivero, Simon ; Andrada-Felixa, Julian ; Fernandez-Perez, Adrian.
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103. How Germany benefits the most from its Eurozone membership. (2017). Juneja, Januj.
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104. Sovereign default risk linkage: Implication for portfolio diversification. (2017). Hoque, Ariful ; Hassan, Kamrul ; Gasbarro, Dominic.
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105. Euro area government bonds – Fragmentation and contagion during the sovereign debt crisis. (2017). Fratzscher, Marcel ; Ehrmann, Michael.
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106. 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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107. Modelling European sovereign bond yields with international portfolio effects. (2017). Martin, Franck ; Zhang, Jiangxingyun.
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108. Euro or not? Vulnerability of Czech and Slovak economies to regional and international turmoil. (2017). Kliber, Agata ; Puciennik, Piotr.
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109. Spillovers among sovereign debt markets: identification by absolute magnitude restrictions. (2017). De Santis, Roberto ; Zimic, Sreko.
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110. Modeling the spillovers between stock market and money market in Nigeria. (2017). Salisu, Afees ; Isah, Kazeem.
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111. Relation between regional uncertainty spillovers in the global banking system. (2017). Aste, Tomaso ; Tungsong, Sachapon ; Caccioli, Fabio.
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112. VOLATILITY OF YIELDS OF GOVERNMENT BONDS AMONG GIIPS COUNTRIES DURING THE SOVEREIGN DEBT CRISIS IN THE EURO AREA. (2016). Heryan, Tomas ; Ziegelbauer, Jan .
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113. Are Banking Shocks Contagious? Evidence from the Eurozone. (2016). Flavin, Thomas ; Lagoa-Varela, Dolores.
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114. Contagion in Eurozone Sovereign Bond Markets? The Good, the Bad and the Ugly. (2016). Sheenan, Lisa ; Flavin, Thomas ; Cronin, David.
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115. Identifying and Measuring the Contagion Channels at Work in the European Financial Crises. (2016). Pedio, Manuela.
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116. Measuring Spillovers between the US and Emerging Markets. (2016). Tom Pak Wing FongAuthor-Workplace-Name: Research D, ; Ka Fai LiAuthor-Workplace-Name: Research Departmen, ; Wan, Angela Kin.
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117. 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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118. Equity market contagion during global financial and Eurozone crises: Evidence from a dynamic correlation analysis. (2016). Quoreshi, Shahiduzzaman ; Mollah, Sabur ; Zafirov, Goran .
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119. Linkages in the term structure of interest rates across sovereign bond markets. (2016). Bhaduri, Saumitra ; Sowmya, Subramaniam ; Prasanna, Krishna.
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120. Islamic financial markets and global crises: Contagion or decoupling?. (2016). Naifar, Nader ; Kenourgios, Dimitris ; Dimitriou, Dimitrios.
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121. Domestic and Cross-Border Auction Cycle Effects of Sovereign Bond Issuance in the Euro Area. (2016). Beetsma, Roel ; Giuliodori, Massimo ; Hanson, Jesper ; de Jong, Frank.
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122. Intraday Dynamics of Euro Area Sovereign Credit Risk Contagion. (2016). Komarek, Lubos ; Ters, Kristyna ; Urban, Jorg.
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123. Financial Cycles and Macroprudential and Monetary Policies. (2016). Hlaváček, Michal ; Babecký, Jan ; Hlavac, Petr ; Plasil, Miroslav ; Kejak, Michal ; Frait, Jan ; Seidler, Jakub ; Mateju, Jakub ; Audzei, Volha ; Malovana, Simona.
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124. Topics in Labour Markets. (2016). Babecký, Jan ; Galuscak, Kamil ; Polansky, Jiri ; Tonner, Jaromir ; Bruha, Jan ; Babecky, Jan ; Zigraiova, Diana ; Tvrz, Stanislav ; Vasicek, Osvald ; Lizal, Lubomir.
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125. Contagion in Eurozone Sovereign Bond Markets? The Good, the Bad and the Ugly. (2016). Sheenan, Lisa ; Flavin, Thomas ; Cronin, David.
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126. Intraday dynamics of euro area sovereign credit risk contagion. (2016). Komarek, Lubos ; Ters, Kristyna.
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127. The Impossible Trinity and Financial Markets – An Examination of Inflation Volatility Spillovers. (2015). Bosupeng, Mpho.
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128. “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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129. “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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130. International Dependence and Contagion across Asset Classes: The Case of Poland. (2015). Banbula, Piotr ; Markun, Michal ; Adam, Michal .
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131. Volatility spillovers in EMU sovereign bond markets. (2015). Sosvilla-Rivero, Simon ; Gómez-Puig, Marta ; Gomez-Puig, Marta ; Fernandez-Rodriguez, Fernando.
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132. Transmission channels of systemic risk and contagion in the European financial network. (2015). Paltalidis, Nikos ; Koutelidakis, Yiannis ; Kizys, Renatas ; Gounopoulos, Dimitrios.
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133. Detecting contagion in a multivariate time series system: An application to sovereign bond markets in Europe. (2015). Candelon, Bertrand ; Manner, Hans ; Blatt, Dominik.
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134. Euro Area Government Bonds: Integration and Fragmentation during the Sovereign Debt Crisis. (2015). Fratzscher, Marcel ; Ehrmann, Michael.
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135. Euro Area Government Bonds—Integration and Fragmentation During the Sovereign Debt Crisis. (2015). Fratzscher, Marcel ; Ehrmann, Michael.
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136. Monetary Policy Challenges in a Low-Inflation Environment. (2015). Babecký, Jan ; Andrle, Michal ; Baxa, Jaromir ; Filacek, Jan ; Bruha, Jan ; Mateju, Jakub ; Vasicek, Borek ; Solmaz, Serhat ; Claeys, Peter ; Kucharcukova, Oxana Babecka ; Plasil, Miroslav.
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137. Forecasting. (2015). Galuscak, Kamil ; Babecký, Jan ; Polansky, Jiri ; Tonner, Jaromir ; Bruha, Jan ; Kopriva, Frantisek ; Brazdik, Frantisek ; Humplova, Zuzana ; Havrlant, David ; Holub, Tomas ; Hledik, Tibor ; Franta, Michal ; Rusnak, Marek.
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138. Euro Area Government Bonds—Integration and Fragmentation During the Sovereign Debt Crisis. (2015). Fratzscher, Marcel ; Ehrmann, Michael.
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139. Volatility spillovers in EMU sovereign bond markets. (2015). Sosvilla-Rivero, Simon ; Gómez-Puig, Marta ; Gomez-Puig, Marta ; Fernandez-Rodriguez, Fernando.
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140. 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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141. Macroprudential Research: Selected Issues. (2014). Komarek, Lubos ; Smidkova, Katerina ; Lesanovska, Jitka ; Komarkova, Zlatuse ; Kubicova, Ivana ; Hausenblas, Vaclav ; Vasicek, Borek ; Konecny, Tomas ; Derviz, Alexis ; Kucharcukova, Oxana Babecka ; Kadlcakova, Narcisa ; Hlavacek, Michal ; Joy, Mark ; Rusnak, Marek.
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4. BAD BANK AND OTHER POSSIBLE BANKS’ RESCUING MODELS – THE CASE OF SLOVENIA. (2015). MARKOVIC-HRIBERNIK, TANJA ; Tomec, Matej.
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5. The macroeconomic effects of the Euro Areas fiscal consolidation 2011-2013: A Simulation-based approach. (2015). Schoder, Christian ; Rannenberg, Ansgar ; Strasky, Jan.
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6. The causal linkages between sovereign CDS prices for the BRICS and major European economies. (2014). Stolbov, Mikhail.
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7. Lessons from the European financial crisis. (2014). Pagano, Marco.
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8. Banking and Sovereign Debt Crises in Monetary Union Without Central Bank Intervention.. (2014). Dufourt, Frédéric ; Dai, Meixing ; CHENG, Jin.
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9. Sovereign and bank CDS spreads: two sides of the same coin?. (2014). cotter, john ; Avino, Davide.
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10. The Euro and The Geography of International Debt Flows. (2014). Obstfeld, Maurice ; Hale, Galina.
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11. Nonlinearities in Sovereign Risk Pricing: The Role of CDS Index Contracts. (2014). Portes, Richard ; Fouquau, Julien ; Delatte, Anne-Laure.
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12. Fiscal sustainability in the presence of systemic banks: the case of EU countries. (2014). Roussellet, Guillaume ; Benassy-Quere, Agnès.
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13. Credibility and Crisis Stress Testing. (2014). Ong, Li Lian ; Pazarbasioglu, Ceyla.
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14. The Euro and the Geography of International Debt Flows. (2014). Obstfeld, Maurice ; Hale, Galina.
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15. Nonlinearities in sovereign risk pricing the role of cds index contracts. (2014). Delatte, Anne-Laure.
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16. Measuring bilateral spillover and testing contagion on sovereign bond markets in Europe. (2014). Vašíček, Bořek ; Claeys, Peter ; Vaiek, Boek.
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17. Sovereign and bank CDS spreads: Two sides of the same coin?. (2014). cotter, john ; Avino, Davide.
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18. Short-term determinants of the idiosyncratic sovereign risk premium: a regime-dependent analysis for european credit default swaps. (2014). Vašíček, Bořek ; Miao, Rong Hui ; Calice, Giovanni ; Trba, Filip ; Vaiek, Boek.
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19. Measuring bilateral spillover and testing contagion on sovereign bond markets in Europe. (2014). Vašíček, Bořek ; Claeys, Peter ; Vaiek, Boek.
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20. Systemic risk and bank business models. (2014). van Oordt, Maarten ; Zhou, Chen.
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21. Nonlinearities in Sovereign Risk Pricing: The Role of CDS Index Contract. (2014). Portes, Richard ; Fouquau, Julien ; Delatte, Anne-Laure.
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22. A case for redistribution? Income inequality and wealth concentration in the recent crisis. (2014). Stockhammer, Engelbert ; Onaran, Ozlem ; Goda, Thomas.
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23. Sovereign Contagion in Europe: Evidence from the CDS Market. (2013). Manasse, Paolo ; Zavalloni, Luca.
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24. Sovereign and bank CDS spreads: two sides of the same coin for European bank default predictability?. (2013). cotter, john ; Avino, Davide.
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25. On the time-varying relationship between EMU sovereign spreads and their determinants. (2013). Kontonikas, Alexandros ; Arghyrou, Michael ; Afonso, Antonio ; Bagdatoglou, George .
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26. Sovereign Contagion in Europe: Evidence from the CDS Market. (2013). Manasse, Paolo ; Zavalloni, Luca.
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27. On the time-varying relationship between EMU sovereign spreads and their determinants. (2013). Kontonikas, Alexandros ; Arghyrou, Michael ; Afonso, Antonio ; Bagdatoglou, George .
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28. Contagion during the Greek sovereign debt crisis. (2013). Mink, Mark ; de Haan, Jakob.
    In: Journal of International Money and Finance.
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29. Bank/sovereign risk spillovers in the European debt crisis. (2013). Vander Vennet, Rudi ; Schepens, Glenn ; de Bruyckere, Valerie ; Gerhardt, Maria.
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30. One crisis, two crises…the subprime crisis and the European sovereign debt problems. (2013). Burietz, Aurore ; Ureche-Rangau, Loredana.
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31. Sovereign Contagion in Europe: Evidence from the CDS Market. (2013). Manasse, Paolo ; Zavalloni, L..
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32. Financial crises and bank funding: recent experience in the euro area. (2013). Rixtel, Adrian ; Gasperini, Gabriele ; van Rixtel, Adrian.
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33. Pure or wake-up-call contagion? Another look at the EMU sovereign debt crisis. (2013). Tommasino, Pietro ; Pericoli, Marcello ; Giordano, Raffaela.
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34. Sovereign Credit Default Swap Premia. (2012). Augustin, Patrick.
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35. Bank/sovereign risk spillovers in the European debt crisis. (2012). Vander Vennet, Rudi ; Schepens, Glenn ; DE BRUYCKERE, V. ; GERHARDT, M..
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36. The Big C: Identifying Contagion. (2012). Forbes, Kristin.
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37. A Coasean Approach to Bank Resolution Policy in the Eurozone. (2012). Connor, Gregory.
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38. The determinants of sovereign bond yield spreads in the EMU. (2012). Kontonikas, Alexandros ; Arghyrou, Michael ; Afonso, Antonio.
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39. “Measuring Sovereign Bond Spillover in Europe and the Impact of Rating News”. (2012). Vašíček, Bořek ; Claeys, Peter ; Vaicek, Borek .
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40. Fiscal Sustainability in the Presence of Systemic Banks: the Case of EU Countries. (2012). Roussellet, Guillaume ; Benassy-Quere, Agnès.
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41. Fiscal Sustainability in the Presence of Systemic Banks: the Case of EU Countries. (2012). Roussellet, Guillaume ; Benassy-Quere, Agnès.
    In: PSE - G-MOND WORKING PAPERS.
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42. The determinants of sovereign bond yield spreads in the EMU. (2012). Kontonikas, Alexandros ; Arghyrou, Michael ; Afonso, Antonio.
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43. When is there a strong transfer risk from the sovereigns to the corporates? Property rights gaps and CDS spreads. (2012). Wei, Shang-Jin ; Bai, Jennie.
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44. The “Big C”: identifying and mitigating contagion. (2012). Forbes, Kristin.
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45. Robust Capital Regulation. (2012). Thakor, Anjan ; Schuermann, Til ; Mehran, Hamid ; Acharya, Viral.
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46. Measuring Sovereign Bond Spillover in Europe and the Impact of Rating News. (2012). Vašíček, Bořek ; Claeys, Peter ; Vasicek, Borek .
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47. Are banks affected by their holdings of government debt?. (2012). Wolff, Guntram ; Angeloni, Chiara.
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48. Academic Performance and Single-Sex Schooling: Evidence from a Natural Experiment in Switzerland. (2011). Hessami, Zohal ; Fischbacher, Urs ; Eisenkopf, Gerald ; Schuler, Yves Stephan ; Alter, Adrian.
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49. Sovereign and Bank Credit Risk during the Global Financial Crisis. (2011). Stanga, Irina.
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50. Have market views on the sustainability of fiscal burdens influenced monetary authorities credibility?. (2011). Lewis, John ; Galati, Gabriele ; Zhou, Chen.
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