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Transmission of the financial and sovereign debt crises to the EMU: Stock prices, CDS spreads and exchange rates. (2012). Vermeulen, Robert ; Grammatikos, Theoharry.
In: Journal of International Money and Finance.
RePEc:eee:jimfin:v:31:y:2012:i:3:p:517-533.

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  5. Heterogeneous Behavior and Volatility Transmission in the Forex Market using High-Frequency Data. (2023). Shira, Ruba Khalid ; Lamouchi, Rim Ammar.
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  14. Is the COVID-19 pandemic more contagious for the Asian stock markets? A comparison with the Asian financial, the US subprime and the Eurozone debt crisis. (2022). Chopra, Monika ; Mehta, Chhavi.
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  16. The role of systemic risk spillovers in the transmission of Euro Area monetary policy. (2021). Skouralis, Alexandros.
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  17. Systemic Risk Spillovers Across the EURO Area. (2021). Skouralis, Alexandros.
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  18. The Impact of the Covid-19 Pandemic on the Financial Performance of Public Companies in Poland. (2021). Skibinska-Fabrowska, Ilona ; Zukowska, Helena ; Kotlinski, Grzegorz ; Spoz, Anna.
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  19. The Impact of the Covid-19 Pandemic on the Financial Performance of Public Companies in Poland. (2021). Zukowska, Helena ; Kotlinski, Grzegorz ; Skibinska-Fabrowska, Ilona ; Spoz, Anna.
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  20. The global financial crisis, the EMU sovereign debt crisis and international financial regulation: lessons from a systematic literature review. (2021). Meier, Samira ; Gonzalez, Miguel Rodriguez ; Kunze, Frederik.
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  24. EU Stock Markets vs. Germany, UK and US: Analysis of Dynamic Comovements Using Time-Varying DCCA Correlation Coefficients. (2020). TILFANI, Oussama ; Ferreira, Paulo ; Dionisio, Andreia ; el Boukfaoui, My Youssef.
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  26. Are banking shocks contagious? Evidence from the eurozone. (2020). Flavin, Thomas ; Dungey, Mardi ; Lagoa-Varela, Dolores.
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  27. Systemic risk and financial stability dynamics during the Eurozone debt crisis. (2020). Kouretas, Georgios ; Bratis, Theodoros ; Laopodis, Nikiforos T.
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  28. Asymmetric dependence between stock market returns and news during COVID-19 financial turmoil. (2020). Cepoi, Cosmin-Octavian.
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  29. Macroeconomic transmission of Eurozone shocks to India—A mean-adjusted Bayesian VAR approach. (2020). Swamy, Vighneswara.
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  30. Financial Stress Transmission from Sovereign Credit Market to Financial Market: A Multivariate FIGARCH-DCC Approach. (2019). Jaidane, Warda ; Boukadida, Sahar ; el Abed, Riadh.
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  31. Work Values in Politics: The European Union Debt Crisis as a Case Study. (2019). Pierrakakis, Kyriakos ; Diamantopoulou, Anna.
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  32. The Credit Default Swap market contagion during recent crises: international evidence. (2019). de Peretti, Christian ; Sabkha, Saker ; Hmaied, Dorra.
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  35. Unraveling the Financial Contagion in European Stock Markets During Financial Crises: Multi-Timescale Analysis. (2018). Masih, Abul ; Dewandaru, Ginanjar.
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  36. The impact of the financial crisis on the long-range memory of European corporate bond and stock markets. (2018). Fernandez Bariviera, Aurelio ; Martinez, Lisana B ; Guercio, Belen M ; Terceo, Antonio.
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  37. Asymmetric Causality between Unemployment Rate and House Prices in each State of the U.S.. (2018). Bahmani-Oskooee, Mohsen ; Ghodsi, Seyed Hesam.
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  38. The Credit Default Swap market contagion during recent crises: International evidence. (2018). de Peretti, Christian ; Sabkha, Saker ; Hmaied, Dorra.
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  41. 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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  42. Quantile dependence between the stock, bond and foreign exchange markets – Evidence from the UK. (2018). Wu, Weiou ; Raza, Hamid.
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  43. Volatility co-movements and spillover effects within the Eurozone economies: A multivariate GARCH approach using the financial stress index. (2018). Tsopanakis, Andreas ; Sogiakas, Vasilios ; MacDonald, Ronald.
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  48. The Credit Default Swap market contagion during recent crises: International evidence. (2017). Sabkha, Saker ; Hmaied, Dorra ; de Peretti, Christian.
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  49. The impact of the European sovereign debt crisis on banks stocks. Some evidence of shift contagion in Europe. (2017). Allegret, Jean-Pierre ; Raymond, Helene ; Rharrabti, Houda.
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  55. The impact of the European sovereign debt crisis on banks stocks. Some evidence of shift contagion in Europe. (2017). Allegret, Jean-Pierre ; Rharrabti, Houda ; Raymond, Helene.
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  75. On Origins and Implications of the Sovereign Debt Crisis in the Euro Area. (2015). Mirdala, Rajmund ; Ruakova, Anna.
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