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Anatomy of sovereign yield behaviour using textual news. (2024). Sensoy, Ahmet ; Akhtaruzzaman, Md ; Dann, Susan ; Pradhan, H K ; Banerjee, Ameet Kumar.
In: Research in International Business and Finance.
RePEc:eee:riibaf:v:71:y:2024:i:c:s0275531924002514.

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  19. Macroeconomic imbalances, financial stress and fiscal vulnerability in the euro area before the debt crises: A market view. (2016). Gente, Karine ; Dufrénot, Gilles ; Monsia, Fredia.
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  20. 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).
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  21. Macroeconomic imbalances, financial stress and fiscal vulnerability in the euro area before the debt crises: A market view. (2016). Gente, Karine ; Dufrénot, Gilles ; Dufrenot, Gilles ; Monsia, Fredia.
    In: Journal of International Money and Finance.
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  22. Determinants of sovereign bond yield spreads and contagion in the peripheral EU countries. (2016). Fenech, Jean-Pierre ; Brooks, Rob ; Silvapulle, Param ; Thomas, Alice.
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  23. The share of European economies in the process of convergence of long-term interest rates in the EU in the period of 2006–2016. (2016). Gorna, Karolina ; Szulc, Elbieta ; Wleklinska, Dagna .
    In: Dynamic Econometric Models.
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  24. Bond Yield Spreads in the Eurozone. (2015). Denisa, Proksova ; Maria, Bohdalova .
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  25. Sovereign Financial Asset Market Linkages across Europe During the Euro Zone Debt Crisis. (2015). Altr, Mois ; Cramer, Alexandru-Adrian ; Altr-Samuel, Adam-Nelu .
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  26. Membership in the Euro area and fiscal sustainability. Analysis through panel fiscal reaction functions.. (2015). Trzeciakowski, Rafał ; Rzońca, Andrzej ; Ciżkowicz, Piotr ; Rzonca, Andrzej.
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  27. Decomposition of the dynamics of sovereign yield spreads in the euro area. (2015). De Backer, Bruno.
    In: Economic Review.
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  28. Economic forecasts and sovereign yields. (2015). Afonso, Antonio ; Nunes, Ana Sofia .
    In: Economic Modelling.
    RePEc:eee:ecmode:v:44:y:2015:i:c:p:319-326.

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  29. Evolución de la relación entre bonos locales y externos del gobierno colombiano frente a choques de riesgo. (2015). Moreno Gutiérrez, José ; Rojas, Juan Sebastian ; Martinez, Diego Alejandro.
    In: Borradores de Economia.
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  30. Windfall of Low Interest Payments and Fiscal Sustainability in the Euro Area: Analysis through Panel Fiscal Reaction Functions. (2015). Trzeciakowski, Rafał ; Rzońca, Andrzej ; Ciżkowicz, Piotr ; Cikowicz, Piotr ; Rzoca, Andrzej.
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  31. Evolución de la relación entre bonos locales y externos del gobierno colombiano frente a choques de riesgo. (2015). Moreno Gutiérrez, José ; Rojas, Juan Sebastian ; Martinez, Diego Alejandro.
    In: Borradores de Economia.
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  32. “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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  33. “EMU sovereign debt market crisis: Fundamentals-based or pure contagion?”. (2014). Sosvilla-Rivero, Simon ; Gómez-Puig, Marta ; Gomez-Puig, Marta.
    In: IREA Working Papers.
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  34. Fundamentally Wrong: Market Pricing of Sovereigns and the Greek Financial Crisis. (2014). Tavlas, George ; Hall, Stephen ; Gibson, Heather.
    In: Journal of Macroeconomics.
    RePEc:eee:jmacro:v:39:y:2014:i:pb:p:405-419.

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  35. Long-term government bond yields and macroeconomic fundamentals: Evidence for Greece during the crisis-era. (2014). pragidis, ioannis ; Chionis, Dionysios ; Schizas, Panagiotis.
    In: Finance Research Letters.
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  36. 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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  37. Sovereign credit ratings, market volatility, and financial gains. (2014). Taamouti, Abderrahim ; Gomes, Pedro ; Afonso, Antonio.
    In: Computational Statistics & Data Analysis.
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  38. Correlation and volatility on bond markets during the EMU crisis: does the OMT change the process ?. (2014). Martin, Franck ; JIANGXINGYUN, ZHANG ; Zhang, Jiangxingyun.
    In: Economics Bulletin.
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  39. Measuring the effect of government ESG performance on sovereign borrowing cost. (2014). DIAYE, MARC-ARTHUR ; Crifo, Patricia ; Oueghlissi, Rim.
    In: CIRANO Working Papers.
    RePEc:cir:cirwor:2014s-37.

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  40. Determinants of OECD countries sovereign yields: safe havens, purgatory, and the damned.. (2014). Pouvelle, Cyril ; Harreau, L. ; Bortoli, C..
    In: Working papers.
    RePEc:bfr:banfra:494.

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  41. 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, .
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  42. Sovereign spreads and financial market behavior before and during the crisis. (2014). Gajewski, Pawel.
    In: Lodz Economics Working Papers.
    RePEc:ann:wpaper:4/2014.

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  43. EMU sovereign debt market crisis: Fundamentals-based or pure contagion?. (2014). Sosvilla-Rivero, Simon ; Gómez-Puig, Marta ; Gomez-Puig, Marta.
    In: Working Papers.
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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 ; Gmez-Puig, Marta ; María del Carmen Ramos-Herrera, .
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  45. FUNDAMENTALLY WRONG: MARKET PRICING OF SOVEREIGNS AND THE GREEK FINANCIAL CRISIS. (2013). Tavlas, George ; Hall, Stephen ; Gibson, Heather.
    In: Discussion Papers in Economics.
    RePEc:lec:leecon:13/20.

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  46. On the time-varying relationship between EMU sovereign spreads and their determinants. (2013). Kontonikas, Alexandros ; Arghyrou, Michael ; Afonso, Antonio ; Bagdatoglou, George .
    In: Working Papers Department of Economics.
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  47. On the time-varying relationship between EMU sovereign spreads and their determinants. (2013). Kontonikas, Alexandros ; Arghyrou, Michael ; Afonso, Antonio ; Bagdatoglou, George .
    In: Working Papers.
    RePEc:gla:glaewp:2013_05.

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  48. On the time-varying relationship between EMU sovereign spreads and their determinants. (2013). Kontonikas, Alexandros ; Arghyrou, Michael ; Afonso, Antonio ; Bagdatoglou, George .
    In: SIRE Discussion Papers.
    RePEc:edn:sirdps:474.

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