1. Static and dynamic linkages between oil, gold and global equity markets in various crisis episodes: Evidence from the Wavelet TVP-VAR. (2023). Yousaf, Imran ; Shah, Waheed Ullah ; Younis, Ijaz.
   In: Resources Policy.
   RePEc:eee:jrpoli:v:80:y:2023:i:c:s0301420722006420.

   Full description at Econpapers || Download paper

2. Debt and financial market contagion. (2022). Morley, James ; Hsiao, Cody Yu-Ling.
   In: Empirical Economics.
   RePEc:spr:empeco:v:62:y:2022:i:4:d:10.1007_s00181-021-02077-5.

   Full description at Econpapers || Download paper

3. Systemic risk and the COVID challenge in the european banking sector. (2022). Borri, Nicola ; di Giorgio, Giorgio.
   In: Journal of Banking & Finance.
   RePEc:eee:jbfina:v:140:y:2022:i:c:s0378426621000315.

   Full description at Econpapers || Download paper

4. Monetary policy regimes: A global assessment. (2022). Tyers, Rodney ; Magnusson, Leandro ; Paranavithana, Harsha ; Schiffmann, Florian.
   In: The World Economy.
   RePEc:bla:worlde:v:45:y:2022:i:6:p:1737-1772.

   Full description at Econpapers || Download paper

5. Sovereign ratings, foreign direct investment and contagion in emerging markets: Does being a BRICS country matter?. (2021). Emara, Noha ; el Said, Ayah.
   In: International Journal of Finance & Economics.
   RePEc:wly:ijfiec:v:26:y:2021:i:4:p:5217-5234.

   Full description at Econpapers || Download paper

6. Contagion between real estate and financial markets: A Bayesian quantile-on-quantile approach. (2021). Ravazzolo, Francesco ; GUPTA, RANGAN ; Caporin, Massimiliano.
   In: The North American Journal of Economics and Finance.
   RePEc:eee:ecofin:v:55:y:2021:i:c:s1062940820302291.

   Full description at Econpapers || Download paper

7. Network VAR models to measure financial contagion. (2021). Giudici, Paolo ; Ahelegbey, Daniel Felix ; Hashem, Shatha Qamhieh.
   In: The North American Journal of Economics and Finance.
   RePEc:eee:ecofin:v:55:y:2021:i:c:s1062940820302059.

   Full description at Econpapers || Download paper

8. Sovereign Ratings, Foreign Direct Investment and Contagion in Emerging Markets: Does Being a BRICS Country Matter?. (2020). Emara, Noha ; el Said, Ayah.
   In: MPRA Paper.
   RePEc:pra:mprapa:99254.

   Full description at Econpapers || Download paper

9. Populism, Political Risk and the Economy: Lessons from Italy. (2020). Schiantarelli, Fabio ; Brianti, Marco ; Brancati, Emanuele ; Balduzzi, Pierluigi.
   In: IZA Discussion Papers.
   RePEc:iza:izadps:dp12929.

   Full description at Econpapers || Download paper

10. Risk spillover between the US and the remaining G7 stock markets using time-varying copulas with Markov switching: Evidence from over a century of data. (2020). Ji, Qiang ; GUPTA, RANGAN ; Cuñado, Juncal ; Cunado, Juncal ; Liu, Bing-Yue.
    In: The North American Journal of Economics and Finance.
    RePEc:eee:ecofin:v:51:y:2020:i:c:s106294081830319x.

    Full description at Econpapers || Download paper

11. Populism, Political Risk and the Economy: Lessons from Italy. (2020). Schiantarelli, Fabio ; Brianti, Marco ; Brancati, Emanuele ; Balduzzi, Pierluigi.
    In: Boston College Working Papers in Economics.
    RePEc:boc:bocoec:989.

    Full description at Econpapers || Download paper

12. Nonperforming Loans in Asia: Determinants and Macrofinancial Linkages. (2019). Rosenkranz, Peter ; Lee, Jun Kyu.
    In: ADB Economics Working Paper Series.
    RePEc:ris:adbewp:0574.

    Full description at Econpapers || Download paper

13. Contagion between Stock and Real Estate Markets: International Evidence from a Local Gaussian Correlation Approach. (2019). Wang, Shixuan ; GUPTA, RANGAN ; Bouri, Elie.
    In: Working Papers.
    RePEc:pre:wpaper:201917.

    Full description at Econpapers || Download paper

14. Sovereign Ratings, Foreign Direct Investment, and Financial Contagion: The Case of Emerging Markets. (2019). Emara, Noha ; el Said, Aya.
    In: MPRA Paper.
    RePEc:pra:mprapa:94504.

    Full description at Econpapers || Download paper

15. Directional spillover effects between ASEAN and world stock markets. (2019). Yoon, Seong-Min ; Uddin, Gazi ; Troster, Victor ; Kang, Sang Hoon.
    In: Journal of Multinational Financial Management.
    RePEc:eee:mulfin:v:52-53:y:2019:i::s1042444x19300751.

    Full description at Econpapers || Download paper

16. Day-of-the-week effects in financial contagion. (2019). Gebka, Bartosz ; Anderson, Robert ; Sewraj, Deeya.
    In: Finance Research Letters.
    RePEc:eee:finlet:v:28:y:2019:i:c:p:221-226.

    Full description at Econpapers || Download paper

17. Dynamic credit convergence in CARD: The spreading of common shocks. (2019). Pagliacci, Carolina.
    In: The North American Journal of Economics and Finance.
    RePEc:eee:ecofin:v:50:y:2019:i:c:s1062940818306752.

    Full description at Econpapers || Download paper

18. Contagion between Real Estate and Financial Markets: A Bayesian Quantile-on-Quantile Approach. (2019). Ravazzolo, Francesco ; GUPTA, RANGAN ; Caporin, Massimiliano.
    In: BEMPS - Bozen Economics & Management Paper Series.
    RePEc:bzn:wpaper:bemps61.

    Full description at Econpapers || Download paper

19. Financial Contagion in the BRICS Stock Markets: An empirical analysis of the Lehman Brothers Collapse and European Sovereign Debt Crisis. (2018). Pereira, Dirceu.
    In: Journal of Economics and Financial Analysis.
    RePEc:trp:01jefa:jefa0011.

    Full description at Econpapers || Download paper

20. The role of contagion in the transmission of financial stress. (2018). Herculano, Miguel C.
    In: ESRB Working Paper Series.
    RePEc:srk:srkwps:201881.

    Full description at Econpapers || Download paper

21. The propagation of financial turbulence: interdependence, spillovers, and direct and indirect effects. (2018). Jacobs, Jan ; Elhorst, J.Paul ; Jing, Zhongbo ; Haan, Jakob.
    In: Empirical Economics.
    RePEc:spr:empeco:v:55:y:2018:i:1:d:10.1007_s00181-017-1249-y.

    Full description at Econpapers || Download paper

22. Contagion and information frictions in emerging markets: the role of joint signals. (2018). Gruhle, Tobias ; Avdiu, Besart.
    In: MPRA Paper.
    RePEc:pra:mprapa:84872.

    Full description at Econpapers || Download paper

23. Regional Spillovers in Financial Dollarization. (2018). Savva, Christos ; Neanidis, Kyriakos.
    In: Centre for Growth and Business Cycle Research Discussion Paper Series.
    RePEc:man:cgbcrp:238.

    Full description at Econpapers || Download paper

24. Intraday dynamics of credit risk contagion before and during the euro area sovereign debt crisis: Evidence from central Europe. (2018). Ters, Kristyna ; Urban, Jorg.
    In: International Review of Economics & Finance.
    RePEc:eee:reveco:v:54:y:2018:i:c:p:123-142.

    Full description at Econpapers || Download paper

25. Does the U.S. exercise contagion on Italy? A theoretical model and empirical evidence. (2018). Ventura, Marco ; Cerqueti, Roy ; Fenga, Livio.
    In: Physica A: Statistical Mechanics and its Applications.
    RePEc:eee:phsmap:v:499:y:2018:i:c:p:436-442.

    Full description at Econpapers || Download paper

26. Country transparency and the global transmission of financial shocks. (2018). Brandao Marques, Luis ; Gelos, R. Gaston ; Melgar, Natalia ; Brandao-Marques, Luis.
    In: Journal of Banking & Finance.
    RePEc:eee:jbfina:v:96:y:2018:i:c:p:56-72.

    Full description at Econpapers || Download paper

27. Measuring sovereign contagion in Europe. (2018). Rigobon, Roberto ; Ravazzolo, Francesco ; Pelizzon, Loriana ; Caporin, Massimiliano.
    In: Journal of Financial Stability.
    RePEc:eee:finsta:v:34:y:2018:i:c:p:150-181.

    Full description at Econpapers || Download paper

28. Accounting for sovereign tail risk in emerging economies: The role of global and domestic risk factors. (2018). Fong, Tom ; Wing, Tom Pak ; Li, Ka-Fai ; Fu, John.
    In: Emerging Markets Review.
    RePEc:eee:ememar:v:34:y:2018:i:c:p:98-110.

    Full description at Econpapers || Download paper

29. Global Stock Return Comovements: Trends and Determinants. (2018). Inaba, Kei-Ichiro.
    In: Bank of Japan Working Paper Series.
    RePEc:boj:bojwps:wp18e07.

    Full description at Econpapers || Download paper

30. Contagion in the CoCos market? A case study of two stress events. (2018). Segura, Anatoli ; miglietta, arianna ; Bologna, Pierluigi.
    In: Temi di discussione (Economic working papers).
    RePEc:bdi:wptemi:td_1201_18.

    Full description at Econpapers || Download paper

31. Banking integration and house price comovement. (2017). Sraer, David ; Landier, Augustin ; David, David Sraerauthor-Name.
    In: ESRB Working Paper Series.
    RePEc:srk:srkwps:201748.

    Full description at Econpapers || Download paper

32. Risk Spillover between the US and the Remaining G7 Stock Markets Using Time-Varying Copulas with Markov Switching: Evidence from Over a Century of Data. (2017). Liu, BingYue ; Ji, Qiang ; GUPTA, RANGAN ; Cunado, Juncal.
    In: Working Papers.
    RePEc:pre:wpaper:201759.

    Full description at Econpapers || Download paper

33. Three essays on uncertainty: real and financial effects of uncertainty shocks. (2017). Lee, Seohyun.
    In: MPRA Paper.
    RePEc:pra:mprapa:83617.

    Full description at Econpapers || Download paper

34. Interconnectedness and Contagion Effects in International Financial Instruments Markets. (2017). Kravchuk, Igor.
    In: Montenegrin Journal of Economics.
    RePEc:mje:mjejnl:v:13:y:2017:i:3:p:161-174.

    Full description at Econpapers || Download paper

35. Interconnectedness and Contagion Effects in International Financial Instruments Markets. (2017). Kravchuk, Igor.
    In: Montenegrin Journal of Economics.
    RePEc:mje:mjejnl:v:12:y:2017:i:3:p:161-174.

    Full description at Econpapers || Download paper

36. Discount rate or cash flow contagion? Evidence from the recent financial crises. (2017). Jiang, Junhua.
    In: Research in International Business and Finance.
    RePEc:eee:riibaf:v:39:y:2017:i:pa:p:315-326.

    Full description at Econpapers || Download paper

37. Banking integration and house price co-movement. (2017). thesmar, david ; Sraer, David ; Landier, Augustin.
    In: Journal of Financial Economics.
    RePEc:eee:jfinec:v:125:y:2017:i:1:p:1-25.

    Full description at Econpapers || Download paper

38. Networks in risk spillovers: a multivariate GARCH perspective. (2016). Pelizzon, Loriana ; Caporin, Massimiliano ; Billio, Monica ; Frattarolo, Lorenzo.
    In: Working Papers.
    RePEc:ven:wpaper:2016:03.

    Full description at Econpapers || Download paper

39. Exposure to international crises: trade vs. financial contagion. (2016). Grant, Everett.
    In: ESRB Working Paper Series.
    RePEc:srk:srkwps:201630.

    Full description at Econpapers || Download paper

40. Exposure to international crises: trade vs. financial contagion. (2016). Grant, Everett.
    In: Globalization Institute Working Papers.
    RePEc:fip:feddgw:280.

    Full description at Econpapers || Download paper

41. The impact and the spillover effect of a sovereign rating announcement on the euro area CDS market. (2016). Gallo, Raffaele ; Drago, Danilo.
    In: Journal of International Money and Finance.
    RePEc:eee:jimfin:v:67:y:2016:i:c:p:264-286.

    Full description at Econpapers || Download paper

42. Regime-dependent determinants of Euro area sovereign CDS spreads. (2016). Qian, Zongxin ; Eijffinger, Sylvester ; Blommestein, Hans.
    In: Journal of Financial Stability.
    RePEc:eee:finsta:v:22:y:2016:i:c:p:10-21.

    Full description at Econpapers || Download paper

43. Determinants of sovereign bond yield spreads and contagion in the peripheral EU countries. (2016). Fenech, Jean-Pierre ; Brooks, Rob ; Silvapulle, Param ; Thomas, Alice.
    In: Economic Modelling.
    RePEc:eee:ecmode:v:58:y:2016:i:c:p:83-92.

    Full description at Econpapers || Download paper

44. Financial Interdependence and Contagion: the transmission of financial stress from the United States to Latin America. (2016). Restrepo, Laura Pareja .
    In: Documentos CEDE.
    RePEc:col:000089:014235.

    Full description at Econpapers || Download paper

45. Debt and Financial Market Contagion. (2015). Morley, James ; Hsiao, Cody Yu-Ling.
    In: Discussion Papers.
    RePEc:swe:wpaper:2015-02.

    Full description at Econpapers || Download paper

46. The role of U.S. subprime mortgage-backed assets in propagating the crisis:contagion or interdependence?. (2015). Sheenan, Lisa ; Flavin, Thomas.
    In: Economics Department Working Paper Series.
    RePEc:may:mayecw:n260-15.pdf.

    Full description at Econpapers || Download paper

47. The international contagion of short-run interest rates during the Great Depression. (2015). Maveyraud, Samuel ; Samuel, MAVEYRAUD .
    In: Cahiers du GREThA (2007-2019).
    RePEc:grt:wpegrt:2015-11.

    Full description at Econpapers || Download paper

48. Deciphering financial contagion in the euro area during the crisis. (2015). Waelti, Sébastien ; Tola, Albi ; Walti, Sebastien.
    In: The Quarterly Review of Economics and Finance.
    RePEc:eee:quaeco:v:55:y:2015:i:c:p:108-123.

    Full description at Econpapers || Download paper

49. How past market movements affect correlation and volatility. (2015). Schmidt, Wolfgang M. ; Becker, Christoph.
    In: Journal of International Money and Finance.
    RePEc:eee:jimfin:v:50:y:2015:i:c:p:78-107.

    Full description at Econpapers || Download paper

50. Reverse spillover: Evidence during emerging market financial turmoil in 2013–2014. (2015). Suh, Hyunduk ; Kang, Hyunju.
    In: Journal of International Financial Markets, Institutions and Money.
    RePEc:eee:intfin:v:38:y:2015:i:c:p:97-115.

    Full description at Econpapers || Download paper

51. Measuring stock market contagion: Local or common currency returns?. (2015). Mink, Mark.
    In: Emerging Markets Review.
    RePEc:eee:ememar:v:22:y:2015:i:c:p:18-24.

    Full description at Econpapers || Download paper

52. Correlations between oil and stock markets: A wavelet-based approach. (2015). Veiga, Helena ; Ramos, Sofia ; Martin-Barragan, Belen.
    In: Economic Modelling.
    RePEc:eee:ecmode:v:50:y:2015:i:c:p:212-227.

    Full description at Econpapers || Download paper

53. Contagion and Global Financial Crises: Lessons from Nine Crisis Episodes. (2014). Tang, Chrismin ; Hsiao, Cody Yu-Ling ; Fry-McKibbin, Renee.
    In: Open Economies Review.
    RePEc:kap:openec:v:25:y:2014:i:3:p:521-570.

    Full description at Econpapers || Download paper

54. Dynamics in the correlations of the Credit Default Swaps’ G14 dealers: Are there any contagion effects due to Lehman Brothers’ bankruptcy and the global financial crisis?. (2014). Salloy, Suzanne ; Kazi, Irfan Akbar.
    In: Working Papers.
    RePEc:ipg:wpaper:2014-237.

    Full description at Econpapers || Download paper

55. Determinants of Financial Market Spillovers: The Role of Portfolio Diversification, Trade, Home Bias, and Concentration. (2014). Shinagawa, Yoko.
    In: IMF Working Papers.
    RePEc:imf:imfwpa:2014/187.

    Full description at Econpapers || Download paper

56. Causality and contagion in EMU sovereign debt markets. (2014). Sosvilla-Rivero, Simon ; Gómez-Puig, Marta ; Gomez-Puig, Marta.
    In: International Review of Economics & Finance.
    RePEc:eee:reveco:v:33:y:2014:i:c:p:12-27.

    Full description at Econpapers || Download paper

57. Transmission of government default risk in the eurozone. (2014). Kohonen, Anssi.
    In: Journal of International Money and Finance.
    RePEc:eee:jimfin:v:47:y:2014:i:c:p:71-85.

    Full description at Econpapers || Download paper

58. Are European sovereign bonds fairly priced? The role of modelling uncertainty. (2014). Hessel, Jeroen ; de Haan, Leo ; End, Jan Willem ; van den End, Jan Willem.
    In: Journal of International Money and Finance.
    RePEc:eee:jimfin:v:47:y:2014:i:c:p:239-267.

    Full description at Econpapers || Download paper

59. Crossborder financial contagion to Germany: How important are OTC dealers?. (2014). Wedow, Michael ; Podlich, Natalia .
    In: International Review of Financial Analysis.
    RePEc:eee:finana:v:33:y:2014:i:c:p:1-9.

    Full description at Econpapers || Download paper

60. Banking Integration and House Price Comovement. (2014). thesmar, david ; Sraer, David ; Landier, Augustin.
    In: CEPR Discussion Papers.
    RePEc:cpr:ceprdp:10295.

    Full description at Econpapers || Download paper

61. Growth and Adjustment Challenge for the Euro Area. (2013). Lane, Philip.
    In: The Institute for International Integration Studies Discussion Paper Series.
    RePEc:iis:dispap:iiisdp426.

    Full description at Econpapers || Download paper

62. Contagion effect due to Lehman Brothers’ bankruptcy and the global financial crisis - From the perspective of the Credit Default Swaps’ G14 dealers.. (2013). Salloy, Suzanne ; Kazi, Irfan Akbar.
    In: Working Papers.
    RePEc:hal:wpaper:hal-04141216.

    Full description at Econpapers || Download paper

63. Contagion effect due to Lehman Brothers’ bankruptcy and the global financial crisis: From the perspective of the Credit Default Swaps’ G14 dealers.. (2013). Salloy, Suzanne ; Kazi, Irfan Akbar.
    In: Erudite Working Paper.
    RePEc:eru:erudwp:wp13-02.

    Full description at Econpapers || Download paper

64. On detection of volatility spillovers in overlapping stock markets. (2013). Kohonen, Anssi.
    In: Journal of Empirical Finance.
    RePEc:eee:empfin:v:22:y:2013:i:c:p:140-158.

    Full description at Econpapers || Download paper

65. Capital Flows in the Euro Area. (2013). Lane, Philip.
    In: CEPR Discussion Papers.
    RePEc:cpr:ceprdp:9493.

    Full description at Econpapers || Download paper

66. Measuring Systemic Risk in a Post-Crisis World. (2013). DE BANDT, OLIVIER ; Tavolaro, S. ; J.-C. Heam, ; Labonne, C..
    In: Débats Economiques et financiers.
    RePEc:bfr:decfin:6.

    Full description at Econpapers || Download paper

1. Acharya, Viral V., Itamar Drechsler, and Philipp Schnabl. 2011. “A Pyrrhic victory ?—Bank Bailouts and Sovereign Credit Risk.” NBER Working Paper No. 17136, National Bureau of Economic Research.

2. Ait-Sahalia, Yacine, Julio Cacho-Diaz, and Roger Laeven. 2010. “Modeling Financial Contagion Using Mutually Exciting Jump Processes.” NBER Working Paper No. 15850, National Bureau of Economic Research.

3. Aizenman, Joshua, Yothin Jinjarak, Minsoo Lee, and Donghyun Park. 2012. “Developing Countries’ Financial Vulnerability to the Euro Crisis: An Event Study of Equity and Bond Markets.” NBER Working Paper No. 18028, National Bureau of Economic Research.

4. Bekaert, Geert, Michael Ehrmann, Marcel Fratzscher, and Arnaud Mehl. 2011. “Global Crises and Equity Market Contagion.” NBER Working Paper No. 17121, National Bureau of Economic Research.

5. Bordo, Michael, and Antu Murshid. 2001. “Are Financial Crises Becoming More Contagious?: What is the Historical Evidence on Contagion.” In International Financial Contagion, edited by Stijn Claessens and Kristin Forbes, 367-406. Boston, MA: Kluwer Academic Publishers.

6. Boston: MA: Kluwer Academic Publishers Claessens, Stijn, Hui Tong, and Shang-Jin Wei. 2011. “From the Financial Crisis to the Real Economy: Using Firm-Level Data to Identify Transmission Channels.” NBER Working Paper No. 17360, National Bureau of Economic Research.

7. Boyer, Brian H., Michael S. Gibson, and Mico Loretan. 1997. “Pitfalls in Tests for Changes in Correlations.” Working Paper 597R, Board of Governors of the Federal Reserve System, International Finance Discussion Paper.
   Paper not yet in RePEc: Add citation now
   
8. Boyson, Nicole, Christof Stahel, and René Stulz. 2010. “Hedge Fund Contagion and Liquidity Shocks.” Journal of Finance, 65, no. 5: 1789-1816.
   Paper not yet in RePEc: Add citation now
   
9. Burstein, Ariel, Christopher Kurz, and Linda Tesar. 2008. “Trade, Production Sharing, and the International Transmission of Business Cycles.” Journal of Monetary Economics, 55: 775-795.
   Paper not yet in RePEc: Add citation now
   
10. Caceres, Carlos, Vincenzo Guzzo, and Miguel Segoviano. 2010. “Sovereign Spreads: Global Risk Aversion, Contagion or Fundamentals.” IMF Working Paper WP/10/120, International Monetary Fund.
    Paper not yet in RePEc: Add citation now
    

11. Calomiris, Charles W., Inessa Love, and Maria Soledad Martinez Peria. 2010. “Crisis ‘Shock Factors’ and the Cross-Section of Global Equity Returns.” NBER Working Paper No. 16559, National Bureau of Economic Research.

12. Cetorelli, Nicola and Linda S. Goldberg. 2010. “Global Banks and International Shock Transmission: Evidence from the Crisis.” Staff Report no. 446, Federal Reserve Bank of New York.

13. Cetorelli, Nicola, and Linda S. Goldberg. 2012. “Liquidity Management of U.S. Global Banks: Internal Capital Markets in the Great Recession.” Journal of International Economics, 88, no. 2.
    Paper not yet in RePEc: Add citation now
    
14. Chen, Yehning. 1999. “Banking Panics: The Role of the First-come, Firstserved Rule and Information Externalities.” Journal of Political Economy, 107: 946-968.
    Paper not yet in RePEc: Add citation now
    

15. Chudik, Alexander, and Marcel Fratzscher. 2011. “Identifying the Global Transmission of the 2007-09 Financial Crisis in a GVAR Model.” ECB Working Paper No. 1285, European Central Bank.

16. Claessens, Stijn, and Kristin J. Forbes, eds. 2001. International Financial Contagion.
    Paper not yet in RePEc: Add citation now
    
17. Claessens, Stijn, Rudiger Dornbusch, and Yung-Chul Park. 2001. “Contagion: Why Crises Spread and How This Can Be Stopped.” In International Financial Contagion, edited by Stijn Claessens and Kristin Forbes, 19-41. Boston, MA: Kluwer Academic Publishers.
    Paper not yet in RePEc: Add citation now
    
18. Constancio, Vítor. 2012. “Contagion and the European Debt Crisis.” Financial Stability Review (Banque de France), 16: 109-121.
    Paper not yet in RePEc: Add citation now
    
19. De Gregorio, José, and Rodrigo Valdés. 2001. “Crisis Transmission: Evidence from the Debt, Tequila, and Asian Flu Crises.” In International Financial Contagion, edited by Stijn Claessens and Kristin Forbes, 99-127. Boston, MA: Kluwer Academic Publishers.
    Paper not yet in RePEc: Add citation now
    

20. De Santis, Roberto A. 2012. “The Euro Area Sovereign Debt Crisis: Save Haven, Credit Rating Agencies and the Spread of the Fever from Greece, Ireland and Portugal.” ECB Working Paper No. 1419, European Central Bank.

21. Didier, Tatiana, Inessa Love, and Maria Soledad Martinez Peria. 2010. “What Explains Stock Markets’ Vulnerability to the 2007-2008 Crisis?” Policy Research Working Paper 5224, World Bank, Latin America & Caribbean Region.

22. Didier, Tatiana, Paulo Mauro, and Sergio Schmukler. 2008. “Vanishing Financial Contagion?” Journal of Policy Modeling, 30: 775-791.

23. Dungey, Mardi, Renée A. Fry, Brenda González-Hermosillo, and Vance Martin. 2010. Transmission of Financial Crises and Contagion: A Latent Factor Approach. New York: Oxford University Press.
    Paper not yet in RePEc: Add citation now
    
24. Ehrmann, Michael, Fratzscher, Marcel and Mehl, Arnaud. 2009. “What Has Made the Current Financial Crisis Truly Global?” European Central Bank. Unpublished mimeo.
    Paper not yet in RePEc: Add citation now
    

25. Eichengreen, Barry, Andrew Rose, and Charles Wyplosz. 1996. “Contagious Currency Crises: First Tests.” Scandinavian Journal of Economics, 98, no. 4: 463-484.

26. Eichengreen, Barry, Ashoka Mody, Milan Nedeljkovic, and Lucio Sarno. 2009. “How the Subprime Crisis Went Global: Evidence from Bank Credit Default Swap Spreads.” NBER Working Paper No. 14904, National Bureau of Economic Research.

27. European Central Bank. 2005. Financial Stability Review. http://www.ecb.europa. eu/pub/ pdf/other/financialstabilityreview200512en.pdf?6caadca688bfe789e4465 81c0a0e1998 Favero, Carlo, and Francesco Giavazzi. 2002. “Is the International Propagation of Shocks Non-Linear?: Evidence from the ERM.” Journal of International Economics, 51: 231-246.

28. Forbes, Kristin J. 2002. “Are Trade Linkages Important Determinants of Country Vulnerability to Crises?” In Preventing Currency Crises in Emerging Markets, edited by Sebastian Edwards and Jeffrey A. Frankel, 77-132. Chicago, IL: University of Chicago Press.

29. Forbes, Kristin J. 2007. “The Microeconomic Evidence on Capital Controls: No Free Lunch.” In Capital Controls and Capital Flows in Emerging Economies: Policies, Practices, and Consequences, edited by Sebastian Edwards, 171-132. Chicago, IL: University of Chicago Press.
    Paper not yet in RePEc: Add citation now
    

30. Forbes, Kristin J., and Francis Warnock. 2012. “Capital Flow Waves: Surges, Stops, Flight and Retrenchment.” Journal of International Economics, 88, no. 2.

31. Forbes, Kristin J., and Rigobon, Roberto. 2001. “Measuring Contagion: Conceptual and Empirical Issues.” In International Financial Contagion, edited by Stijn Claessens and Kristin Forbes, 43-66. Boston, MA: Kluwer Academic Publishers.
    Paper not yet in RePEc: Add citation now
    
32. Forbes, Kristin J., and Roberto Rigobon. 2002. “No Contagion, Only Interdependence: Measuring Stock Market Co-Movements.” Journal of Finance, 57, no. 5: 2223-2261.
    Paper not yet in RePEc: Add citation now
    

33. Fratzscher, Marcel. 2009. “What Explains Global Exchange Rate Movements During the Financial Crisis?” Journal of International Money and Finance, 28, no. 8: 1390-1407.

34. Fratzscher, Marcel. 2012. “Capital Flows, Push Versus Pull Factors and the Global Financial Crisis.” Journal of International Economics, 88, no. 2.

35. Gelos, Gaston. 2011. “International Mutual Funds, Capital Flow Volatility, and Contagion—A Survey.” IMF Working Paper WP/11/92, International Monetary Fund.

36. Glick, Reuven, and Andrew Rose. 1999. “Contagion andTrade: Why Are Currency Crises Regional?” Journal of International Money and Finance, 18: 603-617.
    Paper not yet in RePEc: Add citation now
    

37. Gourinchas, Pierre-Oliver, and Hélène Rey. 2007. “International Financial Adjustment. ” Journal of Political Economy, 115, no. 4: 665-703.

38. Gourinchas, Pierre-Olivier. 2012. “Global Imbalances and Global Liquidity.” Paper presented at the 2011 Asia Economic Policy Conference at the Federal Reserve Bank of San Francisco, San Francisco, Calif., Nov. 28-30.
    Paper not yet in RePEc: Add citation now
    

39. Hamao, Yasushi, Ronald W. Masulis, and Victor Ng. 1990. “Correlations in Price Changes and Volatility Across International Stock Markets.” Review of Financial Studies, 3, no. 2: 281-307.

40. International Monetary Fund. 2011. “Euro Area Policies: Spillover Report for the 2011 Article IV Consultation and Selected Issues.” IMF Country Report No. 11/185. http://www.imf.org/external/pubs/ft/scr/2011/cr11185.pdf.

41. Karolyi, Andrew G. 2003. “Does International Finance Contagion Really Exist?” International Finance, 6, no. 2: 179-199.
    Paper not yet in RePEc: Add citation now
    
42. Kindleberger, Charles P. 1989. Manias, Panics and Crashes: A History of Financial Crises. New York, NY: Basic Books, Revised edition.
    Paper not yet in RePEc: Add citation now
    
43. King, Mervyn A., and Sushil Wadhwani. 1990. “Transmission of Volatility Between Stock Markets.” Review of Financial Studies, 3, no. 1: 5-33.
    Paper not yet in RePEc: Add citation now
    
44. Kodres, Laura E., and Matthew Pritsker. 2002. “A Rational Expectations Model of Financial Contagion.” Journal of Finance, 57, no. 2: 769-799.
    Paper not yet in RePEc: Add citation now
    
45. Lane, Philip R., and Gian Maria Milesi-Ferretti. 2007. “The External Wealth of National Mark II: Revised and Extended Estimates of Foreign Assets and Liabilities, 1970-2004.” Journal of International Economics, 73, no. 2: 223-250.
    Paper not yet in RePEc: Add citation now
    
46. Longin, Francois, and Bruno Solnik. 2001. “Extreme Correlation of International Equity Markets.” Journal of Finance, 56, no. 2: 649-676.
    Paper not yet in RePEc: Add citation now
    
47. Masson, Paul R. 1999. “Multiple Equilibria, Contagion, and the Emerging Market Crises.” IMF Working Paper WP/99/164, International Monetary Fund.
    Paper not yet in RePEc: Add citation now
    

48. Milesi-Ferretti, Gian Maria, and Cédric Tille. 2011. “The Great Retrenchment: International Capital Flows During the Global Financial Crisis.” Economic Policy, 26, no. 66: 285-342.

49. Morgan, J.P. 2004. “Emerging Markets External Debt as an Asset Class.” Oct. 24.
    Paper not yet in RePEc: Add citation now
    
50. Quinn, Dennis P., and Hans-Joachim Voth. 2008. “A Century of Global Equity Market Correlations.” American Economic Review: Papers & Proceedings, 98, no. 2: 535-540.
    Paper not yet in RePEc: Add citation now
    

51. Raddatz, Claudio, and Sergio Schmukler. 2012. “On the International Transmission of Shocks: Micro-Evidence from Mutual Fund Portfolios.” Journal of International Economics, 88, no. 2.

52. Shin, Hyun Song. 2012. “Global Banking Glut and Loan Risk Premium.” IMF Economic Review, 60, no. 2: 155-192.
    Paper not yet in RePEc: Add citation now
    

53. The “Big C”: Identifying and Mitigating Contagion 83 Boyer, Brian H., Tomomi Kumagai, and Kathy Yuan. 2006. “How Do Crises Spread? Evidence from Accessible and Inaccessible Stock Indices.” Journal of Finance, 61, no. 2: 957-1003.

54. The “Big C”: Identifying and Mitigating Contagion 85 Forbes, Kristin J. 2004. “The Asian Flu and Russian Virus: The International Transmission of Crises in Firm-Level Data.” Journal of International Economics, 63, no. 1: 59-92.
    Paper not yet in RePEc: Add citation now
    

55. Van Wincoop, Eric. 2011. “International Financial Contagion Through Leveraged Financial Institutions.” NBER Working Paper No. 17686, National Bureau of Economic Research.

1. The macroeconomic effects of the Euro Area?s fiscal consolidation 2011-2013. (2015). Schoder, Christian ; Rannenberg, Ansgar ; Strasky, Jan.
   In: IMK Working Paper.
   RePEc:imk:wpaper:156-2015.

   Full description at Econpapers || Download paper

2. Intertwined sovereign and bank solvencies in a simple model of self-fulfilling crisis. (2015). Lizarazo, Sandra ; Adler, Gustavo.
   In: International Review of Economics & Finance.
   RePEc:eee:reveco:v:39:y:2015:i:c:p:428-448.

   Full description at Econpapers || Download paper

3. Monetary policy, bank bailouts and the sovereign-bank risk nexus in the euro area. (2015). Rieth, Malte ; Fratzscher, Marcel.
   In: CEPR Discussion Papers.
   RePEc:cpr:ceprdp:10370.

   Full description at Econpapers || Download paper

4. BAD BANK AND OTHER POSSIBLE BANKS’ RESCUING MODELS – THE CASE OF SLOVENIA. (2015). MARKOVIC-HRIBERNIK, TANJA ; Tomec, Matej.
   In: Annals - Economy Series.
   RePEc:cbu:jrnlec:y:2015:v:1i:p:128-141.

   Full description at Econpapers || Download paper

5. The macroeconomic effects of the Euro Areas fiscal consolidation 2011-2013: A Simulation-based approach. (2015). Schoder, Christian ; Rannenberg, Ansgar ; Strasky, Jan.
   In: Research Technical Papers.
   RePEc:cbi:wpaper:03/rt/15.

   Full description at Econpapers || Download paper

6. The causal linkages between sovereign CDS prices for the BRICS and major European economies. (2014). Stolbov, Mikhail.
   In: Economics Discussion Papers.
   RePEc:zbw:ifwedp:20149.

   Full description at Econpapers || Download paper

7. Lessons from the European financial crisis. (2014). Pagano, Marco.
   In: CFS Working Paper Series.
   RePEc:zbw:cfswop:486.

   Full description at Econpapers || Download paper

8. Banking and Sovereign Debt Crises in Monetary Union Without Central Bank Intervention.. (2014). Dufourt, Frédéric ; Dai, Meixing ; CHENG, Jin.
   In: Working Papers of BETA.
   RePEc:ulp:sbbeta:2014-05.

   Full description at Econpapers || Download paper

9. Sovereign and bank CDS spreads: two sides of the same coin?. (2014). cotter, john ; Avino, Davide.
   In: MPRA Paper.
   RePEc:pra:mprapa:55208.

   Full description at Econpapers || Download paper

10. The Euro and The Geography of International Debt Flows. (2014). Obstfeld, Maurice ; Hale, Galina.
    In: NBER Working Papers.
    RePEc:nbr:nberwo:20033.

    Full description at Econpapers || Download paper

11. Nonlinearities in Sovereign Risk Pricing: The Role of CDS Index Contracts. (2014). Portes, Richard ; Fouquau, Julien ; Delatte, Anne-Laure.
    In: NBER Working Papers.
    RePEc:nbr:nberwo:19985.

    Full description at Econpapers || Download paper

12. Fiscal sustainability in the presence of systemic banks: the case of EU countries. (2014). Roussellet, Guillaume ; Benassy-Quere, Agnès.
    In: International Tax and Public Finance.
    RePEc:kap:itaxpf:v:21:y:2014:i:3:p:436-467.

    Full description at Econpapers || Download paper

13. Credibility and Crisis Stress Testing. (2014). Ong, Li Lian ; Pazarbasioglu, Ceyla.
    In: IJFS.
    RePEc:gam:jijfss:v:2:y:2014:i:1:p:15-81:d:33005.

    Full description at Econpapers || Download paper

14. The Euro and the Geography of International Debt Flows. (2014). Obstfeld, Maurice ; Hale, Galina.
    In: Working Paper Series.
    RePEc:fip:fedfwp:2014-10.

    Full description at Econpapers || Download paper

15. Nonlinearities in sovereign risk pricing the role of cds index contracts. (2014). Delatte, Anne-Laure.
    In: Documents de Travail de l'OFCE.
    RePEc:fce:doctra:1408.

    Full description at Econpapers || Download paper

16. Measuring bilateral spillover and testing contagion on sovereign bond markets in Europe. (2014). Vašíček, Bořek ; Claeys, Peter ; Vaiek, Boek.
    In: Journal of Banking & Finance.
    RePEc:eee:jbfina:v:46:y:2014:i:c:p:151-165.

    Full description at Econpapers || Download paper

17. Sovereign and bank CDS spreads: Two sides of the same coin?. (2014). cotter, john ; Avino, Davide.
    In: Journal of International Financial Markets, Institutions and Money.
    RePEc:eee:intfin:v:32:y:2014:i:c:p:72-85.

    Full description at Econpapers || Download paper

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.
    In: Working Paper Series.
    RePEc:ecb:ecbwps:20141717.

    Full description at Econpapers || Download paper

19. Measuring bilateral spillover and testing contagion on sovereign bond markets in Europe. (2014). Vašíček, Bořek ; Claeys, Peter ; Vaiek, Boek.
    In: Working Paper Series.
    RePEc:ecb:ecbwps:20141666.

    Full description at Econpapers || Download paper

20. Systemic risk and bank business models. (2014). van Oordt, Maarten ; Zhou, Chen.
    In: Working Papers.
    RePEc:dnb:dnbwpp:442.

    Full description at Econpapers || Download paper

21. Nonlinearities in Sovereign Risk Pricing: The Role of CDS Index Contract. (2014). Portes, Richard ; Fouquau, Julien ; Delatte, Anne-Laure.
    In: Economics Papers from University Paris Dauphine.
    RePEc:dau:papers:123456789/13143.

    Full description at Econpapers || Download paper

22. A case for redistribution? Income inequality and wealth concentration in the recent crisis. (2014). Stockhammer, Engelbert ; Onaran, Ozlem ; Goda, Thomas.
    In: Documentos de Trabajo de Valor Público.
    RePEc:col:000122:012186.

    Full description at Econpapers || Download paper

23. Sovereign Contagion in Europe: Evidence from the CDS Market. (2013). Manasse, Paolo ; Zavalloni, Luca.
    In: Working Paper series.
    RePEc:rim:rimwps:08_13.

    Full description at Econpapers || Download paper

24. Sovereign and bank CDS spreads: two sides of the same coin for European bank default predictability?. (2013). cotter, john ; Avino, Davide.
    In: MPRA Paper.
    RePEc:pra:mprapa:56782.

    Full description at Econpapers || Download paper

25. 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.
    RePEc:ise:isegwp:wp052013.

    Full description at Econpapers || Download paper

26. Sovereign Contagion in Europe: Evidence from the CDS Market. (2013). Manasse, Paolo ; Zavalloni, Luca.
    In: Working Papers.
    RePEc:igi:igierp:471.

    Full description at Econpapers || Download paper

27. 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.

    Full description at Econpapers || Download paper

28. Contagion during the Greek sovereign debt crisis. (2013). Mink, Mark ; de Haan, Jakob.
    In: Journal of International Money and Finance.
    RePEc:eee:jimfin:v:34:y:2013:i:c:p:102-113.

    Full description at Econpapers || Download paper

29. Bank/sovereign risk spillovers in the European debt crisis. (2013). Vander Vennet, Rudi ; Schepens, Glenn ; de Bruyckere, Valerie ; Gerhardt, Maria.
    In: Journal of Banking & Finance.
    RePEc:eee:jbfina:v:37:y:2013:i:12:p:4793-4809.

    Full description at Econpapers || Download paper

30. One crisis, two crises…the subprime crisis and the European sovereign debt problems. (2013). Burietz, Aurore ; Ureche-Rangau, Loredana.
    In: Economic Modelling.
    RePEc:eee:ecmode:v:35:y:2013:i:c:p:35-44.

    Full description at Econpapers || Download paper

31. Sovereign Contagion in Europe: Evidence from the CDS Market. (2013). Manasse, Paolo ; Zavalloni, L..
    In: Working Papers.
    RePEc:bol:bodewp:wp863.

    Full description at Econpapers || Download paper

32. Financial crises and bank funding: recent experience in the euro area. (2013). Rixtel, Adrian ; Gasperini, Gabriele ; van Rixtel, Adrian.
    In: BIS Working Papers.
    RePEc:bis:biswps:406.

    Full description at Econpapers || Download paper

33. Pure or wake-up-call contagion? Another look at the EMU sovereign debt crisis. (2013). Tommasino, Pietro ; Pericoli, Marcello ; Giordano, Raffaela.
    In: Temi di discussione (Economic working papers).
    RePEc:bdi:wptemi:td_904_13.

    Full description at Econpapers || Download paper

34. Sovereign Credit Default Swap Premia. (2012). Augustin, Patrick.
    In: Working Papers.
    RePEc:ste:nystbu:12-10.

    Full description at Econpapers || Download paper

35. Bank/sovereign risk spillovers in the European debt crisis. (2012). Vander Vennet, Rudi ; Schepens, Glenn ; DE BRUYCKERE, V. ; GERHARDT, M..
    In: Working Papers of Faculty of Economics and Business Administration, Ghent University, Belgium.
    RePEc:rug:rugwps:12/828.

    Full description at Econpapers || Download paper

36. The Big C: Identifying Contagion. (2012). Forbes, Kristin.
    In: NBER Working Papers.
    RePEc:nbr:nberwo:18465.

    Full description at Econpapers || Download paper

37. A Coasean Approach to Bank Resolution Policy in the Eurozone. (2012). Connor, Gregory.
    In: Economics Department Working Paper Series.
    RePEc:may:mayecw:n233-12.pdf.

    Full description at Econpapers || Download paper

38. The determinants of sovereign bond yield spreads in the EMU. (2012). Kontonikas, Alexandros ; Arghyrou, Michael ; Afonso, Antonio.
    In: Working Papers Department of Economics.
    RePEc:ise:isegwp:wp362012.

    Full description at Econpapers || Download paper

39. “Measuring Sovereign Bond Spillover in Europe and the Impact of Rating News”. (2012). Vašíček, Bořek ; Claeys, Peter ; Vaicek, Borek .
    In: IREA Working Papers.
    RePEc:ira:wpaper:201219.

    Full description at Econpapers || Download paper

40. Fiscal Sustainability in the Presence of Systemic Banks: the Case of EU Countries. (2012). Roussellet, Guillaume ; Benassy-Quere, Agnès.
    In: Working Papers.
    RePEc:hal:wpaper:hal-00962455.

    Full description at Econpapers || Download paper

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.
    RePEc:hal:gmonwp:hal-00962455.

    Full description at Econpapers || Download paper

42. The determinants of sovereign bond yield spreads in the EMU. (2012). Kontonikas, Alexandros ; Arghyrou, Michael ; Afonso, Antonio.
    In: Working Papers.
    RePEc:gla:glaewp:2012_14.

    Full description at Econpapers || Download paper

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.
    In: Staff Reports.
    RePEc:fip:fednsr:579.

    Full description at Econpapers || Download paper

44. The “Big C”: identifying and mitigating contagion. (2012). Forbes, Kristin.
    In: Proceedings - Economic Policy Symposium - Jackson Hole.
    RePEc:fip:fedkpr:y:2012:p:23-87.

    Full description at Econpapers || Download paper

45. Robust Capital Regulation. (2012). Thakor, Anjan ; Schuermann, Til ; Mehran, Hamid ; Acharya, Viral.
    In: CEPR Discussion Papers.
    RePEc:cpr:ceprdp:8792.

    Full description at Econpapers || Download paper

46. Measuring Sovereign Bond Spillover in Europe and the Impact of Rating News. (2012). Vašíček, Bořek ; Claeys, Peter ; Vasicek, Borek .
    In: Working Papers.
    RePEc:cnb:wpaper:2012/07.

    Full description at Econpapers || Download paper

47. Are banks affected by their holdings of government debt?. (2012). Wolff, Guntram ; Angeloni, Chiara.
    In: Bruegel Working Papers.
    RePEc:bre:wpaper:717.

    Full description at Econpapers || Download paper

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.
    In: Working Paper Series of the Department of Economics, University of Konstanz.
    RePEc:knz:dpteco:1134.

    Full description at Econpapers || Download paper

49. Sovereign and Bank Credit Risk during the Global Financial Crisis. (2011). Stanga, Irina.
    In: Working Papers.
    RePEc:dnb:dnbwpp:314.

    Full description at Econpapers || Download paper

50. Have market views on the sustainability of fiscal burdens influenced monetary authorities credibility?. (2011). Lewis, John ; Galati, Gabriele ; Zhou, Chen.
    In: Working Papers.
    RePEc:dnb:dnbwpp:304.

    Full description at Econpapers || Download paper

Report date: 2025-09-19 01:49:16 || Missing content? Let us know