1. Cross-border spillovers in G20 sovereign CDS markets: cluster analysis based on K-means machine learning algorithm and TVP–VAR models. (2024). Chen, Zhizhen ; Sun, Boyang ; Shi, Guifen.
   In: Empirical Economics.
   RePEc:spr:empeco:v:67:y:2024:i:6:d:10.1007_s00181-024-02628-6.

   Full description at Econpapers || Download paper

2. Spatial analysis of sovereign risk from the perspective of EPU spillovers. (2024). Huang, Wei-Qiang ; Liu, Peipei.
   In: International Review of Economics & Finance.
   RePEc:eee:reveco:v:89:y:2024:i:pa:p:427-443.

   Full description at Econpapers || Download paper

3. Cross-Border spillover of imported sovereign risk to China: Key factors identification based on XGBoost-SHAP explainable machine learning algorithm. (2024). Wei, Zijun ; Luo, Weichen ; Chen, Zhizhen ; Shi, Guifen.
   In: Finance Research Letters.
   RePEc:eee:finlet:v:70:y:2024:i:c:s1544612324013369.

   Full description at Econpapers || Download paper

4. Clustering effects and evolution of the global major 10-year government bond market structure: A network perspective. (2024). Zhuang, Yangyang ; Tang, Pan ; Peng, Hongjuan ; Zhang, Ditian.
   In: The North American Journal of Economics and Finance.
   RePEc:eee:ecofin:v:70:y:2024:i:c:s1062940823001870.

   Full description at Econpapers || Download paper

5. A Dynamic Spatiotemporal and Network ARCH Model with Common Factors. (2024). Otto, Philipp ; Mattera, Raffaele ; Dougan, Osman ; Tacspinar, Suleyman.
   In: Papers.
   RePEc:arx:papers:2410.16526.

   Full description at Econpapers || Download paper

6. Dynamic spatiotemporal correlation coefficient based on adaptive weight. (2023). Yu, Xuezeng ; Zhang, Weiguo ; Mo, Guoli ; Tan, Chunzhi.
   In: Financial Innovation.
   RePEc:spr:fininn:v:9:y:2023:i:1:d:10.1186_s40854-022-00437-3.

   Full description at Econpapers || Download paper

7. The impact and the contagion effect of natural disasters on sovereign credit risk. An empirical investigation. (2023). Foglia, Matteo ; Pacelli, Vincenzo ; di Tommaso, Caterina.
   In: International Review of Financial Analysis.
   RePEc:eee:finana:v:87:y:2023:i:c:s1057521923000947.

   Full description at Econpapers || Download paper

8. Cross-border Italian sovereign risk transmission in EMU countries. (2023). Capasso, Salvatore ; Napolitano, Oreste ; D'Uva, Marcella ; Fiorelli, Cristiana.
   In: Economic Modelling.
   RePEc:eee:ecmode:v:126:y:2023:i:c:s0264999323002365.

   Full description at Econpapers || Download paper

9. Assessing the Impact of Country-Specific Sovereign Risk on Financial and Banking System in EMU: the Role of Italy. (2022). Fiorelli, Cristiana ; Oreste, Napolitano ; Cristiana, Fiorelli ; Marcella, Duva ; Salvatore, Capasso.
   In: CSEF Working Papers.
   RePEc:sef:csefwp:654.

   Full description at Econpapers || Download paper

10. Contagion in the Banking Industry: a Robust-to-Endogeneity Analysis. (2022). Gnabo, Jean-Yves ; Debarsy, Nicolas ; Bereau, Sophie ; Dossougoin, Cyrille.
    In: Working Papers.
    RePEc:hal:wpaper:halshs-03513049.

    Full description at Econpapers || Download paper

11. Modelling international sovereign risk information spillovers: A multilayer network approach. (2022). Huang, Wei-Qiang ; Liu, Peipei.
    In: The North American Journal of Economics and Finance.
    RePEc:eee:ecofin:v:63:y:2022:i:c:s1062940822001322.

    Full description at Econpapers || Download paper

12. Determinants of financial stress in emerging market economies: Are spatial effects important?. (2021). Önder, A. Özlem ; Onder, Ozlem A ; Kosedali, Begum Yurteri.
    In: International Journal of Finance & Economics.
    RePEc:wly:ijfiec:v:26:y:2021:i:3:p:4653-4669.

    Full description at Econpapers || Download paper

13. Shadow rates and spillovers across the Eurozone: a spatial dynamic panel model. (2021). Fiorelli, Cristiana ; Foglia, Matteo ; Cartone, Alfredo.
    In: Empirica.
    RePEc:kap:empiri:v:48:y:2021:i:1:d:10.1007_s10663-020-09483-5.

    Full description at Econpapers || Download paper

14. Banking Network Multiplier effects on cross-border bank inflows. (2020). Yamamoto, Shugo.
    In: International Review of Economics & Finance.
    RePEc:eee:reveco:v:70:y:2020:i:c:p:493-507.

    Full description at Econpapers || Download paper

15. Spatial analysis of liquidity risk in China. (2020). Lee, Chien-Chiang ; Chen, Ting-Hsuan.
    In: The North American Journal of Economics and Finance.
    RePEc:eee:ecofin:v:54:y:2020:i:c:s1062940819301214.

    Full description at Econpapers || Download paper

16. Bond market integration of emerging economies and bilateral linkages. (2020). Balli, Faruk ; Hu, Xuan ; Rana, Faisal.
    In: Accounting and Finance.
    RePEc:bla:acctfi:v:60:y:2020:i:3:p:2039-2062.

    Full description at Econpapers || Download paper

17. Asymmetric effects of fiscal balance on monetary variables: evidence from large emerging economies. (2019). Tran, Ngan.
    In: Empirical Economics.
    RePEc:spr:empeco:v:57:y:2019:i:3:d:10.1007_s00181-018-1483-y.

    Full description at Econpapers || Download paper

18. The Time-Spatial Dimension of Eurozone Banking Systemic Risk. (2019). Foglia, Matteo ; Angelini, Eliana.
    In: Risks.
    RePEc:gam:jrisks:v:7:y:2019:i:3:p:75-:d:246287.

    Full description at Econpapers || Download paper

19. Debt threshold for fiscal sustainability assessment in emerging economies. (2018). Tran, Ngan.
    In: Journal of Policy Modeling.
    RePEc:eee:jpolmo:v:40:y:2018:i:2:p:375-394.

    Full description at Econpapers || Download paper

20. Spatial analysis of sovereign risks: The case of emerging markets. (2018). Önder, A. Özlem ; Huyugüzel Kışla, Gül ; Onder, Ozlem A ; Kila, Gul Huyuguzel.
    In: Finance Research Letters.
    RePEc:eee:finlet:v:26:y:2018:i:c:p:47-55.

    Full description at Econpapers || Download paper

21. South Africas Financial Spillover Effects on Growth and Financial Development in the Southern African Development Community. (2017). le Roux, Pierre ; Bara, Alex.
    In: International Journal of Economics and Financial Issues.
    RePEc:eco:journ1:2017-05-48.

    Full description at Econpapers || Download paper

22. Banking Network Amplification Effects on Cross-Border Bank Flows. (2015). Yamamoto, Shugo.
    In: Discussion Papers.
    RePEc:koe:wpaper:1533.

    Full description at Econpapers || Download paper

23. International Sovereign Bonds by Emerging Markets and Developing Economies: Drivers of Issuance and Spreads. (2015). Presbitero, Andrea ; Adedeji, Olumuyiwa S ; Njie, Lamin ; Ghura, Dhaneshwar.
    In: IMF Working Papers.
    RePEc:imf:imfwpa:2015/275.

    Full description at Econpapers || Download paper

24. Cross-border interbank networks, banking risk and contagion. (2015). Tonzer, Lena.
    In: Journal of Financial Stability.
    RePEc:eee:finsta:v:18:y:2015:i:c:p:19-32.

    Full description at Econpapers || Download paper

25. Cross-Border Interbank Networks, Banking Risk and Contagion. (2013). Tonzer, Lena.
    In: FIW Working Paper series.
    RePEc:wsr:wpaper:y:2013:i:129.

    Full description at Econpapers || Download paper

1. Acharya V, Drechsler I, Schnabl P (2011) A pyrrhic victory?. Bank bailouts and sovereign credit risk, NBER Working Paper No. 17136.

2. Akitoby B, Stratmann T (2008) Fiscal policy and financial markets. Econ J 118: 1971–1985.

3. Alper E, Forni L (2011) Public debt in advanced economies and its spillover effects on long-term yields. IMF Working Paper 11/210. International Monetary Fund, Washington, DC.

4. Balakrishnan R, Danninger E, Elekdag S, Tytell I (2009) The transmission of financial stress from advanced to emerging economies. IMF Working Paper 09/133. International Monetary Fund, Washington, DC.

5. Baldacci E, Gupta S, Mati A (2008) Is it (Still) Mostly fiscal? Determinants of sovereign spreads in emerging markets. IMF Working Paper 08/259. International Monetary Fund, Washington, DC.

6. Baldacci E, Kumar M (2010) Fiscal deficits, public debt, and sovereign bond yields. IMF Working Paper 10/184. International Monetary Fund, Washington, DC.

7. Bellas D, Papaioannou M, Petrova I (2010) Determinants of emerging market sovereign bond spreads. In: Braga CAP, Vincolette C (eds) Sovereign debt and the financial crisis. IMF, Washington, DC, pp.77–101.
   Paper not yet in RePEc: Add citation now
   

8. Caramazza F, Ricci L, Salgado R (2000) Trade and Financial Contagion in Currency Crises. IMF Working Paper 00/55. International Monetary Fund, Washington, DC.

9. Claessens S, Tong H, Wei S-J (2011) From the financial crisis to the real economy: using firm-level data to identify transmission channels, NBER Working Paper No. 17360.

10. Cruces J, Trebesch C (2011) Sovereign defaults: the price of haircuts. CESifo Working Paper Series 3604, CESifo Group, Munich.

11. Debarsy N, Ertur C (2010) Testing for spatial autocorrelation in a fixed effects panel data model. Reg Sci Urban Econ 40(6): 453–470.

12. Dell’Erba S, Sola S (2011) Expected fiscal policy and interest rates in open economy. IHEID Working Papers 07-2011.

13. Dornbusch R, Park Y, Claessens S (2000) Contagion: How it spreads and how it can be stopped. World Bank Res Obs 15: 177–197.
    Paper not yet in RePEc: Add citation now
    

14. Durbin E, Ng D. (2005) The sovereign ceiling and emerging market corporate bond spreads. J Int Money Financ 24(4): 631–649.

15. Edwards S (1984) LDC foreign borrowing and default risk: an empirical investigation, 1976–80. Am Econ Rev 74: 34–726.

16. Eichengreen B, Mody A (1998) What explains changing spreads on emerging market debt: fundamentals or market sentiment. National Bureau of Economic Research. Working Paper Series No. 6408.

17. Eichengreen B, Rose A, Wyplosz C (1996) Contagious currency crises: first tests. Scand J Econ 98(4): 84–463.

18. Elhorst J (2010) Spatial panel data models. In: Fischer M, Getis A (eds) Handbook of applied spatial analysis. Springer, Berlin, pp 377–407.

19. Forbes K, Rigobon R (2002) No contagion, only interdependence: measuring stock market comovements. J Financ 57(5): 261–2223.

20. Glick R, Rose A (1999) Contagion and trade: why are currency crises regional?. J Int Money Financ 18(4): 603–617.

21. Gonzalez-Rosada M, Levy-Yeyati E (2008) Global factors and emerging markets spreads. Econ J 118: 1917–1936.

22. Hartelius K, Kashiwase K, Kodres L (2008) Emerging market spread compression: is it real or is it liquidity?. IMF Working Paper 08/10. International Monetary Fund, Washington, DC.

23. Hernández L, Valdés R (2001) What drives contagion: trade, neighborhood, or financial links?. IMF Working Paper 01/29. International Monetary Fund, Washington, DC.
    Paper not yet in RePEc: Add citation now
    

24. Im K., Pesaran H., Shin Y. (2003) Testing for unit roots in heterogeneous panels. J Econom 115: 53–74.

25. IMF (2011a) Changing patterns of global trade. IMF Policy Paper, June. International Monetary Fund, Washington, DC.
    Paper not yet in RePEc: Add citation now
    
26. IMF (2011b) Mapping cross-border financial linkages: a supporting case for global financial safety nets. IMF Policy Paper, June. International Monetary Fund, Washington, DC.
    Paper not yet in RePEc: Add citation now
    

27. Kaminsky G, Reinhart C (2000) On crises, contagion, and confusion. J Int Econ 51(1): 145–168.

28. Kaufmann D, Kraay A, Mastruzzi M (2010) The worldwide governance indicators : methodology and analytical issues. Policy Research Working Paper Series 5430. The World Bank.

29. Kose AM, Otrok C, Prasad E (2012) Global business cycles: convergence or decoupling?. Int Econ Rev 53(2): 511–538.

30. Kukenova M, Monteiro J (2008) Spatial dynamic panel model and system GMM: a Monte Carlo investigation. MPRA Paper 13404, University Library of Munich, Germany.

31. Laubach T (2009) New evidence on the interest rate effects of budget deficits and debt. J Eur Econ Assoc 7: 85–858.

32. LeSage J, Pace K (2009) Introduction to spatial econometrics. CRC Press/Taylor and Francis Group, Boca Raton/London.
    Paper not yet in RePEc: Add citation now
    

33. McGuire P, Schrijvers M (2003) Common factors in emerging market spreads. BIS Quarterly Review, December.

34. Min H (1998) Determinants of emerging market bond spreads. Do economic fundamentals matter?. World Bank Policy Research Working Paper, 1899.
    Paper not yet in RePEc: Add citation now
    

35. Pesaran M, Pick A (2007) Econometric issues in the analysis of contagion. J Econ Dyn Control 31(4): 1245–1277.

36. Sbracia M, Zaghini A (2003) The role of the banking system in the international transmission of shocks. World Econ 26(5): 727–754.

37. Sgherri S, Zoli E (2009) Euro area sovereign risk during the crisis. IMF Working Paper 09/222, International Monetary Fund, Washington, DC.

38. Tong H, Wei S-J (2011) The composition matters: capital inflows and liquidity crunch during a global economic crisis. Rev Financ Stud 24(6): 52–2023.

39. Uribe M, Zue V (2006) Country spreads and emerging countries: who drives whom?. J Int Econ 69: 6–36.

40. Van Rijckeghem C, Weder B (2001) Sources of contagion: is it finance or trade?. J Int Econ 54(2): 293–308.

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: 2025-10-04 03:18:54 || Missing content? Let us know