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2. Do Financial Markets Reward Government Spending Efficiency?. (2021). Venâncio, Ana ; Jalles, Joao ; Afonso, Antonio ; Venancio, Ana.
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5. Volatility Transmission and Dynamic Correlation Analysis between Developed and Emerging European Stock Markets during Sovereign Debt Crisis. (2015). Tuna, Gulcay ; Bein, murad.
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6. The Determinants of Economic Fragility: Case of the Fragile Five Countries. (2015). dogru, bulent ; Unver, Mustafa.
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7. Deciphering financial contagion in the euro area during the crisis. (2015). Waelti, Sébastien ; Tola, Albi ; Walti, Sebastien.
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8. The credit signals that matter most for sovereign bond spreads with split rating. (2015). ap Gwilym, Owain ; Alsakka, Rasha ; Vu, Huong.
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9. Macroannouncements, bond auctions and rating actions in the European government bond spreads. (2015). Urga, Giovanni ; Boffelli, Simona.
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11. The adverse effects of systematic leakage ahead of official sovereign debt rating announcements. (2015). Nishiotis, George ; Milidonis, Andreas ; Michaelides, Alexander ; Papakyriakou, Panayiotis.
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15. Fear or fundamentals? Heterogeneous beliefs in the European sovereign CDS market. (2015). Wu, Eliza ; ter Ellen, Saskia ; He, Xuezhong (Tony) ; Chiarella, Carl.
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17. The determinants of sovereign bond yield spreads in the EMU. (2015). Kontonikas, Alexandros ; Arghyrou, Michael ; Afonso, Antonio.
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18. The Home Bias in Sovereign Ratings. (2014). Fuchs, Andreas ; Gehring, Kai.
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19. Quo Vadis, raters? A frontier approach to identify misratings in sovereign credit risk. (2014). Tortosa-Ausina, Emili ; Ozturk, Huseyin ; Shaban, Mohamed ; Duygun, Meryem.
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22. The reaction of European credit default swap spreads to the U.S. credit rating downgrade. (2014). Blau, Benjamin ; Roseman, Brian S..
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23. A unified approach to investigate pure and wake-up-call contagion: Evidence from the Eurozones first financial crisis. (2014). Ludwig, Alexander.
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24. Sovereign rating actions and the implied volatility of stock index options. (2014). Tran, Vu ; ap Gwilym, Owain ; Alsakka, Rasha.
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31. Sovereign ratings in the post-crisis world : an analysis of actual, shadow and relative risk ratings. (2013). Ratha, Dilip ; Basu, Kaushik ; De, Supriyo ; Timmer, Hans.
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43. The Home Bias in Sovereign Ratings. (2013). Fuchs, Andreas ; Gehring, Kai.
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45. Dynamic Correlations of Sovereign Bond Yield Spreads in the Euro zone and the Role of Credit Rating Agencies Downgrades. (2012). Antonakakis, Nikolaos.
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46. The determinants of sovereign bond yield spreads in the EMU. (2012). Kontonikas, Alexandros ; Arghyrou, Michael ; Afonso, Antonio.
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49. Sovereign Debt Rating Changes and the Stock Market. (2012). Nishiotis, George ; Milidonis, Andreas ; Michaelides, Alexander ; Papakyriacou, Panayiotis .
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50. Measuring Sovereign Bond Spillover in Europe and the Impact of Rating News. (2012). Vašíček, Bořek ; Claeys, Peter ; Vasicek, Borek .
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