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1. Do Financial Markets Reward Government Spending Efficiency?. (2021). Venâncio, Ana ; Jalles, Joao ; Afonso, Antonio ; Venancio, Ana.
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   RePEc:ise:remwps:wp01662021.

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2. Do Financial Markets Reward Government Spending Efficiency?. (2021). Venâncio, Ana ; Jalles, Joao ; Afonso, Antonio ; Venancio, Ana.
   In: Working Papers.
   RePEc:inf:wpaper:2021.01.

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3. The joint dynamics of sovereign ratings and government bond yields. (2016). von Schweinitz, Gregor ; El-Shagi, Makram.
   In: Discussion Papers.
   RePEc:zbw:bubdps:132016.

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4. Regularities and Discrepancies of Credit Default Swaps: a Data Science approach through Benfords Law. (2016). Cerqueti, Roy ; Castellano, Rosella ; ausloos, marcel.
   In: Papers.
   RePEc:arx:papers:1603.01103.

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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.
   In: Journal for Economic Forecasting.
   RePEc:rjr:romjef:v::y:2015:i:2:p:61-80.

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6. The Determinants of Economic Fragility: Case of the Fragile Five Countries. (2015). dogru, bulent ; Unver, Mustafa.
   In: MPRA Paper.
   RePEc:pra:mprapa:68734.

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7. 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.

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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.
   In: Journal of International Money and Finance.
   RePEc:eee:jimfin:v:53:y:2015:i:c:p:174-191.

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9. Macroannouncements, bond auctions and rating actions in the European government bond spreads. (2015). Urga, Giovanni ; Boffelli, Simona.
   In: Journal of International Money and Finance.
   RePEc:eee:jimfin:v:53:y:2015:i:c:p:148-173.

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10. Credit ratings and cross-border bond market spillovers. (2015). Zabel, Michael ; Boninghausen, Benjamin.
    In: Journal of International Money and Finance.
    RePEc:eee:jimfin:v:53:y:2015:i:c:p:115-136.

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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.
    In: Journal of Financial Economics.
    RePEc:eee:jfinec:v:116:y:2015:i:3:p:526-547.

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12. Does sovereign creditworthiness affect bank valuations in emerging markets?. (2015). Williams, Gwion ; ap Gwilym, Owain ; Alsakka, Rasha.
    In: Journal of International Financial Markets, Institutions and Money.
    RePEc:eee:intfin:v:36:y:2015:i:c:p:113-129.

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13. The role of macroeconomic news in sovereign CDS markets: Domestic and spillover news effects from the U.S., the Eurozone and China. (2015). Wu, Eliza ; Kim, Suk-Joong ; Salem, Leith .
    In: Journal of Financial Stability.
    RePEc:eee:finsta:v:18:y:2015:i:c:p:208-224.

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14. Newswire messages and sovereign credit ratings: Evidence from European countries under austerity reform programmes. (2015). Apergis, Nicholas.
    In: International Review of Financial Analysis.
    RePEc:eee:finana:v:39:y:2015:i:c:p:54-62.

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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.
    In: Journal of Empirical Finance.
    RePEc:eee:empfin:v:32:y:2015:i:c:p:19-34.

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16. Risk and return—Is there an unholy cycle of ratings and yields?. (2015). von Schweinitz, Gregor ; El-Shagi, Makram.
    In: Economics Letters.
    RePEc:eee:ecolet:v:129:y:2015:i:c:p:49-51.

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17. The determinants of sovereign bond yield spreads in the EMU. (2015). Kontonikas, Alexandros ; Arghyrou, Michael ; Afonso, Antonio.
    In: Working Paper Series.
    RePEc:ecb:ecbwps:20151781.

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18. The Home Bias in Sovereign Ratings. (2014). Fuchs, Andreas ; Gehring, Kai.
    In: VfS Annual Conference 2014 (Hamburg): Evidence-based Economic Policy.
    RePEc:zbw:vfsc14:100274.

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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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20. The Dynamics of Sovereign Credit Default Swaps and the Evolution of the Financial Crisis in Selected Central European Economies. (2014). Kliber, Agata.
    In: Czech Journal of Economics and Finance (Finance a uver).
    RePEc:fau:fauart:v:64:y:2014:i:4:p:330-350.

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21. Credit Rating Agency Downgrades and the Eurozone Sovereign Debt Crises. (2014). Stephan, Andreas ; Schäfer, Dorothea ; Baum, Christopher ; Karpava, Margarita ; Schafer, Dorothea.
    In: EcoMod2014.
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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..
    In: International Review of Economics & Finance.
    RePEc:eee:reveco:v:34:y:2014:i:c:p:131-141.

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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.
    In: Journal of International Money and Finance.
    RePEc:eee:jimfin:v:48:y:2014:i:pa:p:125-146.

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24. Sovereign rating actions and the implied volatility of stock index options. (2014). Tran, Vu ; ap Gwilym, Owain ; Alsakka, Rasha.
    In: International Review of Financial Analysis.
    RePEc:eee:finana:v:34:y:2014:i:c:p:101-113.

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25. Understanding the sovereign credit ratings of emerging markets. (2014). Varlı, Yusuf ; Erdem, Orhan ; Varli, Yusuf.
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    RePEc:eee:ememar:v:20:y:2014:i:c:p:42-57.

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26. Sovereign credit ratings, market volatility, and financial gains. (2014). Taamouti, Abderrahim ; Gomes, Pedro ; Afonso, Antonio.
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    RePEc:eee:csdana:v:76:y:2014:i:c:p:20-33.

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27. The Contagion Effects of Sovereign Downgrades: Evidence from the European Financial Crisis. (2014). Corbet, Shaen.
    In: International Journal of Economics and Financial Issues.
    RePEc:eco:journ1:2014-01-9.

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28. Sovereign credit ratings, market volatility, and financial gains. (2014). Taamouti, Abderrahim ; Gomes, Pedro ; Afonso, Antonio.
    In: Working Paper Series.
    RePEc:ecb:ecbwps:20141654.

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29. Systemic Sovereign Risk: Macroeconomic Implications in the Euro Area. (2014). Bahaj, Saleem.
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30. The 2011 European short sale ban on financial stocks: A cure or a curse?. (2013). Stork, Philip ; Kräussl, Roman ; Kraussl, Roman ; Felix, Luiz.
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    RePEc:zbw:cfswop:201317.

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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.
    In: Policy Research Working Paper Series.
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32. Sovereign risk contagion in the Eurozone: a time-varying coefficient approach. (2013). Ludwig, Alexander.
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    RePEc:pra:mprapa:52340.

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33. News Flow, Web Attention and Extreme Returns in the European Financial Crisis. (2013). Grammatikos, Theoharry ; Chouliaras, Andreas.
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    RePEc:pra:mprapa:51335.

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34. Credit Ratings and Cross-Border Bond Market Spillovers. (2013). Zabel, Michael ; Boninghausen, Benjamin.
    In: Discussion Papers in Economics.
    RePEc:lmu:muenec:21075.

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35. Anatomy of a fiscal débacle: the case of Portugal. (2013). Afonso, Antonio.
    In: Working Papers Department of Economics.
    RePEc:ise:isegwp:wp012013.

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36. What determines the duration of a fiscal consolidation program?. (2013). Sousa, Ricardo ; Castro, Vitor ; Agnello, Luca.
    In: Journal of International Money and Finance.
    RePEc:eee:jimfin:v:37:y:2013:i:c:p:113-134.

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37. Fiscal space and sovereign risk pricing in a currency union. (2013). Qureshi, Mahvash ; Ostry, Jonathan ; Ghosh, Atish.
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    RePEc:eee:jimfin:v:34:y:2013:i:c:p:131-163.

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38. The euro exchange rate during the European sovereign debt crisis - dancing to its own tune?. (2013). Uusküla, Lenno ; Osbat, Chiara ; Ehrmann, Michael ; Uuskula, Lenno ; Strask, Jan.
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39. Sovereign credit ratings in the European Union: a model-based fiscal analysis. (2013). Wickens, Michael ; Polito, Vito.
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40. A Rating Agency for Europe – A good idea?. (2013). Weder di Mauro, Beatrice ; Bartels, Bernhard.
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41. The Impact of Sovereign Credit Signals on Bank Share Prices during the European Sovereign Debt Crisis. (2013). Williams, Gwion ; ap Gwilym, Owain ; Alsakka, Rasha.
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42. Sovereign debt: financial market over-reliance on credit rating agencies. (2013). Bank for International Settlements, .
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43. The Home Bias in Sovereign Ratings. (2013). Fuchs, Andreas ; Gehring, Kai.
    In: Working Papers.
    RePEc:awi:wpaper:0552.

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44. Deciphering financial contagion in the euro area during the crisis. (2012). Waelti, Sébastien ; Tola, Albi ; Walti, Sebastien.
    In: MPRA Paper.
    RePEc:pra:mprapa:49251.

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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.
    In: Working Papers Department of Economics.
    RePEc:ise:isegwp:wp362012.

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47. The determinants of sovereign bond yield spreads in the EMU. (2012). Kontonikas, Alexandros ; Arghyrou, Michael ; Afonso, Antonio.
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48. The Euro area sovereign debt crisis: safe haven, credit rating agencies and the spread of the fever from Greece, Ireland and Portugal. (2012). De Santis, Roberto.
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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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