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~person:"Sosvilla-Rivero, Simón"
~subject:"Anleihe"
~subject:"Eurozone"
~subject:"Schuldenmanagement"
~subject:"Öffentliche Anleihe"
~type_genre:"Aufsatz in Zeitschrift"
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Search: subject:"Öffentliche Anleihe"
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Anleihe
Eurozone
Schuldenmanagement
Öffentliche Anleihe
Euro area
10
Public bond
10
EU countries
9
EU-Staaten
9
Public debt
7
Öffentliche Schulden
7
Yield curve
5
Zinsstruktur
5
Bond market
4
Debt crisis
4
Rentenmarkt
4
Schuldenkrise
4
Granger-causality
3
VAR model
3
VAR-Modell
3
Volatility
3
Volatilität
3
Ansteckungseffekt
2
Causality analysis
2
Contagion
2
Contagion effect
2
Credit risk
2
Estimation
2
Financial crisis
2
Finanzkrise
2
Kausalanalyse
2
Kreditrisiko
2
Market linkages
2
Rendite
2
Schätzung
2
Sovereign bond spreads
2
Sovereign bond yields
2
Sovereign debt crisis
2
Spillover effect
2
Spillover-Effekt
2
Time-varying approach
2
Variance decomposition
2
Vector autoregression
2
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Aufsatz in Zeitschrift
Article in journal
10
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4
Graue Literatur
4
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4
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English
10
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Sosvilla-Rivero, Simón
Afonso, António
20
Akram, Tanweer
13
Zaremba, Adam
12
Gómez Puig, Marta
11
Umar, Zaghum
11
Blommestein, Hans J.
10
Dunne, Peter G.
9
Beetsma, Roel
8
Belke, Ansgar
8
De Grauwe, Paul
8
Hall, Stephen G.
8
Hegde, Shantaram P.
8
Ito, Takayasu
8
Arnold, Ivo J. M.
7
Basse, Tobias
7
Cebula, Richard J.
7
Gibson, Heather D.
7
Giuliodori, Massimo
7
Gulati, Mitu
7
Hamori, Shigeyuki
7
Jalles, João Tovar
7
Kontonikas, Alexandros
7
Krishnamurthy, Arvind
7
Montes, Gabriel Caldas
7
Simon, David P.
7
Tavlas, George S.
7
Wolff, Guntram B.
7
Altavilla, Carlo
6
Arghyrou, Michael Georgiou
6
Bernoth, Kerstin
6
Caporale, Guglielmo Maria
6
Chebbi, Tarek
6
Das, Anupam
6
Díaz Pérez, Antonio
6
Fortune, Peter
6
Green, Richard C.
6
Gupta, Rangan
6
Hein, Scott E.
6
Jong, Frank de
6
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Economic modelling
2
International review of economics & finance : IREF
2
Applied economics letters
1
Applied financial economics
1
Journal of banking & finance
1
Journal of international financial markets, institutions & money
1
Journal of multinational financial management
1
The North American journal of economics and finance : a journal of financial economics studies
1
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ECONIS (ZBW)
10
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1
Dynamic connectedness between credit and liquidity risks in euro area sovereign debt markets
Gómez Puig, Marta
;
Pieterse-Bloem, Mary
; …
- In:
Journal of multinational financial management
68
(
2023
),
pp. 1-25
Persistent link: https://www.econbiz.de/10014424768
Saved in:
2
Quantifying sovereign risk in the euro area
Singh, Manish K.
;
Gómez Puig, Marta
;
Sosvilla-Rivero, …
- In:
Economic modelling
95
(
2021
),
pp. 76-96
Persistent link: https://www.econbiz.de/10012695852
Saved in:
3
Bank-sovereign risk spillovers in the Euro Area
Singh, Manish K.
;
Gómez Puig, Marta
;
Sosvilla-Rivero, …
- In:
Applied economics letters
27
(
2020
)
8
,
pp. 642-646
Persistent link: https://www.econbiz.de/10012205771
Saved in:
4
Causes and hazards of the euro area sovereign debt crisis : pure and fundamentals-based contagion
Gómez Puig, Marta
;
Sosvilla-Rivero, Simón
- In:
Economic modelling
56
(
2016
),
pp. 133-147
Persistent link: https://www.econbiz.de/10011646024
Saved in:
5
Using connectedness analysis to assess financial stress transmission in EMU sovereign bond market volatility
Fernández Rodríguez, Fernando
;
Gómez Puig, Marta
; …
- In:
Journal of international financial markets, …
43
(
2016
),
pp. 126-145
Persistent link: https://www.econbiz.de/10011673512
Saved in:
6
Volatility spillovers in EMU sovereign bond markets
Fernández Rodríguez, Fernando
;
Gómez Puig, Marta
; …
- In:
International review of economics & finance : IREF
39
(
2015
),
pp. 337-352
Persistent link: https://www.econbiz.de/10011572456
Saved in:
7
Causality and contagion in EMU sovereign debt markets
Gómez Puig, Marta
;
Sosvilla-Rivero, Simón
- In:
International review of economics & finance : IREF
33
(
2014
),
pp. 12-27
Persistent link: https://www.econbiz.de/10010531291
Saved in:
8
An update on EMU sovereign yield spread drivers in times of crisis : a panel data analysis
Gómez Puig, Marta
;
Sosvilla-Rivero, Simón
; …
- In:
The North American journal of economics and finance : a …
30
(
2014
),
pp. 133-153
Persistent link: https://www.econbiz.de/10010463543
Saved in:
9
Granger-causality in peripheral EMU public debt markets : a dynamic approach
Gómez Puig, Marta
;
Sosvilla-Rivero, Simón
- In:
Journal of banking & finance
37
(
2013
)
11
,
pp. 4627-4649
Persistent link: https://www.econbiz.de/10010248517
Saved in:
10
Volatility in EMU sovereign bond yields : permanent and transitory components
Sosvilla-Rivero, Simón
;
Morales Zumaquero, Amalia
- In:
Applied financial economics
22
(
2012
)
16/18
,
pp. 1453-1464
Persistent link: https://www.econbiz.de/10009626055
Saved in:
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