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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
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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
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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
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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
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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