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Measuring Sovereign Risk Spillovers and Assessing the Role of Transmission Channels: A Spatial Econometrics Approach. (2016). Debarsy, Nicolas ; Dossougoin, Cyrille ; Gnabo, Jean-Yves ; Ertur, Cem.
In: LEO Working Papers / DR LEO.
RePEc:leo:wpaper:2441.

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  1. Sovereign Wealth Funds’ cross-border investments: assessing the role of country-level drivers and spatial competition. (2017). Debarsy, Nicolas ; Kerkour, Malik ; Gnabo, Jean-Yves.
    In: Post-Print.
    RePEc:hal:journl:hal-01251243.

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  31. 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).
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  32. Fundamentally Wrong: Market Pricing of Sovereigns and the Greek Financial Crisis. (2014). Tavlas, George ; Hall, Stephen ; Gibson, Heather.
    In: Journal of Macroeconomics.
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  33. Monetary policy and the twin crises. (2014). Lothian, James ; JamesR. Lothian, .
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  34. Sovereign default risk and state-dependent twin deficits. (2014). Rühmkorf, Ronald ; Hürtgen, Patrick ; Hurtgen, Patrick ; Ruhmkorf, Ronald .
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    RePEc:eee:jimfin:v:48:y:2014:i:pb:p:357-382.

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  35. Are European sovereign bonds fairly priced? The role of modelling uncertainty. (2014). Hessel, Jeroen ; de Haan, Leo ; End, Jan Willem ; van den End, Jan Willem.
    In: Journal of International Money and Finance.
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  36. Sovereign risk premia: The link between fiscal rules and stability culture. (2014). Osterloh, Steffen ; Heinemann, Friedrich ; Kalb, Alexander .
    In: Journal of International Money and Finance.
    RePEc:eee:jimfin:v:41:y:2014:i:c:p:110-127.

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  37. The pricing of G7 sovereign bond spreads – The times, they are a-changin. (2014). Ehrmann, Michael ; D'Agostino, Antonello ; Dagostino, Antonello .
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  38. Measuring bilateral spillover and testing contagion on sovereign bond markets in Europe. (2014). Vašíček, Bořek ; Claeys, Peter ; Vaiek, Boek .
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  39. How do financial institutions forecast sovereign spreads?. (2014). Poplawski-Ribeiro, Marcos ; Claeys, Peter ; Cimadomo, Jacopo.
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  40. Systemic Sovereign Risk: Macroeconomic Implications in the Euro Area. (2014). Bahaj, Saleem.
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  41. Hypnosis Before Wake-up Call?! The Revival of Sovereign Credit Risk Perception in the EMU-Crisis. (2014). Schmid, Kai ; Bordon, Ingo G. ; Schmidt, Michael.
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  42. The Transmission of Federal Reserve Tapering News to Emerging Financial Markets. (2014). Hutchison, Michael ; Binici, Mahir ; Aizenman, Joshua.
    In: Santa Cruz Department of Economics, Working Paper Series.
    RePEc:cdl:ucscec:qt7n17z9km.

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  43. Growth, Deficits and Uncertainty: Theoretical Aspects and Empirical Evidence. (2013). Zervoyianni, Athina ; Goulas, Eleftherios.
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  44. Credit Ratings and the Pricing of Sovereign Debt during the Euro Crisis. (2013). Hutchison, Michael ; Binici, Mahir ; Aizenman, Joshua.
    In: NBER Working Papers.
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  45. FUNDAMENTALLY WRONG: MARKET PRICING OF SOVEREIGNS AND THE GREEK FINANCIAL CRISIS. (2013). Tavlas, George ; Hall, Stephen ; Gibson, Heather.
    In: Discussion Papers in Economics.
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  46. Growth, deficits and uncertainty: Theoretical aspects and empirical evidence from a panel of 27 countries. (2013). Zervoyianni, Athina ; Goulas, Eleftherios.
    In: The Quarterly Review of Economics and Finance.
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  47. Bank/sovereign risk spillovers in the European debt crisis. (2013). Vander Vennet, Rudi ; Schepens, Glenn ; de Bruyckere, Valerie ; Gerhardt, Maria .
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