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European Government Bond Dynamics and Stability Policies: Taming Contagion Risks. (2015). Hillebrand, Martin ; Ott, Thomas ; Schuele, Martin ; Schwendner, Peter .
In: Working Papers.
RePEc:stm:wpaper:8.

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  1. The Dynamic Volatility Connectedness Structure of Energy Futures and Global Financial Markets: Evidence From a Novel Time–Frequency Domain Approach. (2022). Miri, Mahsa ; Mohammadi, Arman ; Ebrahimi, Seyed Babak ; Bagheri, Ehsan ; Bekiros, Stelios.
    In: Computational Economics.
    RePEc:kap:compec:v:59:y:2022:i:3:d:10.1007_s10614-021-10120-x.

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  2. An analysis of network filtering methods to sovereign bond yields during COVID-19. (2021). Fille, Erika ; Chhajer, Harsh ; Granados, Oscar M ; Pang, Raymond Ka-Kay.
    In: Physica A: Statistical Mechanics and its Applications.
    RePEc:eee:phsmap:v:574:y:2021:i:c:s0378437121002673.

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  3. Was a deterioration in ‘connectedness’ a leading indicator of the European sovereign debt crisis?. (2021). Li, Youwei ; Waterworth, James ; Vigne, Samuel A ; Pantelous, Athanasios A ; Hamill, Philip A.
    In: Journal of International Financial Markets, Institutions and Money.
    RePEc:eee:intfin:v:74:y:2021:i:c:s1042443121000196.

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  4. Effects of asset purchases and financial stability measures on term premia in the euro area. (2018). Moessner, Richhild.
    In: National Institute of Economic and Social Research (NIESR) Discussion Papers.
    RePEc:nsr:niesrd:489.

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  5. Effects of asset purchases and financial stability measures on term premia in the euro area. (2018). Moessner, Richhild.
    In: BIS Working Papers.
    RePEc:bis:biswps:721.

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  6. Bank-sovereign ties against interbank market integration: the case of the Italian segment. (2017). Popoyan, Lilit ; Saroyan, Susanna .
    In: LEM Papers Series.
    RePEc:ssa:lemwps:2017/02.

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  7. Sovereign yield spreads in the EMU: crisis and structural determinants. (2017). Leal, Frederico ; Afonso, Antonio.
    In: Working Papers Department of Economics.
    RePEc:ise:isegwp:wp092017.

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  8. Euro area government bonds – Fragmentation and contagion during the sovereign debt crisis. (2017). Fratzscher, Marcel ; Ehrmann, Michael.
    In: Journal of International Money and Finance.
    RePEc:eee:jimfin:v:70:y:2017:i:c:p:26-44.

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  9. Score-Driven Systemic Risk Signaling for European Sovereign Bond Yields and CDS Spreads. (2016). Siegmann, Arjen ; Lucas, Andre ; Lange, Rutger-Jan.
    In: Tinbergen Institute Discussion Papers.
    RePEc:tin:wpaper:20160064.

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  10. Eurozone network connectedness during calm and crisis: evidence from the MTS platform for interdealer trading of European sovereign debt. (2016). Li, Youwei ; Waterworth, James .
    In: MPRA Paper.
    RePEc:pra:mprapa:71221.

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References

References cited by this document

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