1. The spillover and contagion effects of sovereign risk on stock markets. (2024). Simo-Kengne, Beatrice Desiree ; Manguzvane, Mathias Mandla ; Gnagne, Pascal Xavier.
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2. Financial, institutional, and macroeconomic determinants of cross-country portfolio equity flows: The case of developed countries. (2024). Afonso, Antonio ; Alves, Jos ; Jackson, Karen ; Beck, Krzysztof.
   In: Economic Modelling.
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3. The informational content of sovereign credit rating: another look. (2023). Chebbi, Tarek ; Nakai, Fathi.
   In: Journal of Asset Management.
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4. To what extent do sovereign rating actions affect global equity market sectors?. (2023). Sahibzada, Irfan Ullah.
   In: International Review of Economics & Finance.
   RePEc:eee:reveco:v:84:y:2023:i:c:p:240-261.

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5. Information effect of credit rating announcements in transition economies. (2023). Zabolotnyuk, Yuriy ; Afik, Zvika.
   In: Journal of International Financial Markets, Institutions and Money.
   RePEc:eee:intfin:v:89:y:2023:i:c:s1042443123001464.

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6. Determinants of stock market correlations. Accounting for model uncertainty and reverse causality in a large panel setting. (2022). Jackson, Karen ; Beck, Krzysztof ; Afonso, Antonio.
   In: Working Papers REM.
   RePEc:ise:remwps:wp02462022.

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7. Financial, Institutional and Macroeconomic Determinants of Cross-Country Portfolio Equity Flows. (2022). Afonso, Antonio ; Jackson, Karen ; Beck, Krzysztof ; Alves, Jose.
   In: Working Papers REM.
   RePEc:ise:remwps:wp02352022.

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8. Determinants of Stock Market Correlation. Accounting for Model Uncertainty and Reverse Causality in a Large Panel Setting. (2022). Jackson, Karen ; Beck, Krzysztof ; Afonso, Antonio.
   In: CESifo Working Paper Series.
   RePEc:ces:ceswps:_9956.

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9. Financial, Institutional, and Macroeconomic Determinants of Cross-Country Portfolio Equity Flows. (2022). Afonso, Antonio ; Jackson, Karen ; Beck, Krzysztof ; Alves, Jose.
   In: CESifo Working Paper Series.
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10. Financial Spillover and Contagion Risks in the Euro Area in 2007-2019. (2021). Vogel, Lukas ; Vašíček, Bořek ; Vaiek, Boek ; Perticari, Francesco ; Monteiro, Daniel ; Lorenzani, Dimitri ; Garcia, Roman.
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11. Dependency between sovereign credit ratings and economic risk: Insight from Balkan countries. (2021). Kondoz, Mehmet ; Athari, Seyed Alireza ; Kirikkaleli, Dervis.
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12. Sovereign credit ratings during the COVID-19 pandemic. (2021). Hoang, Tri ; Kraemer, Moritz ; Klusak, Patrycja ; Vu, Huong ; Tran, Yen.
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13. The Determinants of Economic Competitiveness. (2020). Lappoehn, Sarah ; Kluge, Jan ; Plank, Kerstin.
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14. Coups d’état and the cost of debt. (2020). BALIMA, HIPPOLYTE.
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15. The effect of credit ratings on emerging market volatility. (2020). Malikane, Christopher ; Bales, Kyle.
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16. Ocena ratingowa a koszt obsługi długu publicznego w krajach Europy Środkowo-Wschodniej w latach 2005–2017. (2019). Tobera, Pawe.
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17. International capital flows at the security level – evidence from the ECB’s asset purchase programme. (2018). Luitel, Prabesh ; Vanpee, Rosanne ; Van Pee, Rosanne .
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18. The influence of rating levels and rating convergence on the spillover effects of sovereign credit actions. (2018). ap Gwilym, Owain ; Alsakka, Rasha ; Abad, Pilar.
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19. Sovereign credit ratings and central banks: Why do analysts pay attention to institutions?. (2018). Bodea, Cristina ; Hicks, Raymond.
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20. Herding Behaviour among Credit Rating Agencies. (2017). Bellot, Nicolas Jannone.
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21. The reaction of sovereign CDS spread volatilities to news announcements. (2016). Chebbi, Tarek ; Bouzgarrou, Houssam.
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22. Economic Volatility and Sovereign Yields’ Determinants: a Time-Varying Approach. (2016). Jalles, Joao ; Afonso, Antonio.
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23. The relation between sovereign credit rating revisions and economic growth. (2016). Chen, Hsien-Yi ; Yang, Shu-Ling ; Chang, Chong-Chuo .
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24. The quest for banking stability in the euro area: The role of government interventions. (2016). Paltalidis, Nikos ; Vergos, Konstantinos ; Kizys, Renatas.
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25. Market risk of BRIC Eurobonds in the financial crisis period. (2015). VORTELINOS, DIMITRIOS ; Lakshmi, Geeta .
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1. Anatomy of sovereign yield behaviour using textual news. (2024). Sensoy, Ahmet ; Akhtaruzzaman, Md ; Dann, Susan ; Pradhan, HK ; Banerjee, Ameet Kumar.
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2. Exchange rate risk and sovereign debt risk in South Africa: A Regime Dependent Approach. (2023). Biyase, Mduduzi ; Manguzvane, Mathias.
   In: Economics Working Papers.
   RePEc:ady:wpaper:edwrg-04-2023.

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3. Does Public Debt Ownership Structure Matter for a Borrowing Country?. (2021). Piscarreta, Carlos Alberto.
   In: Working Papers REM.
   RePEc:ise:remwps:wp01902021.

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4. Examining the Sources of Sovereign Risk for South Africa: A Time Varying Flexible Least Squares Approach. (2021). Zhou, Sheunesu.
   In: Eurasian Journal of Economics and Finance.
   RePEc:ejn:ejefjr:v:9:y:2021:i:1:p:29-45.

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5. Ocena ratingowa a koszt obsługi długu publicznego w krajach Europy Środkowo-Wschodniej w latach 2005–2017. (2019). Tobera, Pawe.
   In: Gospodarka Narodowa.
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6. Sovereign bond yield spreads and sustainability: An empirical analysis of OECD countries. (2019). Crifo, Patricia ; Scholtens, Bert ; Oueghlissi, Rim ; Diaye, Marc-Arthur ; Capelle-Blancard, Gunther.
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   RePEc:hal:journl:hal-02342867.

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7. Sovereign bond yield spreads and sustainability: An empirical analysis of OECD countries. (2019). CAPELLE-BLANCARD, Gunther ; Scholtens, Bert ; Oueghlissi, Rim ; Diaye, Marc-Arthur ; Crifo, Patricia.
   In: Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers).
   RePEc:hal:cesptp:hal-02342867.

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8. Sovereign bond yield spreads and sustainability: An empirical analysis of OECD countries. (2019). CAPELLE-BLANCARD, Gunther ; Scholtens, Bert ; Oueghlissi, Rim ; Diaye, Marc-Arthur ; Crifo, Patricia.
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9. Assessing the extent of contagion of sovereign credit risk among BRICS countries. (2018). Bonga-Bonga, Lumengo ; Manguzvane, Mathias Mandla.
   In: MPRA Paper.
   RePEc:pra:mprapa:89200.

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10. Does governing law affect bond spreads?. (2018). Ratha, Dilip ; Kurlat, Sergio ; De, Supriyo.
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    RePEc:eee:ememar:v:36:y:2018:i:c:p:60-78.

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11. Impact of QE on European sovereign bond market. (2017). Martin, Franck ; Zhang, Jiangxingyun.
    In: Economics Working Paper Archive (University of Rennes 1 & University of Caen).
    RePEc:tut:cremwp:2017-04.

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12. Environmental, Social and Governance (ESG) performance and sovereign bond spreads: an empirical analysis of OECD countries. (2017). Scholtens, Bert ; Oueghlissi, Rim ; Diaye, Marc-Arthur ; Crifo, Patricia ; Capelle-Blancard, Gunther.
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13. Modelling European sovereign bond yields with international portfolio effects. (2017). Martin, Franck ; Zhang, Jiangxingyun .
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14. Environmental, Social and Governance (ESG) performance and sovereign bond spreads: an empirical analysis of OECD countries. (2017). Scholtens, Bert ; Crifo, Patricia ; CAPELLE-BLANCARD, Gunther ; Oueghlissi, Rim ; Diaye, Marc-Arthur.
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15. La structure des taux revisitée pour période de crise: entre contagion, ?ight to quality et Quantitative Easing. (2016). Martin, Franck.
    In: Economics Working Paper Archive (University of Rennes 1 & University of Caen).
    RePEc:tut:cremwp:2016-06.

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16. Environmental, Social and Governance (ESG) performance and sovereign bond spreads: an empirical analysis of OECD countries. (2016). CAPELLE-BLANCARD, Gunther ; Scholtens, Bert ; Oueghlissi, Rim ; Diaye, Marc-Arthur ; Crifo, Patricia.
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17. Macroeconomic imbalances, financial stress and fiscal vulnerability in the euro area before the debt crises: A market view. (2016). Gente, Karine ; Dufrénot, Gilles ; Monsia, Fredia .
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18. Environmental, Social and Governance (ESG) performance and sovereign bond spreads: an empirical analysis of OECD countries. (2016). Scholtens, Bert ; Crifo, Patricia ; CAPELLE-BLANCARD, Gunther ; Oueghlissi, Rim ; Diaye, Marc-Arthur.
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19. Macroeconomic imbalances, financial stress and fiscal vulnerability in the euro area before the debt crises: A market view. (2016). Dufrénot, Gilles ; Monsia, Fredia ; Gente, Karine ; Dufrenot, Gilles.
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20. Determinants of sovereign bond yield spreads and contagion in the peripheral EU countries. (2016). Brooks, Rob ; Fenech, Jean Pierre ; Silvapulle, Param ; Thomas, Alice.
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21. The share of European economies in the process of convergence of long-term interest rates in the EU in the period of 2006–2016. (2016). Szulc, Elbieta ; Wleklinska, Dagna ; Gorna, Karolina .
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22. Bond Yield Spreads in the Eurozone. (2015). Denisa, Proksova ; Maria, Bohdalova.
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23. Sovereign Financial Asset Market Linkages across Europe During the Euro Zone Debt Crisis. (2015). Altr-Samuel, Adam-Nelu ; Cramer, Alexandru-Adrian .
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24. Membership in the Euro area and fiscal sustainability. Analysis through panel fiscal reaction functions.. (2015). Trzeciakowski, Rafał ; Rzońca, Andrzej ; Ciżkowicz, Piotr ; Rzonca, Andrzej .
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25. Decomposition of the dynamics of sovereign yield spreads in the euro area. (2015). De Backer, B..
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26. Measuring the effect of government ESG performance on sovereign borrowing cost. (2015). DIAYE, MARC-ARTHUR ; Crifo, Patricia ; Oueghlissi, Rim.
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27. Economic forecasts and sovereign yields. (2015). Afonso, Antonio ; Nunes, Ana Sofia .
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28. Evolución de la relación entre bonos locales y externos del gobierno colombiano frente a choques de riesgo. (2015). Moreno Gutiérrez, José ; Moreno Gutiérrez, José ; Moreno Gutiérrez, José ; Rojas, Juan Sebastian ; Martinez, Diego Alejandro .
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29. Windfall of Low Interest Payments and Fiscal Sustainability in the Euro Area: Analysis through Panel Fiscal Reaction Functions. (2015). Trzeciakowski, Rafał ; Rzońca, Andrzej ; Ciżkowicz, Piotr ; Rzoca, Andrzej ; Cikowicz, Piotr.
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30. Evolución de la relación entre bonos locales y externos del gobierno colombiano frente a choques de riesgo. (2015). Moreno Gutiérrez, José ; Moreno Gutiérrez, José ; Moreno Gutiérrez, José ; Moreno Gutiérrez, José ; Martinez, Diego Alejandro ; Rojas, Juan Sebastian .
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31. “An Update on EMU Sovereign Yield Spread Drivers in Times of Crisis: A Panel Data Analysis”. (2014). Sosvilla-Rivero, Simon ; Gómez-Puig, Marta ; Maria del Carmen Ramos-Herrera, ; Gomez-Puig, Marta.
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32. “EMU sovereign debt market crisis: Fundamentals-based or pure contagion?”. (2014). Sosvilla-Rivero, Simon ; Gómez-Puig, Marta ; Gomez-Puig, Marta.
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33. Fundamentally Wrong: Market Pricing of Sovereigns and the Greek Financial Crisis. (2014). Tavlas, George ; Hall, Stephen ; Gibson, Heather.
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34. Long-term government bond yields and macroeconomic fundamentals: Evidence for Greece during the crisis-era. (2014). pragidis, ioannis ; Chionis, Dionysios ; Schizas, Panagiotis .
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35. An update on EMU sovereign yield spread drivers in times of crisis: A panel data analysis. (2014). Sosvilla-Rivero, Simon ; Gómez-Puig, Marta ; Gomez-Puig, Marta ; Ramos-Herrera, Maria del Carmen, .
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36. Sovereign credit ratings, market volatility, and financial gains. (2014). Taamouti, Abderrahim ; Gomes, Pedro ; Afonso, Antonio.
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37. Sovereign credit ratings, market volatility, and financial gains. (2014). Taamouti, Abderrahim ; Gomes, Pedro ; Afonso, Antonio.
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38. Correlation and volatility on bond markets during the EMU crisis: does the OMT change the process ?. (2014). Martin, Franck ; JIANGXINGYUN, ZHANG ; Zhang, Jiangxingyun .
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39. Measuring the effect of government ESG performance on sovereign borrowing cost. (2014). DIAYE, MARC-ARTHUR ; Crifo, Patricia ; Oueghlissi, Rim.
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40. Determinants of OECD countries’ sovereign yields: safe havens, purgatory, and the damned.. (2014). Bortoli, C. ; Harreau, L. ; POUVELLE, C..
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41. An update on EMU sovereign yield spread drivers in time of crisis: A panel data analysis. (2014). Sosvilla-Rivero, Simon ; Gómez-Puig, Marta ; Maria del Carmen Ramos-Herrera, ; Gomez-Puig, Marta.
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