1. What moves markets?. (2024). Kerssenfischer, Mark ; Schmeling, Maik.
   In: Journal of Monetary Economics.
   RePEc:eee:moneco:v:145:y:2024:i:c:s0304393224000138.

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2. No safe haven, only diversification and contagion — Intraday evidence around the COVID-19 pandemic. (2024). Zhou, Yinggang ; Lin, Juan ; Bei, Zeyun.
   In: Journal of International Money and Finance.
   RePEc:eee:jimfin:v:143:y:2024:i:c:s0261560624000561.

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3. Mispricing of debt expansion in the eurozone sovereign credit market. (2024). Zenios, Stavros A ; Milidonis, Andreas ; Lotfi, Somayyeh.
   In: Journal of Financial Stability.
   RePEc:eee:finsta:v:70:y:2024:i:c:s1572308923001158.

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4. Trading activity of VIX futures and options around FOMC announcements. (2024). Yang, Jimmy J ; Tsai, Wei-Che ; Huang, Hong-Gia.
   In: International Review of Financial Analysis.
   RePEc:eee:finana:v:94:y:2024:i:c:s1057521924002539.

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5. A quest between fiscal and market discipline. (2023). Sousa, Ricardo ; Castro, Vitor ; Agnello, Luca.
   In: Economic Modelling.
   RePEc:eee:ecmode:v:119:y:2023:i:c:s026499932200356x.

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6. What moves markets?. (2022). Schmeling, Maik ; Kerssenfischer, Mark.
   In: Discussion Papers.
   RePEc:zbw:bubdps:162022.

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7. What uncertainty does to euro area sovereign bond markets: Flight to safety and flight to quality. (2022). Sousa, Ricardo ; Costantini, Mauro.
   In: Journal of International Money and Finance.
   RePEc:eee:jimfin:v:122:y:2022:i:c:s0261560621002254.

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8. The market impact of private information before corporate Announcements: Evidence from Turkey. (2022). Simsir, Serif Aziz ; Simsek, Koray D.
   In: Journal of International Financial Markets, Institutions and Money.
   RePEc:eee:intfin:v:80:y:2022:i:c:s1042443122001007.

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9. The power and influence of rating agencies with insights into their misuse. (2022). Sun, Haokun ; Basu, Kaushik.
   In: Economic Modelling.
   RePEc:eee:ecmode:v:109:y:2022:i:c:s0264999322000098.

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10. What moves stock prices around credit rating changes?. (2021). Ozel, Naim Bugra ; Even-Tov, Omri.
    In: Review of Accounting Studies.
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11. On the duration of sovereign ratings cycle phases. (2021). Sousa, Ricardo ; Castro, Vitor ; Agnello, Luca.
    In: Journal of Economic Behavior & Organization.
    RePEc:eee:jeborg:v:182:y:2021:i:c:p:512-526.

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12. Under-reaction in the sovereign CDS market. (2021). Zhang, Jinfan ; Yan, Hongjun ; Xiao, Yaqing ; Wang, Xinjie.
    In: Journal of Banking & Finance.
    RePEc:eee:jbfina:v:130:y:2021:i:c:s0378426621001503.

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13. Misinformation corrections of corporate news: Corporate clarification announcements. (2020). Yang, Ann Shawing.
    In: Pacific-Basin Finance Journal.
    RePEc:eee:pacfin:v:61:y:2020:i:c:s0927538x19302884.

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14. Social media, news media and the stock market. (2020). Walther, Ansgar ; Veiga, Andre ; Jiao, Peiran.
    In: Journal of Economic Behavior & Organization.
    RePEc:eee:jeborg:v:176:y:2020:i:c:p:63-90.

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15. The Benevolence of Time, Sound Macroeconomic Environment and Governance Quality on the Duration of Sovereign Ratings Phases. (2019). Sousa, Ricardo ; Castro, Vitor ; Agnello, Luca.
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16. Private information in currency markets. (2019). Nishiotis, George ; Milidonis, Andreas ; Michaelides, Alexander.
    In: Journal of Financial Economics.
    RePEc:eee:jfinec:v:131:y:2019:i:3:p:643-665.

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17. The impact of terrorist attacks in G7 countries on international stock markets and the role of investor sentiment. (2019). Taoushianis, Zenon ; Sakkas, Athanasios ; Papakyriakou, Panayiotis.
    In: Journal of International Financial Markets, Institutions and Money.
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18. The case for a European rating agency: Evidence from the Eurozone sovereign debt crisis. (2019). Loffler, Gunter ; Guettler, Andre ; de Las, Carlos A ; Altdorfer, Marc .
    In: Journal of International Financial Markets, Institutions and Money.
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19. Financial integration in Europe through the lens of composite indicators. (2019). Kremer, Manfred ; Zaharia, Sonia ; Hoffmann, Peter.
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20. New evidence on sovereign to corporate credit rating spill-overs. (2018). faff, robert ; Bissoondoyal-Bheenick, Emawtee ; Hill, Paula.
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21. Semi-strong Form Market Efficiency in Stock Markets with Low Levels of Trading Activity: Evidence from Stock Price Reaction to Major National and International Events. (2017). Bangwayo-Skeete, Prosper.
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22. Informed Trading in Oil-Futures Market. (2017). Sévi, Benoît ; Rousse, Olivier.
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23. Do cultures influence abnormal market reactions before official sovereign debt rating downgrade announcements?. (2017). Jakob, Keith ; Nam, Yoonsoo .
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    RePEc:eee:intfin:v:47:y:2017:i:c:p:65-75.

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24. European versus Anglo-Saxon credit view: Evidence from the eurozone sovereign debt crisis. (2016). de Las, Carlos A ; Altdorfer, Marc ; Loffler, Gunter ; Guettler, Andre .
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25. Informed Trading in Oil-Futures Market. (2016). Sévi, Benoît ; Rousse, Olivier.
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26. Informed trading in oil-futures market. (2016). Sévi, Benoît ; Rousse, O.
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27. Informed Trading in Oil-Futures Market. (2016). Sévi, Benoît ; Rousse, Olivier.
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28. Can information be locked up? Informed trading ahead of macro-news announcements. (2016). Tang, Yuehua ; Hu, Jianfeng ; Bernile, Gennaro.
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29. Informed Trading in Oil-Futures Market. (2016). Sévi, Benoît ; Rousse, Olivier.
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30. Eurozone Debt Crisis and Regulation of Credit Rating Agencies. (2015). Zaidi, Deena.
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31. Do Sovereign Re-Ratings Destabilize Equity Markets during Financial Crises? New Evidence from Higher Return Moments. (2015). Wu, Eliza ; faff, robert ; Treepongkaruna, Sirimon ; Brooks, Robert.
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32. What Happened in Cyprus?. (2014). Michaelides, Alexander.
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1. Do Financial Markets Reward Government Spending Efficiency?. (2021). Jalles, Joao ; Afonso, Antonio ; Venancio, Ana.
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2. Do Financial Markets Reward Government Spending Efficiency?. (2021). Jalles, Joao ; Afonso, Antonio ; Venancio, Ana.
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3. The joint dynamics of sovereign ratings and government bond yields. (2016). von Schweinitz, Gregor ; El-Shagi, Makram.
   In: Discussion Papers.
   RePEc:zbw:bubdps:132016.

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4. Regularities and Discrepancies of Credit Default Swaps: a Data Science approach through Benfords Law. (2016). Cerqueti, Roy ; Castellano, Rosella ; ausloos, marcel.
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5. Volatility Transmission and Dynamic Correlation Analysis between Developed and Emerging European Stock Markets during Sovereign Debt Crisis. (2015). Tuna, Gulcay ; Bein, murad.
   In: Journal for Economic Forecasting.
   RePEc:rjr:romjef:v::y:2015:i:2:p:61-80.

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6. The Determinants of Economic Fragility: Case of the Fragile Five Countries. (2015). dogru, bulent ; Unver, Mustafa .
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7. Deciphering financial contagion in the euro area during the crisis. (2015). Waelti, Sébastien ; Tola, Albi ; Walti, Sebastien .
   In: The Quarterly Review of Economics and Finance.
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8. The credit signals that matter most for sovereign bond spreads with split rating. (2015). ap Gwilym, Owain ; Alsakka, Rasha ; Vu, Huong.
   In: Journal of International Money and Finance.
   RePEc:eee:jimfin:v:53:y:2015:i:c:p:174-191.

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9. Macroannouncements, bond auctions and rating actions in the European government bond spreads. (2015). Urga, Giovanni ; Boffelli, Simona .
   In: Journal of International Money and Finance.
   RePEc:eee:jimfin:v:53:y:2015:i:c:p:148-173.

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10. Credit ratings and cross-border bond market spillovers. (2015). Boninghausen, Benjamin ; Zabel, Michael .
    In: Journal of International Money and Finance.
    RePEc:eee:jimfin:v:53:y:2015:i:c:p:115-136.

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11. The adverse effects of systematic leakage ahead of official sovereign debt rating announcements. (2015). Nishiotis, George ; Milidonis, Andreas ; Michaelides, Alexander ; Papakyriakou, Panayiotis .
    In: Journal of Financial Economics.
    RePEc:eee:jfinec:v:116:y:2015:i:3:p:526-547.

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12. Does sovereign creditworthiness affect bank valuations in emerging markets?. (2015). Williams, Gwion ; ap Gwilym, Owain ; Alsakka, Rasha.
    In: Journal of International Financial Markets, Institutions and Money.
    RePEc:eee:intfin:v:36:y:2015:i:c:p:113-129.

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13. The role of macroeconomic news in sovereign CDS markets: Domestic and spillover news effects from the U.S., the Eurozone and China. (2015). Wu, Eliza ; Kim, Suk-Joong ; Salem, Leith .
    In: Journal of Financial Stability.
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14. Newswire messages and sovereign credit ratings: Evidence from European countries under austerity reform programmes. (2015). Apergis, Nicholas.
    In: International Review of Financial Analysis.
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15. Fear or fundamentals? Heterogeneous beliefs in the European sovereign CDS market. (2015). Wu, Eliza ; ter Ellen, Saskia ; He, Xuezhong ; Chiarella, Carl.
    In: Journal of Empirical Finance.
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16. Risk and return—Is there an unholy cycle of ratings and yields?. (2015). von Schweinitz, Gregor ; El-Shagi, Makram.
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17. The determinants of sovereign bond yield spreads in the EMU. (2015). Kontonikas, Alexandros ; Arghyrou, Michael ; Afonso, Antonio.
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18. The Home Bias in Sovereign Ratings. (2014). Fuchs, Andreas ; Gehring, Kai.
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19. Quo Vadis, raters? A frontier approach to identify misratings in sovereign credit risk. (2014). Tortosa-Ausina, Emili ; Ozturk, Huseyin ; Shaban, Mohamed ; Duygun, Meryem.
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20. The Dynamics of Sovereign Credit Default Swaps and the Evolution of the Financial Crisis in Selected Central European Economies. (2014). Kliber, Agata.
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21. Credit Rating Agency Downgrades and the Eurozone Sovereign Debt Crises. (2014). Stephan, Andreas ; Schäfer, Dorothea ; Baum, Christopher ; Schafer, Dorothea ; Karpava, Margarita .
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22. The reaction of European credit default swap spreads to the U.S. credit rating downgrade. (2014). Blau, Benjamin ; Roseman, Brian S..
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23. A unified approach to investigate pure and wake-up-call contagion: Evidence from the Eurozones first financial crisis. (2014). Ludwig, Alexander.
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24. Sovereign rating actions and the implied volatility of stock index options. (2014). Tran, Vu ; ap Gwilym, Owain ; Alsakka, Rasha.
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25. Understanding the sovereign credit ratings of emerging markets. (2014). Varlı, Yusuf ; Erdem, Orhan ; Varli, Yusuf .
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26. Sovereign credit ratings, market volatility, and financial gains. (2014). Taamouti, Abderrahim ; Gomes, Pedro ; Afonso, Antonio.
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27. The Contagion Effects of Sovereign Downgrades: Evidence from the European Financial Crisis. (2014). Corbet, Shaen.
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28. Sovereign credit ratings, market volatility, and financial gains. (2014). Taamouti, Abderrahim ; Gomes, Pedro ; Afonso, Antonio.
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29. Systemic Sovereign Risk: Macroeconomic Implications in the Euro Area. (2014). Bahaj, Saleem.
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30. The 2011 European short sale ban on financial stocks: A cure or a curse?. (2013). Stork, Philip ; Kräussl, Roman ; Felix, Luiz ; Kraussl, Roman.
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31. Sovereign ratings in the post-crisis world : an analysis of actual, shadow and relative risk ratings. (2013). Ratha, Dilip ; Basu, Kaushik ; De, Supriyo ; Timmer, Hans .
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32. Sovereign risk contagion in the Eurozone: a time-varying coefficient approach. (2013). Ludwig, Alexander.
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33. News Flow, Web Attention and Extreme Returns in the European Financial Crisis. (2013). Grammatikos, Theoharry ; Chouliaras, Andreas.
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34. Credit Ratings and Cross-Border Bond Market Spillovers. (2013). Boninghausen, Benjamin ; Zabel, Michael .
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35. Anatomy of a fiscal débacle: the case of Portugal. (2013). Afonso, Antonio.
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37. Fiscal space and sovereign risk pricing in a currency union. (2013). Qureshi, Mahvash ; Ostry, Jonathan ; Ghosh, Atish.
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38. The euro exchange rate during the European sovereign debt crisis - dancing to its own tune?. (2013). Uusküla, Lenno ; Osbat, Chiara ; Ehrmann, Michael ; Uuskula, Lenno ; Strask, Jan.
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39. Sovereign credit ratings in the European Union: a model-based fiscal analysis. (2013). Wickens, Michael ; Polito, Vito.
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40. A Rating Agency for Europe – A good idea?. (2013). Weder, Beatrice ; di Mauro, Beatrice Weder ; Bartels, Bernhard .
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41. The Impact of Sovereign Credit Signals on Bank Share Prices during the European Sovereign Debt Crisis. (2013). Williams, Gwion ; ap Gwilym, Owain ; Alsakka, Rasha.
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42. Sovereign debt: financial market over-reliance on credit rating agencies. (2013). Bank for International Settlements, .
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44. Deciphering financial contagion in the euro area during the crisis. (2012). Waelti, Sébastien ; Tola, Albi ; Walti, Sebastien .
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45. Dynamic Correlations of Sovereign Bond Yield Spreads in the Euro zone and the Role of Credit Rating Agencies Downgrades. (2012). Antonakakis, Nikolaos.
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46. The determinants of sovereign bond yield spreads in the EMU. (2012). Kontonikas, Alexandros ; Arghyrou, Michael ; Afonso, Antonio.
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47. The determinants of sovereign bond yield spreads in the EMU. (2012). Kontonikas, Alexandros ; Arghyrou, Michael ; Afonso, Antonio.
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48. The Euro area sovereign debt crisis: safe haven, credit rating agencies and the spread of the fever from Greece, Ireland and Portugal. (2012). De Santis, Roberto A..
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49. Sovereign Debt Rating Changes and the Stock Market. (2012). Nishiotis, George ; Milidonis, Andreas ; Michaelides, Alexander ; Papakyriacou, Panayiotis .
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50. Measuring Sovereign Bond Spillover in Europe and the Impact of Rating News. (2012). Vašíček, Bořek ; Claeys, Peter ; Vasicek, Borek.
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