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1. Private bank deposits and macro/fiscal risk in the euro-area. (2019). Gadea, María ; Arghyrou, Michael.
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2. Credit risk spillover between financials and sovereigns in the euro area during 2007-2015. (2016). Vergote, Olivier.
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3. Sovereign Risk and the Pricing of Corporate Credit Default Swaps. (2015). Haerri, Matthias ; Morkoetter, Stefan ; Westerfeld, Simone .
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4. Bank sovereign bond holdings, sovereign shock spillovers, and moral hazard during the European crisis. (2015). Beltratti, Andrea ; Stulz, Rene M..
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5. Systemic risk in European sovereign debt markets: A CoVaR-copula approach. (2015). Ugolini, Andrea ; Reboredo, Juan.
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6. Monetary Policy, Bank Bailouts and the Sovereign-Bank Risk Nexus in the Euro Area. (2015). Rieth, Malte ; Fratzscher, Marcel.
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7. Monetary policy, bank bailouts and the sovereign-bank risk nexus in the euro area. (2015). Rieth, Malte ; Fratzscher, Marcel.
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8. Sovereign Credit Risk Co-movements in the Eurozone: Simple Interdependence or Contagion?. (2014). Tonzer, Lena ; Buchholz, Manuel.
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9. Monetary policy, bank bailouts and the sovereign-bank risk nexus in the euro area. (2014). Rieth, Malte ; Fratzscher, Marcel.
   In: Annual Conference 2014 (Hamburg): Evidence-based Economic Policy.
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10. The causal linkages between sovereign CDS prices for the BRICS and major European economies. (2014). Stolbov, Mikhail.
    In: Economics - The Open-Access, Open-Assessment E-Journal.
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11. The causal linkages between sovereign CDS prices for the BRICS and major European economies. (2014). Stolbov, Mikhail.
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12. Systemic risk spillovers in the European banking and sovereign network. (2014). Peltonen, Tuomas ; Hautsch, Nikolaus ; Betz, Frank ; Schienle, Melanie.
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13. How Are Interbank and Sovereign Debt Markets Linked? Evidence from 14 OECD Countries, the Euro Area and Russia. (2014). Stolbov, Mikhail.
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14. Sovereign and bank CDS spreads: two sides of the same coin?. (2014). cotter, john.
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15. Sovereign Default Risk and State-Owned Bank Fragility in Emerging Markets. (2014). Hodula, Martin ; Deev, Oleg.
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16. Sovereign and bank CDS spreads: two sides of the same coin?. (2014). cotter, john ; Avino, Davide.
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17. Inference in VARs with Conditional Heteroskedasticity of Unknown Form. (2014). Trenkler, Carsten ; Brüggemann, Ralf ; Jentsch, Carsten ; Bruggemann, Ralf .
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18. Inference in VARs with Conditional Heteroskedasticity of Unknown Form. (2014). Trenkler, Carsten ; Brüggemann, Ralf ; Jentsch, Carsten ; Bruggemann, Ralf .
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19. The risk of self-protection: the role of bank bailout guarantees in channelling sovereign credit risk internationally. (2014). Gori, Filippo.
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20. Factors generating and transmitting the financial crisis: The role of incentives: securitization and contagion. (2014). Gabbi, Giampaolo ; Kalbaska, Alesia ; Vercelli, Alessandro.
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21. 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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22. The sovereign-bank rating channel and rating agencies downgrades during the European debt crisis. (2014). ap Gwilym, Owain ; Alsakka, Rasha ; Vu, Tuyet Nhung .
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23. Sovereign risk and the bank lending channel in Europe. (2014). Torre-Olmo, Begoa ; Sanfilippo-Azofra, Sergio ; Cantero-Saiz, Maria ; Lopez-Gutierrez, Carlos.
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24. Can European bank bailouts work?. (2014). Siegmann, Arjen ; Schoenmaker, Dirk.
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25. The dynamics of spillover effects during the European sovereign debt turmoil. (2014). Beyer, Andreas ; Alter, Adrian.
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26. Testing for a break in the persistence in yield spreads of EMU government bonds. (2014). Wegener, Christoph ; Sibbertsen, Philipp ; Basse, Tobias.
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27. Sovereign and bank CDS spreads: Two sides of the same coin?. (2014). cotter, john ; Avino, Davide.
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28. Short-term determinants of the idiosyncratic sovereign risk premium: a regime-dependent analysis for european credit default swaps. (2014). Vašíček, Bořek ; Vaiek, Boek ; Miao, RongHui ; Calice, Giovanni ; trba, Filip .
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29. Market perception of sovereign credit risk in the euro area during the financial crisis. (2014). Serwa, Dobromił ; Camba-Mendez, Gonzalo.
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30. The impact of the global and eurozone crises on European banks stocks Some evidence of shift contagion. (2014). rharrabti, houda ; RAYMOND, Helene ; Allegret, Jean-Pierre.
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31. Distributional Linkages between European Sovereign Bond and Bank Asset Returns. (2014). Mencia, Javier ; Galvez, Julio.
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32. Monitoring the European CDS Market through Networks: Implications for Contagion Risks.. (2014). Gabrieli, Silvia ; CLERC, Laurent ; El Omari, Y. ; Kern, S..
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33. On bank credit risk: systemic or bank-specific? Evidence from the US and UK. (2014). Zinna, Gabriele ; Li, Junye.
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34. What drives corporate default risk premia? Evidence from the CDS market. (2013). Diaz, Antonio ; Serrano, Pedro ; Groba, Jonatan .
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35. Option-implied correlation between iTraxx Europe Financials and Non-Financials Indexes: A measure of spillover effect in European debt crisis. (2013). Lo, Chi-Fai ; Lau, Chun-Sing ; Hui, Cho-Hoi.
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36. On the importance of indirect banking vulnerabilities in the Eurozone. (2013). Candelon, Bertrand ; Bicu, Andreea.
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37. Bank/sovereign risk spillovers in the European debt crisis. (2013). Vander Vennet, Rudi ; Schepens, Glenn ; de Bruyckere, Valerie ; Gerhardt, Maria .
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38. On the political determinants of sovereign risk: Evidence from a Markov-switching vector autoregressive model for Argentina. (2013). Sottile, Pedro .
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39. The dynamics of spillover effects during the European sovereign debt crisis. (2013). Beyer, Andreas ; Alter, Adrian.
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40. Short-Term Determinants of the Idiosyncratic Sovereign Risk Premium: A Regime-Dependent Analysis for European Credit Default Swaps. (2013). Vašíček, Bořek ; Vasicek, Borek ; Miao, RongHui ; Calice, Giovanni ; Sterba, Filip .
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41. Pure or wake-up-call contagion? Another look at the EMU sovereign debt crisis. (2013). Tommasino, Pietro ; Pericoli, Marcello ; Giordano, Raffaela.
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42. The dynamics of spillover effects during the European sovereign debt turmoil. (2012). Beyer, Andreas ; Alter, Adrian.
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43. Sovereign Credit Default Swap Premia. (2012). Augustin, Patrick.
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44. Bank/sovereign risk spillovers in the European debt crisis. (2012). Vander Vennet, Rudi ; Schepens, Glenn ; DE BRUYCKERE, V. ; GERHARDT, M..
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45. When Is There a Strong Transfer Risk from the Sovereigns to the Corporates? Property Rights Gaps and CDS Spreads. (2012). Wei, Shang-Jin ; Bai, Jennie.
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46. When is there a strong transfer risk from the sovereigns to the corporates? Property rights gaps and CDS spreads. (2012). Wei, Shang-Jin.
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47. Are banks affected by their holdings of government debt?. (2012). Wolff, Guntram ; Angeloni, Chiara .
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48. A Pyrrhic Victory? Bank Bailouts and Sovereign Credit Risk. (2011). Schnabl, Philipp ; Acharya, Viral ; Drechsler, Itamar.
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49. Spillovers from the Euro Area Sovereign Debt Crisis: A Macroeconometric Model Based Analysis. (2011). Vitek, Francis ; Bayoumi, Tamim.
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50. A Pyrrhic Victory? Bank Bailouts and Sovereign Credit Risk. (2011). Schnabl, Philipp ; Drechsler, Itamar ; Acharya, Viral.
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