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Investor sentiment, flight-to-quality, and corporate bond comovement. (2015). Bethke, Sebastian ; Kempf, Alexander ; Gehde-Trapp, Monika.
In: CFR Working Papers.
RePEc:zbw:cfrwps:1306r3.

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  39. Granger-causality in peripheral EMU public debt markets: A dynamic approach. (2013). Sosvilla-Rivero, Simon ; Gómez-Puig, Marta ; Gomez-Puig, Marta.
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  40. Putting the “C” into crisis: Contagion, correlations and copulas on EMU bond markets. (2013). Philippas, Dionisis ; SIRIOPOULOS, COSTAS.
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  41. Bond markets co-movement dynamics and macroeconomic factors: Evidence from emerging and frontier markets. (2013). Piljak, Vanja.
    In: Emerging Markets Review.
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  42. Sovereign default Risk in the Euro-Periphery and the Euro-Candidate Countries. (2012). Pusch, Toralf ; Orlowski, Lucjan ; Gabrisch, Hubert.
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  43. Government bond market integration and the EMU: Correlation based evidence. (2012). Missio, Sebastian .
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  44. Foreign exchange risk pricing and equity market segmentation in Africa. (2011). Ojah, Kalu ; Kodongo, Odongo.
    In: Journal of Banking & Finance.
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  45. Dependence structure and extreme comovements in international equity and bond markets. (2011). Garcia, René ; Tsafack, Georges .
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    RePEc:eee:jbfina:v:35:y:2011:i:8:p:1954-1970.

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  46. Financial integration and emerging markets capital structure. (2011). lucey, brian.
    In: Journal of Banking & Finance.
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  47. Dynamics of international integration of government securities markets. (2011). Okimoto, Tatsuyoshi ; Kumar, Manmohan S..
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    RePEc:eee:jbfina:v:35:y:2011:i:1:p:142-154.

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  48. Global financial crisis, extreme interdependences, and contagion effects: The role of economic structure?. (2011). Nguyen, Duc Khuong ; BEN AISSA, Mohamed ; Aloui, Riadh.
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  49. Causality and contagion in peripheral EMU public debt markets: A dynamic approach. (2011). Sosvilla-Rivero, Simon ; Gómez-Puig, Marta ; Gomez-Puig, Marta.
    In: Working Papers.
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  50. Volatility in EMU sovereign bond yields: Permanent and transitory components. (2011). Sosvilla-Rivero, Simon ; Morales-Zumaquero, Amalia .
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    RePEc:aee:wpaper:1103.

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