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'Pure' or 'Wake-Up-Call' Contagion? Another Look at the EMU Sovereign Debt Crisis
16 references·3 citing·44 second hop
'Pure' or 'Wake-Up-Call' Contagion? Another Look at the EMU Sovereign Debt Crisis (2012)'Pure' or 'Wake-Up-Call' Contagion? Anoth…Econometric Analysis of Panel Data (2021)Econometric Analysis of Panel…A Pyrrhic Victory? - Bank Bailouts and Sovereign Credit Risk (2011)A Pyrrhic Victory? - Bank Bai…Flight-to-Quality or Flight-to-Liquidity? Evidence from the Euro-Area Bond Market (2008)Flight-to-Quality or Flight-t…News spillovers in the sovereign debt market (2005)News spillovers in the sovere…Empirical modelling of contagion: a review of methodologies (2005)Empirical modelling of contag…Yield spreads on EMU government bonds (2003)Yield spreads on EMU governme…A Primer on Financial Contagion (2003)A Primer on Financial Contagi…A Rational Expectations Model of Financial Contagion (2002)A Rational Expectations Model…Contagion as a Wealth Effect (2001)Contagion as a Wealth EffectRational contagion and the globalization of securities markets (2000)Rational contagion and the gl…Assessing Financial Vulnerability: An Early Warning System for Emerging Markets (2000)Assessing Financial Vulnerabi…Panel Data Unit Roots and Cointegration: An Overview (1999)Panel Data Unit Roots and Coi…Estimating dynamic panel data models: a guide for macroeconomists (1999)Estimating dynamic panel data…Contagious Currency Crises: First Tests (1996)Contagious Currency Crises: F…On bias, inconsistency, and efficiency of various estimators in dynamic panel data models (1995)On bias, inconsistency, and e…Biases in Dynamic Models with Fixed Effects (1981)Biases in Dynamic Models with…Debt and financial market contagion (2021)Debt and financial market con…Measuring Financial Fragmentation in the Euro Area Corporate Bond Market (2018)Measuring Financial Fragmenta…Price Discovery in the Italian Sovereign Bonds Market: The Role of Order Flow (2013)Price Discovery in the Italia…Econometric Models for Count Data with an Application to the Patents-R&D Relationship (1984)Some Tests of Specification for Panel Data: Monte Carlo Evidence and an Application to Employment Equations (1991)Pooled Mean Group Estimation of Dynamic Heterogeneous Panels (1999)Econometric Analysis of Cross Section and Panel Data (2001)Introductory Econometrics for Finance (2008)Bank Runs, Deposit Insurance, and Liquidity (1983)Rules, discretion and reputation in a model of monetary policy (1983)Contagion and Trade: Why Are Currency Crises Regional? (1998)The Twin Crises: The Causes of Banking and Balance-of-Payments Problems (1999)Herd Behaviour and Cascading in Capital Markets: a Review and Synthesis (2003)Exchange Arrangements Entering the Twenty-First Century: Which Anchor will Hold?* (2019)A Model of Balance-of-Payments Crises (1979)Foundations of International Macroeconomics (1997)No Contagion, Only Interdependence: Measuring Stock Market Comovements (2002)Social Interactions in High School: Lessons from an Earthquake (2007)Global financial crisis and emerging stock market contagion: A multivariate FIAPARCH–DCC approach (2013)Initial conditions and moment restrictions in dynamic panel data models (1995)Initial conditions and moment restrictions in dynamic panel data models (1998)Bank-specific, industry-specific and macroeconomic determinants of bank profitability (2006)Growth Dynamics: The Myth of Economic Recovery (2008)US Food Aid and Civil Conflict (2014)Optimum consumption and portfolio rules in a continuous-time model (1971)A Simple Model of Capital Market Equilibrium with Incomplete Information (1987)The Limits of Arbitrage (1995)A New Approach to Measuring Financial Contagion (2003)Style investing (2003)Dynamic correlation analysis of financial contagion: Evidence from Asian markets (2007)Analysis of Panel Data (2003)Panel Data Econometrics (2003)Panel Data Models With Interactive Fixed Effects (2009)On the Impossibility of Informationally Efficient Markets (1980)On the Impossibility of Informationally Efficient Markets (1980)The separation of ownership and control in East Asian Corporations (2000)Competition and Financial Stability (2004)Contagion in financial networks (2010)The General Theory of Employment (1937)A Simple Model of Herd Behavior (1992)Asset pricing and the bid-ask spread (1986)Parsimonious Modeling of Yield Curves (1987)Liquidity Risk and Expected Stock Returns (2003)Liquidity Risk and Expected Corporate Bond Returns (2010)Rollover Risk and Credit Risk (2012)The EMU sovereign-debt crisis: Fundamentals, expectations and contagion (2012)How to do Xtabond2: An Introduction to Difference and System GMM in Stata (2009)
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  • 2005

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News spillovers in the sovereign debt market
378 cited

Cited by

  • 2018Measuring Financial Fragmentation in the Euro Area Corporate Bond Market45 cited
  • 2021Debt and financial market contagion32 cited
  • 2013Price Discovery in the Italian Sovereign Bonds Market: The Role of Order Flow30 cited