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From Bear Stearns to Anglo Irish: How Eurozone Sovereign Spreads Related to Financial Sector Vulnerability

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2019Detecting Financial Collapse and Ballooning Sovereign Risk62 cited
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2015Contagion effects during financial crisis: Evidence from the Greek sovereign bonds market57 cited
2014An update on EMU sovereign yield spread drivers in times of crisis: A panel data analysis57 cited
2012Boom-Bust Cycles, Imbalances and Discipline in Europe55 cited

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2012Hazardous tango: sovereign-bank interdependence and fi nancial stability in the euro area54 cited

2013Granger-causality in peripheral EMU public debt markets: A dynamic approach50 cited

2018Quantitative easing and sovereign yield spreads: Euro-area time-varying evidence46 cited

2014Time‐varying Integration in European Government Bond Markets41 cited

2016Factor decomposition of the Eurozone sovereign CDS spreads41 cited

2023Central bank policies and financial markets: Lessons from the euro crisis32 cited

2015Short-term determinants of the idiosyncratic sovereign risk premium: A regime-dependent analysis for European credit default swaps26 cited

2012ARE BANKS AFFECTED BY THEIR HOLDINGS OF GOVERNMENT26 cited