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Contagion During the Greek Sovereign Debt Crisis
9 references·16 citing·51 second hop
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this work references cited by second hop

References

  • 2002No Contagion, Only Interdependence: Measuring Stock Market Comovements4,647 cited
  • 1997Event Studies in Economics and Finance4,623 cited
  • 2008Central Bank Communication and Monetary Policy: A Survey of Theory and Evidence1,391 cited
  • 2003A Primer on Financial Contagion696 cited
  • 2003The Unholy Trinity of Financial Contagion619 cited
  • 2011A Pyrrhic Victory? - Bank Bailouts and Sovereign Credit Risk488 cited
  • 2012Sovereign credit ratings and financial markets linkages: Application to European data375 cited
  • 2011A Pyrrhic Victory? Bank Bailouts and Sovereign Credit Risk357 cited
  • 1983Contagion Effects of Bank Failures: Evidence from Capital Markets325 cited

Cited by

  • 2016Why is gold a safe haven?272 cited
  • 2014Measuring bilateral spillover and testing contagion on sovereign bond markets in Europe187 cited
  • 2018Quantile Connectedness: Modelling Tail Behaviour in the Topology of Financial Networks141 cited
  • 2016Equity market contagion during global financial and Eurozone crises: Evidence from a dynamic correlation analysis117 cited
  • 2013Sovereign risk premia: The link between fiscal rules and stability culture106 cited
  • 2014

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The impact of the 2008 and 2010 financial crises on the Hurst exponents of international stock markets: Implications for efficiency and contagion
92 cited
  • 2014ECB Policy and Eurozone Fragility: Was De Grauwe Right?77 cited
  • 2014Tweets, Google trends, and sovereign spreads in the GIIPS74 cited
  • 2013Credit ratings and the pricing of sovereign debt during the euro crisis71 cited
  • 2013Contagion and Global Financial Crises: Lessons from Nine Crisis Episodes70 cited
  • 2021Stagpression: The Economic and Financial Impact of the COVID-19 Pandemic69 cited
  • 2013News spillovers from the Greek debt crisis: Impact on the Eurozone financial sector62 cited
  • 2020Event study methodology in business research: a bibliometric analysis59 cited
  • 2016Sovereign bond market reactions to no-bailout clauses and fiscal rules – The Swiss experience59 cited
  • 2015Measuring Bilateral Spillover and Testing Contagion on Sovereign Bond Markets in Europe58 cited
  • 2015Contagion effects during financial crisis: Evidence from the Greek sovereign bonds market57 cited