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An Update on EMU Sovereign Yield Spread Drivers in Times of Crisis: A Panel Data Analysis
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An Update on EMU Sovereign Yield Spread Drivers in Times of Crisis: A Panel Data Analysis (2014)An Update on EMU Sovereign Yield Spread D…Econometric Analysis of Panel Data (2021)Econometric Analysis of Panel…Banking and Sovereign Risk in the Euro Area (2016)Banking and Sovereign Risk in…Measuring Economic Policy Uncertainty (2015)Measuring Economic Policy Unc…The pricing of sovereign risk and contagion during the European sovereign debt crisis (2012)The pricing of sovereign risk…Sovereign bond yield spreads: A time-varying coefficient approach (2011)Sovereign bond yield spreads:…Cross-Border Banking in Europe: Implications for Financial Stability and Macroeconomic Policies (2011)Cross-Border Banking in Europ…Government bond risk premiums in the EU revisited: The impact of the financial crisis (2010)Government bond risk premiums…Pricing the commonality across alternative measures of liquidity (2007)Pricing the commonality acros…Panel data analysis—advantages and challenges (2007)Panel data analysis—advantage…The European Bond Markets under EMU (2004)The European Bond Markets und…Measuring Systematic Risk in EMU Government Yield Spreads (2004)Measuring Systematic Risk in …Measuring European Financial Integration (2004)Measuring European Financial …Yield spreads on EMU government bonds (2003)Yield spreads on EMU governme…Herd Behaviour, Bubbles and Crashes (1995)Herd Behaviour, Bubbles and C…Do Credit Markets Discipline Sovereign Borrowers? 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References

  • 2021Econometric Analysis of Panel Data15,089 cited
  • 1993Tests for Parameter Instability and Structural Change With Unknown Change Point4,325 cited
  • 2007Panel data analysis—advantages and challenges1,139 cited
  • 1995Herd Behaviour, Bubbles and Crashes1,054 cited
  • 2007Pricing the commonality across alternative measures of liquidity585 cited
  • 2003Yield spreads on EMU government bonds580 cited
  • 2012The pricing of sovereign risk and contagion during the European sovereign debt crisis567 cited
  • 2015Measuring Economic Policy Uncertainty502 cited
  • 1995Do Credit Markets Discipline Sovereign Borrowers? Evidence from U.S. States333 cited
  • 2010Government bond risk premiums in the EU revisited: The impact of the financial crisis267 cited
  • 2011Sovereign bond yield spreads: A time-varying coefficient approach252 cited
  • 2004Measuring European Financial Integration242 cited
  • 2004The European Bond Markets under EMU219 cited
  • 2004Measuring Systematic Risk in EMU Government Yield Spreads216 cited
  • 2016Banking and Sovereign Risk in the Euro Area213 cited
  • 2011

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Cross-Border Banking in Europe: Implications for Financial Stability and Macroeconomic Policies
202 cited

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  • 2015Less is more: Increasing retirement gains by using an upside terminal wealth constraint16 cited