Contagion in the Euro area sovereign CDS market: a spatial approach

The impact and the contagion effect of natural disasters on sovereign credit risk. An empirical investigation

(2023) Caterina Di Tommaso et al.   International Review of Financial Analysis

A Wake-Up Call Theory of Contagion

(2022) Toni Ahnert et al.   Review of Finance

Static and dynamic liquidity spillovers in the Eurozone: The role of financial contagion and the Covid-19 pandemic

(2022) Stefano Grillini et al.   International Review of Financial Analysis

A revisit to sovereign risk contagion in eurozone with mutual exciting regime-switching model

(2022) Shuyi Ge   JOURNAL OF ECONOMIC DYNAMICS & CONTROL

Spatial contagion between financial markets: new evidence of asymmetric measures

(2021) Wafa Miled et al.   ANNALS OF OPERATIONS RESEARCH

Breakup and default risks in the great lockdown

(2021) Giovanni Bonaccolto et al.   JOURNAL OF BANKING & FINANCE

Transmission of the Greek crisis on the sovereign debt markets in the euro area

(2021) Oussama Kchaou et al.   ANNALS OF OPERATIONS RESEARCH

Financial contagion and the wealth effect: An experimental study

(2020) Anna Bayona et al.   JOURNAL OF ECONOMIC BEHAVIOR & ORGANIZATION

Spillover dynamics for systemic risk measurement using spatial financial time series models

(2016) Francisco Blasques et al.   JOURNAL OF ECONOMETRICS