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Applied Economics Volume 41, 2009 - Issue 7: Special Theme: The applied economics of fiscal policy
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Original Articles

The immediate effect of monetary union on EU-15 sovereign debt yield spreads

Marta Gómez-Puig Economic Theory Department, University of Barcelona, Barcelona, SpainCorrespondence[email protected]
Pages 929-939 | Published online: 11 Apr 2011

Citations (19)

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Read on this site (3)

Theophano Patra, Sunil S. Poshakwale & Vassilis Thomas. (2014) Sovereign credit risk dynamics in the European Monetary Union (EMU). Applied Financial Economics 24:15, pages 1031-1041.
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Alexander Ludwig. (2014) Credit risk-free sovereign bonds under Solvency II: a cointegration analysis with consistently estimated structural breaks. Applied Financial Economics 24:12, pages 811-823.
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Simón Sosvilla-Rivero & Amalia Morales-Zumaquero. (2012) Volatility in EMU sovereign bond yields: permanent and transitory components. Applied Financial Economics 22:17, pages 1453-1464.
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Articles from other publishers (16)

Omid M. Ardakani, N. Kundan Kishor & Suyong Song. (2024) Does membership of the EMU matter for economic and financial outcomes?. Contemporary Economic Policy.
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Sabri Boubaker, Duc Khuong Nguyen, Vanja Piljak & Andreas Savvides. (2019) Financial development, government bond returns, and stability: International evidence. Journal of International Financial Markets, Institutions and Money 61, pages 81-96.
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Jordi Paniagua, Juan Sapena & Cecilio Tamarit. (2017) Sovereign debt spreads in EMU: The time-varying role of fundamentals and market distrust. Journal of Financial Stability 33, pages 187-206.
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Pilar Abad & Helena Chuliá. 2014. Risk Management Post Financial Crisis: A Period of Monetary Easing. Risk Management Post Financial Crisis: A Period of Monetary Easing 41 56 .
Pilar Abad, Helena Chuliá & Marta Gómez‐Puig. (2014) Time‐varying Integration in European Government Bond Markets. European Financial Management 20:2, pages 270-290.
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Marta Gómez-Puig & Simón Sosvilla-Rivero. (2013) Granger-causality in peripheral EMU public debt markets: A dynamic approach. Journal of Banking & Finance 37:11, pages 4627-4649.
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Luís Oliveira, José Dias Curto & João Pedro Nunes. (2012) The determinants of sovereign credit spread changes in the Euro-zone. Journal of International Financial Markets, Institutions and Money 22:2, pages 278-304.
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Juncal Cuñado & Marta Gómez-Puig. (2011) La diversificación del riesgo en los mercados de deuda pública de la zona euro. Cuadernos de Economía 34:94, pages 1-8.
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Pilar Abad, Helena Chuliá & Marta Gómez-Puig. (2010) EMU and European government bond market integration. Journal of Banking & Finance 34:12, pages 2851-2860.
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Marta Gómez‐Puig. (2009) Systemic and Idiosyncratic Risk in EU‐15 Sovereign Yield Spreads after Seven Years of Monetary Union. European Financial Management 15:5, pages 971-1000.
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Omid M. Ardakani, N. Kundan Kishor & Suyong Song. (2019) Examining the Effects of the European Monetary Union Using Propensity Score Matching. SSRN Electronic Journal.
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Hai Lin & Zhuyao Zhuo. (2017) Does the Brexit Referendum Affect the Integration between the UK and other European Countries? Evidence from the Sovereign Bond Market. SSRN Electronic Journal.
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Oscar Bernal, Jean-Yves Gnabo & Grrgory Guilmin. (2015) Economic Policy Uncertainty and Risk Spillovers in the Eurozone. SSRN Electronic Journal.
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Sha Liu. (2014) The Impact of Textual Sentiment on Sovereign Bond Yield Spreads: Evidence from the Eurozone Crisis. SSRN Electronic Journal.
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Marta Gómez-Puig & Simón Javier Sosvilla Rivero. (2011) Causality and Contagion in Peripheral EMU Public Debt Markets: A Dynamic Approach. SSRN Electronic Journal.
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Simón Javier Sosvilla Rivero & Amalia Morales-Zumaquero. (2011) Volatility in EMU Sovereign Bond Yields: Permanent and Transitory Components. SSRN Electronic Journal.
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