Publicaciones en colaboración con investigadores/as de Universitat de Barcelona (23)

2024

  1. Assessing heterogeneous time-varying impacts in the debt-growth nexus

    Applied Economics

2023

  1. Dynamic connectedness between credit and liquidity risks in euro area sovereign debt markets

    Journal of Multinational Financial Management, Vol. 68

2022

  1. On the heterogeneous link between public debt and economic growth

    Journal of International Financial Markets, Institutions and Money, Vol. 77

2021

  1. Quantifying sovereign risk in the euro area

    Economic Modelling, Vol. 95, pp. 76-96

2020

  1. Bank-sovereign risk spillovers in the Euro Area

    Applied Economics Letters, Vol. 27, Núm. 8, pp. 642-646

2019

  1. Has the ECB’s monetary policy prompted companies to invest, or pay dividends?

    Applied Economics, Vol. 51, Núm. 45, pp. 4920-4938

  2. New empirical evidence on the impact of public debt on economic growth in EMU countries

    Revista de economía mundial, Núm. 51, pp. 101-120

  3. Re-examining the debt-growth nexus: A grouped fixed-effect approach

    Documentos de Trabajo (ICAE)

  4. The sovereign-bank nexus in peripheral euro area: Further evidence from contingent claims analysis

    North American Journal of Economics and Finance, Vol. 49, pp. 1-26

2018

  1. Nonfinancial debt and economic growth in euro-area countries

    Journal of International Financial Markets, Institutions and Money, Vol. 56, pp. 17-37

  2. On the time-varying nature of the debt-growth nexus: evidence from the euro area

    Applied Economics Letters, Vol. 25, Núm. 9, pp. 597-600

  3. Public debt and economic growth: Further evidence for the euro area

    Acta Oeconomica, Vol. 68, Núm. 2, pp. 209-227

2017

  1. Heterogeneity in the debt-growth nexus: Evidence from EMU countries

    International Review of Economics and Finance, Vol. 51, pp. 470-486

2016

  1. Causes and hazards of the euro area sovereign debt crisis: Pure and fundamentals-based contagion

    Economic Modelling, Vol. 56, pp. 133-147

  2. Sovereign-bank linkages: Quantifying directional intensity of risk transfers in EMU countries

    Journal of International Money and Finance, Vol. 63, pp. 137-164

  3. Using connectedness analysis to assess financial stress transmission in EMU sovereign bond market volatility

    Journal of International Financial Markets, Institutions and Money, Vol. 43, pp. 126-145

2015

  1. Bank risk behavior and connectedness in EMU countries

    Journal of International Money and Finance, Vol. 57, pp. 161-184

  2. The causal relationship between debt and growth in EMU countries

    Journal of Policy Modeling, Vol. 37, Núm. 6, pp. 974-989

  3. The failure of the monetary model of exchange rate determination

    Applied Economics, Vol. 47, Núm. 43, pp. 4607-4629

  4. Volatility spillovers in EMU sovereign bond markets

    International Review of Economics and Finance, Vol. 39, pp. 337-352