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| Title | Author/Affiliation | Topic | Year of Publication |
|---|---|---|---|
| Intertwined Sovereign and Bank Solvencies in a Model of Self-Fulfilling Crisis | Gustavo Adler - IMF | Cost and Risk | 2012 |
| Market perception of sovereign credit risk in the euro area during the financial crisis | Gonzalo Camba-Méndez, Dobromił Serwa - European Central Bank, National Bank of Poland | Cost and Risk | 2014 |
| Credit and liquidity risks in euro area sovereign yield curves | Alain Monfort, Jean-Paul Renne - Banque de France, Banque de France | Cost and Risk | 2011 |
| Sudden stops, time inconsistency, and the duration of sovereign debt | Juan Carlos Hatchondo, Leonardo Martinez - Federal Reserve Bank of Richmond, International Monetary Fund | Cost and Risk | 2013 |
| How Did Markets React to Stress Tests? | Bertrand Candelon, Amadou N.R. Sy - IPAG Business School, International Monetary Fund | Cost and Risk | 2015 |
| Market Signals and the Cost of Credit Risk Protection: An Analysis of CDS Settlement Auctions | Luisa Zanforlin, Nobuyuki Kanazawa - International Monetary Fund, Cornell University | Cost and Risk | 2014 |
| A Risk Management Approach to Emerging Market’s Sovereign Debt Sustainability with an Application to Brazilian Data | Márcio Garcia, Roberto Rigobon - Department of Economics, Pontifical Catholic University, Rua Marques de Sao Vicente, 225, Gavea - Rio de Janeiro - RJ, 22451-041 Brasil, mgarcia@econ.puc.rio.br, Sloan School of Management, MIT, E52-431, 50 Memorial Drive, Cambridge, MA 02142-1347 and NBER, rigobon@mit.edu | Cost and Risk | 2004 |
| Conditional Euro Area Sovereign Default Risk | Andre Lucas, Bernd Schwaab, Xin Zhang - VU University Amsterdam, European Central Bank, Sveriges Riksbank | Cost and Risk | 2013 |
| Systemic Risk Spillovers in the European Banking and Sovereign Network | Frank Betz, Nikolaus Hautsch, Tuomas A. Peltonen, Melanie Schienle - European Union, University of Vienna, European Central Bank (ECB), Leibniz University Hannover | Cost and Risk | 2014 |
| Why Do Investors Buy Sovereign Default Insurance? | Patrick Augustin; Valeri Sokolovski; Marti G. Subrahmanyam - McGill University; Stockholm School of Economics; New York University | Cost and Risk | 2016 |
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