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List of Document
Title	Author/Affiliation	Topic	Year of Publication
Systemic Risk and Sovereign Debt in the Euro Area	Deyan Radev - University of Mainz	Cost and Risk	2013
Spillover Dynamics for Systemic Risk Measurement Using Spatial Financial Time Series Models	Francisco Blasques, Siem Jan Koopman, Andre Lucas, Julia Schaumburg - VU University Amsterdam, VU University Amsterdam, VU University Amsterdam, VU University Amsterdam	Cost and Risk	2014
The Information Value of Sovereign Credit Rating Reports	Sumit Agarwal, Vincent Y. S. Chen, Geoffrey Sim, Weina Zhang - National University of Singapore, National University of Singapore, Credit Suisse, National University of Singapore	Cost and Risk	2014
Credit Risk Contagion Before and During the Euro Area Sovereign Debt Crisis: Evidence from Central Europe	Kristyna Ters; Jörg Urban - University of Basel; Bank for International Settlements (BIS)	Cost and Risk	2016
On bank credit risk: systemic or bank-specific? Evidence from the US and UK	Junye Li, Gabriele Zinna - ESSEC Business School, Bank of Italy	Cost and Risk	2014
What Makes Systemic Risk Systemic? Contagion and Spillovers in the International Sovereign Debt Market	Elena Kalotychou, Eli Remolona, Eliza Wu - City University London, Bank for International Settlements, University of Technology, Sydney	Cost and Risk	2014
Beyond Spreads: Measuring Sovereign Market Stress in the Euro Area	Carlos Garcia-de-Andoain; Manfred Kremer - European Central Bank (ECB)	Cost and Risk	2016
Credit Cycle Dependent Spread Determinants in Emerging Sovereign Debt Markets	Christoph Riedel, Kannan S. Thuraisamy, Niklas Wagner - University of Passau, Deakin University, University of Passau	Cost and Risk	2013
Banks, Government Bonds, and Default: What do the Data Say?	Nicola Gennaioli, Alberto Martin, Stefano Rossi - Bocconi University, CREI, Purdue University	Cost and Risk	2014
Making supervisory stress tests more macroprudential: Considering liquidity and solvency interactions and systemic risk	K. Anand, J. Cetina, I. van Lelyveld, others and - Bank of Canada, Office of Financial Research, Netherlands Bank	Cost and Risk	2015

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