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List of Document
Title	Author/Affiliation	Topic	Year of Publication
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
How much of bank credit risk is sovereign risk? Evidence from the eurozone	Junye Liy, Gabriele Zinna - ESSEC Business School, Bank of Italy	Cost and Risk	2014
A Matlab Simulator for Debt and Interest Payment Dynamics	Enrique M. Quilis - Macroeconomic Research Department. Independent Authority for Fiscal Responsibility	Cost and Risk	2016
Modeling interest payments for macroeconomic assessment	Celestino Girón, Marta Morano, Enrique M. Quilis, Daniel Santabárbara,Carlos Torregrosa - Spanish Independent Authority for Fiscal Responsibility	Cost and Risk	2016
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

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