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Details about Marta Gómez-Puig

E-mail:
Phone:34-934.020.113
Postal address:Economic Theory Department. Risk in Finance and Insurance Research Group (RFA-IREA) University of Barcelona. Diagonal, 696. 08034 Barcelona. Spain
Workplace:Departament de Teoria Económica (Economic Theory Department), School of Economics, Universitat de Barcelona (University of Barcelona), (more information at EDIRC)

Access statistics for papers by Marta Gómez-Puig.

Last updated 2024-02-06. Update your information in the RePEc Author Service.

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Working Papers

2022

  1. Dynamic connectedness between credit and liquidity risks in EMU sovereign debt markets
    IREA Working Papers, University of Barcelona, Research Institute of Applied Economics Downloads

2019

  1. Has the ECB’s Monetary Policy Prompted Companies to Invest or Pay Dividends?
    IREA Working Papers, University of Barcelona, Research Institute of Applied Economics Downloads
    See also Journal Article Has the ECB’s monetary policy prompted companies to invest, or pay dividends?, Applied Economics, Taylor & Francis Journals (2019) Downloads View citations (1) (2019)
  2. Increasing contingent guarantees: The asymmetrical effect on sovereign risk of different government interventions
    IREA Working Papers, University of Barcelona, Research Institute of Applied Economics Downloads
  3. Re-examining the debt-growth nexus: A grouped fixed-effect approach
    University of Göttingen Working Papers in Economics, University of Goettingen, Department of Economics Downloads View citations (1)
    Also in IREA Working Papers, University of Barcelona, Research Institute of Applied Economics (2019) Downloads
    Documentos de Trabajo del ICAE, Universidad Complutense de Madrid, Facultad de Ciencias Económicas y Empresariales, Instituto Complutense de Análisis Económico (2019) Downloads

2018

  1. Incorporating creditors' seniority into contingent claim models:Application to peripheral euro area countries
    IREA Working Papers, University of Barcelona, Research Institute of Applied Economics Downloads View citations (3)
  2. The robustness of the sovereign-bank interconnection: Evidence from contingent claims analysis
    IREA Working Papers, University of Barcelona, Research Institute of Applied Economics Downloads View citations (2)

2017

  1. Heterogeneity in the debt-growth nexus: Evidence from EMU countries
    IREA Working Papers, University of Barcelona, Research Institute of Applied Economics Downloads View citations (17)
    See also Journal Article Heterogeneity in the debt-growth nexus: Evidence from EMU countries, International Review of Economics & Finance, Elsevier (2017) Downloads View citations (15) (2017)
  2. Nonfinancial debt and economic growth in euro-area countries
    IREA Working Papers, University of Barcelona, Research Institute of Applied Economics Downloads
    Also in Working Papers del Instituto Complutense de Estudios Internacionales, Universidad Complutense de Madrid, Instituto Complutense de Estudios Internacionales (2017) Downloads

    See also Journal Article Nonfinancial debt and economic growth in euro-area countries, Journal of International Financial Markets, Institutions and Money, Elsevier (2018) Downloads View citations (6) (2018)
  3. Public debt and economic growth: Further evidence euro area
    IREA Working Papers, University of Barcelona, Research Institute of Applied Economics Downloads View citations (3)
  4. Public debt and economic growth: Further evidence for the euro area
    Working Papers del Instituto Complutense de Estudios Internacionales, Universidad Complutense de Madrid, Instituto Complutense de Estudios Internacionales Downloads
    See also Journal Article Public Debt and Economic Growth: Further Evidence for the Euro Area, Acta Oeconomica, Akadémiai Kiadó, Hungary (2018) Downloads View citations (21) (2018)

2016

  1. Debt-growth linkages in EMU across countries and time horizons
    Working Papers del Instituto Complutense de Estudios Internacionales, Universidad Complutense de Madrid, Instituto Complutense de Estudios Internacionales Downloads
    Also in IREA Working Papers, University of Barcelona, Research Institute of Applied Economics (2016) Downloads
  2. Retaking a course in Economics: Innovative methodologies to simulate academic performance in large groups
    IREA Working Papers, University of Barcelona, Research Institute of Applied Economics Downloads

2015

  1. Bank risk behavior and connectedness in EMU countries
    IREA Working Papers, University of Barcelona, Research Institute of Applied Economics Downloads View citations (14)
    See also Journal Article Bank risk behavior and connectedness in EMU countries, Journal of International Money and Finance, Elsevier (2015) Downloads View citations (13) (2015)
  2. Financial stress transmission in EMU sovereign bond market volatility: A connectedness analysis
    Working Papers del Instituto Complutense de Estudios Internacionales, Universidad Complutense de Madrid, Instituto Complutense de Estudios Internacionales Downloads
    Also in IREA Working Papers, University of Barcelona, Research Institute of Applied Economics (2015) Downloads View citations (2)
    IREA Working Papers, University of Barcelona, Research Institute of Applied Economics (2015) Downloads View citations (2)
    Working Papers, Asociación Española de Economía y Finanzas Internacionales (2015) Downloads View citations (2)
  3. On the bi-directional causal relationship between public debt and economic growth in EMU countries
    Working Papers, Asociación Española de Economía y Finanzas Internacionales Downloads View citations (37)
    Also in IREA Working Papers, University of Barcelona, Research Institute of Applied Economics (2015) Downloads View citations (17)
  4. Short-run and long-run effects of public debt on economic performance: Evidence from EMU countries
    IREA Working Papers, University of Barcelona, Research Institute of Applied Economics Downloads
  5. Sovereigns and banks in the euro area: A tale of two crises
    Working Papers, Asociación Española de Economía y Finanzas Internacionales Downloads View citations (7)
    Also in IREA Working Papers, University of Barcelona, Research Institute of Applied Economics (2015) Downloads View citations (3)
  6. The failure of the monetary model of exchange rate determination
    Working Papers, Asociación Española de Economía y Finanzas Internacionales Downloads
    See also Journal Article The failure of the monetary model of exchange rate determination, Applied Economics, Taylor & Francis Journals (2015) Downloads View citations (3) (2015)
  7. Volatility spillovers in EMU sovereign bond markets
    Working Papers, Asociación Española de Economía y Finanzas Internacionales Downloads View citations (31)
    Also in Working Papers del Instituto Complutense de Estudios Internacionales, Universidad Complutense de Madrid, Instituto Complutense de Estudios Internacionales (2015) Downloads

    See also Journal Article Volatility spillovers in EMU sovereign bond markets, International Review of Economics & Finance, Elsevier (2015) Downloads View citations (31) (2015)

2014

  1. An Update on EMU Sovereign Yield Spread Drivers in Times of Crisis: A Panel Data Analysis
    IREA Working Papers, University of Barcelona, Research Institute of Applied Economics Downloads View citations (39)
    Also in Working Papers, Asociación Española de Economía y Finanzas Internacionales (2014) Downloads View citations (42)
    Working Papers, Universitat de Barcelona, UB Riskcenter (2014) Downloads View citations (37)

    See also Journal Article An update on EMU sovereign yield spread drivers in times of crisis: A panel data analysis, The North American Journal of Economics and Finance, Elsevier (2014) Downloads View citations (45) (2014)
  2. Causality and Contagion in EMU Sovereign Debt Markets
    Working Papers, Asociación Española de Economía y Finanzas Internacionales Downloads View citations (58)
    Also in IREA Working Papers, University of Barcelona, Research Institute of Applied Economics (2014) Downloads View citations (51)
    Working Papers, Universitat de Barcelona, UB Riskcenter (2014) Downloads View citations (58)

    See also Journal Article Causality and contagion in EMU sovereign debt markets, International Review of Economics & Finance, Elsevier (2014) Downloads View citations (56) (2014)
  3. Dollarization and the Relationship Between EMBI and Fundamentals Latin American Countries
    IREA Working Papers, University of Barcelona, Research Institute of Applied Economics Downloads
    Also in Working Papers, Asociación Española de Economía y Finanzas Internacionales (2014) Downloads
    Working Papers, Universitat de Barcelona, UB Riskcenter (2014) Downloads View citations (2)

    See also Journal Article Dollarization and the relationship between EMBI and fundamentals in Latin American Countries, Cuadernos de Economía - Spanish Journal of Economics and Finance, Asociación Cuadernos de Economía (2017) Downloads View citations (2) (2017)
  4. EMU sovereign debt market crisis: Fundamentals-based or pure contagion?
    IREA Working Papers, University of Barcelona, Research Institute of Applied Economics Downloads View citations (3)
    Also in Working Papers, Asociación Española de Economía y Finanzas Internacionales (2014) Downloads View citations (5)
  5. Forward Looking Banking Stress in EMU Countries
    IREA Working Papers, University of Barcelona, Research Institute of Applied Economics Downloads
    Also in Working Papers, Asociación Española de Economía y Finanzas Internacionales (2014) Downloads View citations (2)

2013

  1. Fiscal dynamics in a dollarized, oil-exporting country: Ecuador
    Working Papers, Asociación Española de Economía y Finanzas Internacionales Downloads
  2. Fiscal sustainability and fiscal shocks in a dollarized and oil-exporting country: Ecuador
    IREA Working Papers, University of Barcelona, Research Institute of Applied Economics Downloads

2012

  1. Pass-through in dollarized countries: should Ecuador abandon the U.S. Dollar?
    IREA Working Papers, University of Barcelona, Research Institute of Applied Economics Downloads
    See also Journal Article Pass-through in dollarized countries: should Ecuador abandon the US dollar?, Applied Economics, Taylor & Francis Journals (2013) Downloads (2013)

2011

  1. Causality and contagion in peripheral EMU public debt markets: A dynamic approach
    Working Papers, Asociación Española de Economía y Finanzas Internacionales Downloads View citations (38)
    Also in Working Papers del Instituto Complutense de Estudios Internacionales, Universidad Complutense de Madrid, Instituto Complutense de Estudios Internacionales (2011) Downloads
    IREA Working Papers, University of Barcelona, Research Institute of Applied Economics (2011) Downloads View citations (36)

2009

  1. EMU and European government bond market integration
    Working Paper Series, European Central Bank Downloads View citations (20)
    See also Journal Article EMU and European government bond market integration, Journal of Banking & Finance, Elsevier (2010) Downloads View citations (59) (2010)

2007

  1. EU-15 SOVEREIGN GOVERNMENTS COST OF BORROWING AFTER SEVEN YEARS OF MONETARY UNION
    IREA Working Papers, University of Barcelona, Research Institute of Applied Economics Downloads
    Also in Working Papers, Asociación Española de Economía y Finanzas Internacionales (2007) Downloads

2006

  1. The Impact of Monetary Union on EU-15 Sovereign Debt Yield Spreads
    Working Papers in Economics, Universitat de Barcelona. Espai de Recerca en Economia Downloads View citations (6)
    Also in Working Papers, Asociación Española de Economía y Finanzas Internacionales (2005) Downloads
    Working Papers on International Economics and Finance, FEDEA Downloads

2005

  1. MONETARY INTEGRATION AND THE COST OF BORROWING
    Working Papers, Asociación Española de Economía y Finanzas Internacionales Downloads View citations (5)
    Also in Working Papers on International Economics and Finance, FEDEA Downloads View citations (26)
    Working Papers in Economics, Universitat de Barcelona. Espai de Recerca en Economia (2005) Downloads View citations (7)

    See also Journal Article Monetary integration and the cost of borrowing, Journal of International Money and Finance, Elsevier (2008) Downloads View citations (23) (2008)

1995

  1. Bands width, credibility and exchange risk: Lessons from the EMS experience
    Economics Working Papers, Department of Economics and Business, Universitat Pompeu Fabra Downloads

Journal Articles

2023

  1. Dynamic connectedness between credit and liquidity risks in euro area sovereign debt markets
    Journal of Multinational Financial Management, 2023, 68, (C) Downloads

2022

  1. On the heterogeneous link between public debt and economic growth
    Journal of International Financial Markets, Institutions and Money, 2022, 77, (C) Downloads View citations (6)

2021

  1. Quantifying sovereign risk in the euro area
    Economic Modelling, 2021, 95, (C), 76-96 Downloads View citations (3)

2020

  1. Bank-sovereign risk spillovers in the Euro Area
    Applied Economics Letters, 2020, 27, (8), 642-646 Downloads View citations (3)

2019

  1. Has the ECB’s monetary policy prompted companies to invest, or pay dividends?
    Applied Economics, 2019, 51, (45), 4920-4938 Downloads View citations (1)
    See also Working Paper Has the ECB’s Monetary Policy Prompted Companies to Invest or Pay Dividends?, IREA Working Papers (2019) Downloads (2019)
  2. The sovereign-bank nexus in peripheral euro area: Further evidence from contingent claims analysis
    The North American Journal of Economics and Finance, 2019, 49, (C), 1-26 Downloads View citations (4)

2018

  1. Nonfinancial debt and economic growth in euro-area countries
    Journal of International Financial Markets, Institutions and Money, 2018, 56, (C), 17-37 Downloads View citations (6)
    See also Working Paper Nonfinancial debt and economic growth in euro-area countries, IREA Working Papers (2017) Downloads (2017)
  2. On the time-varying nature of the debt-growth nexus: evidence from the euro area
    Applied Economics Letters, 2018, 25, (9), 597-600 Downloads View citations (1)
  3. Public Debt and Economic Growth: Further Evidence for the Euro Area
    Acta Oeconomica, 2018, 68, (2), 209-229 Downloads View citations (21)
    See also Working Paper Public debt and economic growth: Further evidence for the euro area, Working Papers del Instituto Complutense de Estudios Internacionales (2017) Downloads (2017)

2017

  1. Dollarization and the relationship between EMBI and fundamentals in Latin American Countries
    Cuadernos de Economía - Spanish Journal of Economics and Finance, 2017, 40, (112), 14-30 Downloads View citations (2)
    See also Working Paper Dollarization and the Relationship Between EMBI and Fundamentals Latin American Countries, IREA Working Papers (2014) Downloads (2014)
  2. Heterogeneity in the debt-growth nexus: Evidence from EMU countries
    International Review of Economics & Finance, 2017, 51, (C), 470-486 Downloads View citations (15)
    See also Working Paper Heterogeneity in the debt-growth nexus: Evidence from EMU countries, IREA Working Papers (2017) Downloads View citations (17) (2017)

2016

  1. Causes and hazards of the euro area sovereign debt crisis: Pure and fundamentals-based contagion
    Economic Modelling, 2016, 56, (C), 133-147 Downloads View citations (31)
  2. Fiscal sustainability and dollarization: the case of Ecuador
    Applied Economics, 2016, 48, (23), 2139-2155 Downloads View citations (1)
  3. Sovereign-bank linkages: Quantifying directional intensity of risk transfers in EMU countries
    Journal of International Money and Finance, 2016, 63, (C), 137-164 Downloads View citations (22)
  4. Using connectedness analysis to assess financial stress transmission in EMU sovereign bond market volatility
    Journal of International Financial Markets, Institutions and Money, 2016, 43, (C), 126-145 Downloads View citations (55)

2015

  1. Bank risk behavior and connectedness in EMU countries
    Journal of International Money and Finance, 2015, 57, (C), 161-184 Downloads View citations (13)
    See also Working Paper Bank risk behavior and connectedness in EMU countries, IREA Working Papers (2015) Downloads View citations (14) (2015)
  2. The causal relationship between debt and growth in EMU countries
    Journal of Policy Modeling, 2015, 37, (6), 974-989 Downloads View citations (37)
  3. The failure of the monetary model of exchange rate determination
    Applied Economics, 2015, 47, (43), 4607-4629 Downloads View citations (3)
    See also Working Paper The failure of the monetary model of exchange rate determination, Working Papers (2015) Downloads (2015)
  4. Volatility spillovers in EMU sovereign bond markets
    International Review of Economics & Finance, 2015, 39, (C), 337-352 Downloads View citations (31)
    See also Working Paper Volatility spillovers in EMU sovereign bond markets, Working Papers (2015) Downloads View citations (31) (2015)

2014

  1. An update on EMU sovereign yield spread drivers in times of crisis: A panel data analysis
    The North American Journal of Economics and Finance, 2014, 30, (C), 133-153 Downloads View citations (45)
    See also Working Paper An Update on EMU Sovereign Yield Spread Drivers in Times of Crisis: A Panel Data Analysis, IREA Working Papers (2014) Downloads View citations (39) (2014)
  2. Causality and contagion in EMU sovereign debt markets
    International Review of Economics & Finance, 2014, 33, (C), 12-27 Downloads View citations (56)
    See also Working Paper Causality and Contagion in EMU Sovereign Debt Markets, Working Papers (2014) Downloads View citations (58) (2014)

2013

  1. Crisis de la deuda soberana y apalancamiento en la zona euro: un intento de cuantificación
    Cuadernos de Economía - Spanish Journal of Economics and Finance, 2013, 36, (101), 67-83 Downloads View citations (5)
  2. Granger-causality in peripheral EMU public debt markets: A dynamic approach
    Journal of Banking & Finance, 2013, 37, (11), 4627-4649 Downloads View citations (41)
  3. Pass-through in dollarized countries: should Ecuador abandon the US dollar?
    Applied Economics, 2013, 45, (31), 4395-4411 Downloads
    See also Working Paper Pass-through in dollarized countries: should Ecuador abandon the U.S. Dollar?, IREA Working Papers (2012) Downloads (2012)

2011

  1. La diversificación del riesgo en los mercados de deuda pública de la zona euro
    Cuadernos de Economía - Spanish Journal of Economics and Finance, 2011, 34, (94), 1-8 Downloads

2010

  1. EMU and European government bond market integration
    Journal of Banking & Finance, 2010, 34, (12), 2851-2860 Downloads View citations (59)
    See also Working Paper EMU and European government bond market integration, Working Paper Series (2009) Downloads View citations (20) (2009)

2009

  1. The immediate effect of monetary union on EU-15 sovereign debt yield spreads
    Applied Economics, 2009, 41, (7), 929-939 Downloads View citations (6)

2008

  1. Monetary integration and the cost of borrowing
    Journal of International Money and Finance, 2008, 27, (3), 455-479 Downloads View citations (23)
    See also Working Paper MONETARY INTEGRATION AND THE COST OF BORROWING, Working Papers (2005) Downloads View citations (5) (2005)

2007

  1. Efectos de la Unión Cambiaria sobre los diferenciales de rentabilidad de la Unión Europea-15
    Cuadernos de Economía - Spanish Journal of Economics and Finance, 2007, 30, (82), 101-114 Downloads

2006

  1. Size matters for liquidity: Evidence from EMU sovereign yield spreads
    Economics Letters, 2006, 90, (2), 156-162 Downloads View citations (87)

1997

  1. A new indicator to assess the credibility of the EMS
    European Economic Review, 1997, 41, (8), 1511-1535 Downloads View citations (28)
 
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