Details about Marta Gómez-Puig
Access statistics for papers by Marta Gómez-Puig.
Last updated 2025-03-18. Update your information in the RePEc Author Service.
Short-id: pgm5
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Working Papers
2024
- Quantifying sovereign risk in the euro area
IREA Working Papers, University of Barcelona, Research Institute of Applied Economics 
See also Journal Article Quantifying sovereign risk in the euro area, Economic Modelling, Elsevier (2021) View citations (3) (2021)
- The diabolic loop between sovereign and banking risk in the euro area
IREA Working Papers, University of Barcelona, Research Institute of Applied Economics
2022
- Dynamic connectedness between credit and liquidity risks in EMU sovereign debt markets
IREA Working Papers, University of Barcelona, Research Institute of Applied Economics
2019
- Has the ECB’s Monetary Policy Prompted Companies to Invest or Pay Dividends?
IREA Working Papers, University of Barcelona, Research Institute of Applied Economics View citations (1)
See also Journal Article Has the ECB’s monetary policy prompted companies to invest, or pay dividends?, Applied Economics, Taylor & Francis Journals (2019) View citations (2) (2019)
- Increasing contingent guarantees: The asymmetrical effect on sovereign risk of different government interventions
IREA Working Papers, University of Barcelona, Research Institute of Applied Economics
- Re-examining the debt-growth nexus: A grouped fixed-effect approach
Documentos de Trabajo del ICAE, Universidad Complutense de Madrid, Facultad de Ciencias Económicas y Empresariales, Instituto Complutense de Análisis Económico 
Also in University of Göttingen Working Papers in Economics, University of Goettingen, Department of Economics (2019) View citations (1) IREA Working Papers, University of Barcelona, Research Institute of Applied Economics (2019)
2018
- Incorporating creditors' seniority into contingent claim models:Application to peripheral euro area countries
IREA Working Papers, University of Barcelona, Research Institute of Applied Economics View citations (3)
- The robustness of the sovereign-bank interconnection: Evidence from contingent claims analysis
IREA Working Papers, University of Barcelona, Research Institute of Applied Economics View citations (2)
2017
- Heterogeneity in the debt-growth nexus: Evidence from EMU countries
IREA Working Papers, University of Barcelona, Research Institute of Applied Economics View citations (18)
See also Journal Article Heterogeneity in the debt-growth nexus: Evidence from EMU countries, International Review of Economics & Finance, Elsevier (2017) View citations (16) (2017)
- Nonfinancial debt and economic growth in euro-area countries
Working Papers del Instituto Complutense de Estudios Internacionales, Universidad Complutense de Madrid, Instituto Complutense de Estudios Internacionales 
Also in IREA Working Papers, University of Barcelona, Research Institute of Applied Economics (2017) 
See also Journal Article Nonfinancial debt and economic growth in euro-area countries, Journal of International Financial Markets, Institutions and Money, Elsevier (2018) View citations (6) (2018)
- Public debt and economic growth: Further evidence euro area
IREA Working Papers, University of Barcelona, Research Institute of Applied Economics View citations (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 
See also Journal Article Public Debt and Economic Growth: Further Evidence for the Euro Area, Acta Oeconomica, Akadémiai Kiadó, Hungary (2018) View citations (23) (2018)
2016
- 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 
Also in IREA Working Papers, University of Barcelona, Research Institute of Applied Economics (2016)
- 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
2015
- Bank risk behavior and connectedness in EMU countries
IREA Working Papers, University of Barcelona, Research Institute of Applied Economics View citations (17)
See also Journal Article Bank risk behavior and connectedness in EMU countries, Journal of International Money and Finance, Elsevier (2015) View citations (13) (2015)
- 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 
Also in Working Papers, Asociación Española de Economía y Finanzas Internacionales (2015) View citations (2) IREA Working Papers, University of Barcelona, Research Institute of Applied Economics (2015) View citations (2) IREA Working Papers, University of Barcelona, Research Institute of Applied Economics (2015) View citations (2)
- On the bi-directional causal relationship between public debt and economic growth in EMU countries
IREA Working Papers, University of Barcelona, Research Institute of Applied Economics View citations (18)
Also in Working Papers, Asociación Española de Economía y Finanzas Internacionales (2015) View citations (44)
- 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
- Sovereigns and banks in the euro area: A tale of two crises
Working Papers, Asociación Española de Economía y Finanzas Internacionales View citations (7)
Also in IREA Working Papers, University of Barcelona, Research Institute of Applied Economics (2015) View citations (3)
- The failure of the monetary model of exchange rate determination
Working Papers, Asociación Española de Economía y Finanzas Internacionales View citations (1)
See also Journal Article The failure of the monetary model of exchange rate determination, Applied Economics, Taylor & Francis Journals (2015) View citations (4) (2015)
- Volatility spillovers in EMU sovereign bond markets
Working Papers del Instituto Complutense de Estudios Internacionales, Universidad Complutense de Madrid, Instituto Complutense de Estudios Internacionales View citations (1)
Also in Working Papers, Asociación Española de Economía y Finanzas Internacionales (2015) View citations (37)
See also Journal Article Volatility spillovers in EMU sovereign bond markets, International Review of Economics & Finance, Elsevier (2015) View citations (31) (2015)
2014
- 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 View citations (43)
Also in Working Papers, Universitat de Barcelona, UB Riskcenter (2014) View citations (39) Working Papers, Asociación Española de Economía y Finanzas Internacionales (2014) View citations (46)
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) View citations (49) (2014)
- Causality and Contagion in EMU Sovereign Debt Markets
Working Papers, Asociación Española de Economía y Finanzas Internacionales View citations (61)
Also in Working Papers, Universitat de Barcelona, UB Riskcenter (2014) View citations (61) IREA Working Papers, University of Barcelona, Research Institute of Applied Economics (2014) View citations (54)
See also Journal Article Causality and contagion in EMU sovereign debt markets, International Review of Economics & Finance, Elsevier (2014) View citations (56) (2014)
- Dollarization and the Relationship Between EMBI and Fundamentals Latin American Countries
IREA Working Papers, University of Barcelona, Research Institute of Applied Economics 
Also in Working Papers, Asociación Española de Economía y Finanzas Internacionales (2014)  Working Papers, Universitat de Barcelona, UB Riskcenter (2014) 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) View citations (2) (2017)
- EMU sovereign debt market crisis: Fundamentals-based or pure contagion?
IREA Working Papers, University of Barcelona, Research Institute of Applied Economics View citations (3)
Also in Working Papers, Asociación Española de Economía y Finanzas Internacionales (2014) View citations (5)
- Forward Looking Banking Stress in EMU Countries
IREA Working Papers, University of Barcelona, Research Institute of Applied Economics 
Also in Working Papers, Asociación Española de Economía y Finanzas Internacionales (2014) View citations (2)
2013
- Fiscal dynamics in a dollarized, oil-exporting country: Ecuador
Working Papers, Asociación Española de Economía y Finanzas Internacionales
- Fiscal sustainability and fiscal shocks in a dollarized and oil-exporting country: Ecuador
IREA Working Papers, University of Barcelona, Research Institute of Applied Economics
2012
- Pass-through in dollarized countries: should Ecuador abandon the U.S. Dollar?
IREA Working Papers, University of Barcelona, Research Institute of Applied Economics 
See also Journal Article Pass-through in dollarized countries: should Ecuador abandon the US dollar?, Applied Economics, Taylor & Francis Journals (2013) (2013)
2011
- Causality and contagion in peripheral EMU public debt markets: A dynamic approach
Working Papers, Asociación Española de Economía y Finanzas Internacionales View citations (38)
Also in Working Papers del Instituto Complutense de Estudios Internacionales, Universidad Complutense de Madrid, Instituto Complutense de Estudios Internacionales (2011)  IREA Working Papers, University of Barcelona, Research Institute of Applied Economics (2011) View citations (36)
2009
- EMU and European government bond market integration
Working Paper Series, European Central Bank View citations (20)
See also Journal Article EMU and European government bond market integration, Journal of Banking & Finance, Elsevier (2010) View citations (64) (2010)
2007
- EU-15 SOVEREIGN GOVERNMENTS COST OF BORROWING AFTER SEVEN YEARS OF MONETARY UNION
IREA Working Papers, University of Barcelona, Research Institute of Applied Economics 
Also in Working Papers, Asociación Española de Economía y Finanzas Internacionales (2007)
2006
- The Impact of Monetary Union on EU-15 Sovereign Debt Yield Spreads
Working Papers in Economics, Universitat de Barcelona. Espai de Recerca en Economia View citations (6)
Also in Working Papers, Asociación Española de Economía y Finanzas Internacionales (2005)  Working Papers on International Economics and Finance, FEDEA
2005
- MONETARY INTEGRATION AND THE COST OF BORROWING
Working Papers, Asociación Española de Economía y Finanzas Internacionales View citations (5)
Also in Working Papers in Economics, Universitat de Barcelona. Espai de Recerca en Economia (2005) View citations (7) Working Papers on International Economics and Finance, FEDEA View citations (26)
See also Journal Article Monetary integration and the cost of borrowing, Journal of International Money and Finance, Elsevier (2008) View citations (23) (2008)
1995
- Bands width, credibility and exchange risk: Lessons from the EMS experience
Economics Working Papers, Department of Economics and Business, Universitat Pompeu Fabra
Journal Articles
2025
- Assessing heterogeneous time-varying impacts in the debt-growth nexus
Applied Economics, 2025, 57, (10), 1105-1123
- Examining the transmission of credit and liquidity risks: A network analysis for EMU sovereign debt markets
The North American Journal of Economics and Finance, 2025, 77, (C)
2023
- Dynamic connectedness between credit and liquidity risks in euro area sovereign debt markets
Journal of Multinational Financial Management, 2023, 68, (C) View citations (1)
2022
- On the heterogeneous link between public debt and economic growth
Journal of International Financial Markets, Institutions and Money, 2022, 77, (C) View citations (12)
2021
- Quantifying sovereign risk in the euro area
Economic Modelling, 2021, 95, (C), 76-96 View citations (3)
See also Working Paper Quantifying sovereign risk in the euro area, IREA Working Papers (2024) (2024)
2020
- Bank-sovereign risk spillovers in the Euro Area
Applied Economics Letters, 2020, 27, (8), 642-646 View citations (3)
2019
- Has the ECB’s monetary policy prompted companies to invest, or pay dividends?
Applied Economics, 2019, 51, (45), 4920-4938 View citations (2)
See also Working Paper Has the ECB’s Monetary Policy Prompted Companies to Invest or Pay Dividends?, IREA Working Papers (2019) View citations (1) (2019)
- 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 View citations (4)
2018
- Nonfinancial debt and economic growth in euro-area countries
Journal of International Financial Markets, Institutions and Money, 2018, 56, (C), 17-37 View citations (6)
See also Working Paper Nonfinancial debt and economic growth in euro-area countries, Working Papers del Instituto Complutense de Estudios Internacionales (2017) (2017)
- On the time-varying nature of the debt-growth nexus: evidence from the euro area
Applied Economics Letters, 2018, 25, (9), 597-600 View citations (2)
- Public Debt and Economic Growth: Further Evidence for the Euro Area
Acta Oeconomica, 2018, 68, (2), 209-229 View citations (23)
See also Working Paper Public debt and economic growth: Further evidence for the euro area, Working Papers del Instituto Complutense de Estudios Internacionales (2017) (2017)
2017
- 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 View citations (2)
See also Working Paper Dollarization and the Relationship Between EMBI and Fundamentals Latin American Countries, IREA Working Papers (2014) (2014)
- Heterogeneity in the debt-growth nexus: Evidence from EMU countries
International Review of Economics & Finance, 2017, 51, (C), 470-486 View citations (16)
See also Working Paper Heterogeneity in the debt-growth nexus: Evidence from EMU countries, IREA Working Papers (2017) View citations (18) (2017)
2016
- Causes and hazards of the euro area sovereign debt crisis: Pure and fundamentals-based contagion
Economic Modelling, 2016, 56, (C), 133-147 View citations (35)
- Fiscal sustainability and dollarization: the case of Ecuador
Applied Economics, 2016, 48, (23), 2139-2155 View citations (1)
- Sovereign-bank linkages: Quantifying directional intensity of risk transfers in EMU countries
Journal of International Money and Finance, 2016, 63, (C), 137-164 View citations (23)
- 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 View citations (56)
2015
- Bank risk behavior and connectedness in EMU countries
Journal of International Money and Finance, 2015, 57, (C), 161-184 View citations (13)
See also Working Paper Bank risk behavior and connectedness in EMU countries, IREA Working Papers (2015) View citations (17) (2015)
- The causal relationship between debt and growth in EMU countries
Journal of Policy Modeling, 2015, 37, (6), 974-989 View citations (37)
- The failure of the monetary model of exchange rate determination
Applied Economics, 2015, 47, (43), 4607-4629 View citations (4)
See also Working Paper The failure of the monetary model of exchange rate determination, Working Papers (2015) View citations (1) (2015)
- Volatility spillovers in EMU sovereign bond markets
International Review of Economics & Finance, 2015, 39, (C), 337-352 View citations (31)
See also Working Paper Volatility spillovers in EMU sovereign bond markets, Working Papers del Instituto Complutense de Estudios Internacionales (2015) View citations (1) (2015)
2014
- 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 View citations (49)
See also Working Paper An Update on EMU Sovereign Yield Spread Drivers in Times of Crisis: A Panel Data Analysis, IREA Working Papers (2014) View citations (43) (2014)
- Causality and contagion in EMU sovereign debt markets
International Review of Economics & Finance, 2014, 33, (C), 12-27 View citations (56)
See also Working Paper Causality and Contagion in EMU Sovereign Debt Markets, Working Papers (2014) View citations (61) (2014)
2013
- 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 View citations (5)
- Granger-causality in peripheral EMU public debt markets: A dynamic approach
Journal of Banking & Finance, 2013, 37, (11), 4627-4649 View citations (43)
- Pass-through in dollarized countries: should Ecuador abandon the US dollar?
Applied Economics, 2013, 45, (31), 4395-4411 
See also Working Paper Pass-through in dollarized countries: should Ecuador abandon the U.S. Dollar?, IREA Working Papers (2012) (2012)
2011
- 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
2010
- EMU and European government bond market integration
Journal of Banking & Finance, 2010, 34, (12), 2851-2860 View citations (64)
See also Working Paper EMU and European government bond market integration, Working Paper Series (2009) View citations (20) (2009)
2009
- The immediate effect of monetary union on EU-15 sovereign debt yield spreads
Applied Economics, 2009, 41, (7), 929-939 View citations (7)
2008
- Monetary integration and the cost of borrowing
Journal of International Money and Finance, 2008, 27, (3), 455-479 View citations (23)
See also Working Paper MONETARY INTEGRATION AND THE COST OF BORROWING, Working Papers (2005) View citations (5) (2005)
2007
- 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
2006
- Size matters for liquidity: Evidence from EMU sovereign yield spreads
Economics Letters, 2006, 90, (2), 156-162 View citations (89)
1997
- A new indicator to assess the credibility of the EMS
European Economic Review, 1997, 41, (8), 1511-1535 View citations (27)
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