Details about Marta Gómez-Puig

Access statistics for papers by Marta Gómez-Puig.

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Short-id: pgm5

Working Papers

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
   See also Journal Article in Applied Economics (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
3. Re-examining the debt-growth nexus: A grouped fixed-effect approach
   IREA Working Papers, University of Barcelona, Research Institute of Applied Economics
   Also in Documentos de Trabajo del ICAE, Universidad Complutense de Madrid, Facultad de Ciencias Económicas y Empresariales, Instituto Complutense de Análisis Económico (2019)
   University of Göttingen Working Papers in Economics, University of Goettingen, Department of Economics (2019) View citations (1)

2018

4. 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 (2)
5. 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

6. Heterogeneity in the debt-growth nexus: Evidence from EMU countries
   IREA Working Papers, University of Barcelona, Research Institute of Applied Economics View citations (14)
   See also Journal Article in International Review of Economics & Finance (2017)
7. 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 in Journal of International Financial Markets, Institutions and Money (2018)
8. Public debt and economic growth: Further evidence euro area
   IREA Working Papers, University of Barcelona, Research Institute of Applied Economics View citations (3)
9. 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 in Acta Oeconomica (2018)

2016

10. 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)
11. 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

12. Bank risk behavior and connectedness in EMU countries
    IREA Working Papers, University of Barcelona, Research Institute of Applied Economics View citations (12)
    See also Journal Article in Journal of International Money and Finance (2015)
13. Financial stress transmission in EMU sovereign bond market volatility: A connectedness analysis
    Working Papers, Asociación Española de Economía y Finanzas Internacionales View citations (2)
    Also in IREA Working Papers, University of Barcelona, Research Institute of Applied Economics (2015) View citations (2)
    Working Papers del Instituto Complutense de Estudios Internacionales, Universidad Complutense de Madrid, Instituto Complutense de Estudios Internacionales (2015)
    IREA Working Papers, University of Barcelona, Research Institute of Applied Economics (2015) View citations (2)
14. 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 (17)
    Also in Working Papers, Asociación Española de Economía y Finanzas Internacionales (2015) View citations (37)
15. 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
16. 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)
17. The failure of the monetary model of exchange rate determination
    Working Papers, Asociación Española de Economía y Finanzas Internacionales
    See also Journal Article in Applied Economics (2015)
18. Volatility spillovers in EMU sovereign bond markets
    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 (30)
    See also Journal Article in International Review of Economics & Finance (2015)

2014

19. 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 (36)
    Also in Working Papers, Universitat de Barcelona, UB Riskcenter (2014) View citations (35)
    Working Papers, Asociación Española de Economía y Finanzas Internacionales (2014) View citations (39)
    See also Journal Article in The North American Journal of Economics and Finance (2014)
20. Causality and Contagion in EMU Sovereign Debt Markets
    IREA Working Papers, University of Barcelona, Research Institute of Applied Economics View citations (49)
    Also in Working Papers, Asociación Española de Economía y Finanzas Internacionales (2014) View citations (56)
    Working Papers, Universitat de Barcelona, UB Riskcenter (2014) View citations (56)
    See also Journal Article in International Review of Economics & Finance (2014)
21. 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 in Cuadernos de Economía - Spanish Journal of Economics and Finance (2017)
22. EMU sovereign debt market crisis: Fundamentals-based or pure contagion?
    Working Papers, Asociación Española de Economía y Finanzas Internacionales View citations (5)
    Also in IREA Working Papers, University of Barcelona, Research Institute of Applied Economics (2014) View citations (3)
23. 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

24. Fiscal dynamics in a dollarized, oil-exporting country: Ecuador
    Working Papers, Asociación Española de Economía y Finanzas Internacionales
25. 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

26. 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 in Applied Economics (2013)

2011

27. 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 IREA Working Papers, University of Barcelona, Research Institute of Applied Economics (2011) View citations (36)
    Working Papers del Instituto Complutense de Estudios Internacionales, Universidad Complutense de Madrid, Instituto Complutense de Estudios Internacionales (2011)

2009

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

2007

29. 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

30. 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

31. 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 in Journal of International Money and Finance (2008)

1995

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

Journal Articles

2021

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

2020

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

2019

3. Has the ECB’s monetary policy prompted companies to invest, or pay dividends?
   Applied Economics, 2019, 51, (45), 4920-4938 View citations (1)
   See also Working Paper (2019)
4. 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

5. Nonfinancial debt and economic growth in euro-area countries
   Journal of International Financial Markets, Institutions and Money, 2018, 56, (C), 17-37 View citations (5)
   See also Working Paper (2017)
6. 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 (1)
7. Public Debt and Economic Growth: Further Evidence for the Euro Area
   Acta Oeconomica, 2018, 68, (2), 209-229 View citations (17)
   See also Working Paper (2017)

2017

8. 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 (1)
   See also Working Paper (2014)
9. Heterogeneity in the debt-growth nexus: Evidence from EMU countries
   International Review of Economics & Finance, 2017, 51, (C), 470-486 View citations (13)
   See also Working Paper (2017)

2016

10. Causes and hazards of the euro area sovereign debt crisis: Pure and fundamentals-based contagion
    Economic Modelling, 2016, 56, (C), 133-147 View citations (28)
11. Fiscal sustainability and dollarization: the case of Ecuador
    Applied Economics, 2016, 48, (23), 2139-2155
12. 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 (20)
13. 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 (48)

2015

14. 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 (2015)
15. The causal relationship between debt and growth in EMU countries
    Journal of Policy Modeling, 2015, 37, (6), 974-989 View citations (37)
16. The failure of the monetary model of exchange rate determination
    Applied Economics, 2015, 47, (43), 4607-4629 View citations (3)
    See also Working Paper (2015)
17. Volatility spillovers in EMU sovereign bond markets
    International Review of Economics & Finance, 2015, 39, (C), 337-352 View citations (30)
    See also Working Paper (2015)

2014

18. 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 (42)
    See also Working Paper (2014)
19. 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 (2014)

2013

20. 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)
21. Granger-causality in peripheral EMU public debt markets: A dynamic approach
    Journal of Banking & Finance, 2013, 37, (11), 4627-4649 View citations (39)
22. Pass-through in dollarized countries: should Ecuador abandon the US dollar?
    Applied Economics, 2013, 45, (31), 4395-4411
    See also Working Paper (2012)

2011

23. 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

24. EMU and European government bond market integration
    Journal of Banking & Finance, 2010, 34, (12), 2851-2860 View citations (58)
    See also Working Paper (2009)

2009

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

2008

26. Monetary integration and the cost of borrowing
    Journal of International Money and Finance, 2008, 27, (3), 455-479 View citations (22)
    See also Working Paper (2005)

2007

27. 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

28. Size matters for liquidity: Evidence from EMU sovereign yield spreads
    Economics Letters, 2006, 90, (2), 156-162 View citations (85)

1997

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