Details about Marta Gómez-Puig

Access statistics for papers by Marta Gómez-Puig.

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Short-id: pgm5

Working Papers

2024

1. 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)
2. The diabolic loop between sovereign and banking risk in the euro area
   IREA Working Papers, University of Barcelona, Research Institute of Applied Economics

2022

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

2019

4. 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)
5. Increasing contingent guarantees: The asymmetrical effect on sovereign risk of different government interventions
   IREA Working Papers, University of Barcelona, Research Institute of Applied Economics
6. 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

7. 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)
8. 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

9. 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)
10. Nonfinancial debt and economic growth in euro-area countries
    IREA Working Papers, University of Barcelona, Research Institute of Applied Economics
    Also in Working Papers del Instituto Complutense de Estudios Internacionales, Universidad Complutense de Madrid, Instituto Complutense de Estudios Internacionales (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 (7) (2018)
11. Public debt and economic growth: Further evidence euro area
    IREA Working Papers, University of Barcelona, Research Institute of Applied Economics View citations (4)
12. 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

13. Debt-growth linkages in EMU across countries and time horizons
    IREA Working Papers, University of Barcelona, Research Institute of Applied Economics
    Also in Working Papers del Instituto Complutense de Estudios Internacionales, Universidad Complutense de Madrid, Instituto Complutense de Estudios Internacionales (2016)
14. 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

15. 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)
16. 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)
    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)
17. On the bi-directional causal relationship between public debt and economic growth in EMU countries
    Working Papers, Asociación Española de Economía y Finanzas Internacionales View citations (45)
    Also in IREA Working Papers, University of Barcelona, Research Institute of Applied Economics (2015) View citations (18)
18. 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
19. 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)
20. 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)
21. Volatility spillovers in EMU sovereign bond markets
    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 (2015) View citations (2)
    See also Journal Article Volatility spillovers in EMU sovereign bond markets, International Review of Economics & Finance, Elsevier (2015) View citations (32) (2015)

2014

22. 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, Asociación Española de Economía y Finanzas Internacionales (2014) View citations (47)
    Working Papers, Universitat de Barcelona, UB Riskcenter (2014) View citations (40)
    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 (51) (2014)
23. 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)
24. 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 (3) (2017)
25. 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)
26. 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

27. Fiscal dynamics in a dollarized, oil-exporting country: Ecuador
    Working Papers, Asociación Española de Economía y Finanzas Internacionales
28. 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

29. 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

30. 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

31. 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

32. 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

33. 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 on International Economics and Finance, FEDEA
    Working Papers, Asociación Española de Economía y Finanzas Internacionales (2005)

2005

34. 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

35. 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

1. Assessing heterogeneous time-varying impacts in the debt-growth nexus
   Applied Economics, 2025, 57, (10), 1105-1123
2. 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

3. 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

4. On the heterogeneous link between public debt and economic growth
   Journal of International Financial Markets, Institutions and Money, 2022, 77, (C) View citations (14)

2021

5. 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

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

2019

7. 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)
8. 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

9. Nonfinancial debt and economic growth in euro-area countries
   Journal of International Financial Markets, Institutions and Money, 2018, 56, (C), 17-37 View citations (7)
   See also Working Paper Nonfinancial debt and economic growth in euro-area countries, IREA Working Papers (2017) (2017)
10. 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)
11. 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

12. 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 (3)
    See also Working Paper Dollarization and the Relationship Between EMBI and Fundamentals Latin American Countries, IREA Working Papers (2014) (2014)
13. 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

14. 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)
15. Fiscal sustainability and dollarization: the case of Ecuador
    Applied Economics, 2016, 48, (23), 2139-2155 View citations (1)
16. 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)
17. 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

18. 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)
19. The causal relationship between debt and growth in EMU countries
    Journal of Policy Modeling, 2015, 37, (6), 974-989 View citations (38)
20. 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)
21. Volatility spillovers in EMU sovereign bond markets
    International Review of Economics & Finance, 2015, 39, (C), 337-352 View citations (32)
    See also Working Paper Volatility spillovers in EMU sovereign bond markets, Working Papers (2015) View citations (38) (2015)

2014

22. 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 (51)
    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)
23. 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

24. 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)
25. Granger-causality in peripheral EMU public debt markets: A dynamic approach
    Journal of Banking & Finance, 2013, 37, (11), 4627-4649 View citations (43)
26. 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

27. 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

28. 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

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

2008

30. 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

31. 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

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

1997

33. A new indicator to assess the credibility of the EMS
    European Economic Review, 1997, 41, (8), 1511-1535 View citations (27)