4
H index
3
i10 index
286
Citations
European Commission | 4 H index 3 i10 index 286 Citations RESEARCH PRODUCTION: 2 Articles 6 Papers RESEARCH ACTIVITY:
MORE DETAILS IN: ABOUT THIS REPORT:
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Works with: Authors registered in RePEc who have co-authored more than one work in the last five years with Alessandro Fontana. | Is cited by: | Cites to: |
| Working Papers Series with more than one paper published | # docs |
|---|---|
| Working Paper Series / European Central Bank | 2 |
| Year | Title of citing document |
|---|---|
| 2024 | Determinants of market‐assessed sovereign default risk: Macroeconomic fundamentals or global shocks?. (2024). Cho, Dooyeon ; Rhee, Dongeun. In: International Finance. RePEc:bla:intfin:v:27:y:2024:i:1:p:35-60. Full description at Econpapers || Download paper |
| 2024 | Frontier markets sovereign risk: New evidence from spatial econometric models. (2024). Telila, Henok Fasil. In: French Stata Users' Group Meetings 2024. RePEc:boc:fsug24:10. Full description at Econpapers || Download paper |
| 2024 | Owner-occupied housing and inflation measurement. (2024). Kouvavas, Omiros ; Roma, Moreno ; Eiglsperger, Martin ; Ganoulis, Ioannis ; Goldhammer, Bernhard ; Vlad, Aurelian. In: Statistics Paper Series. RePEc:ecb:ecbsps:202447. Full description at Econpapers || Download paper |
| 2024 | Determinants of CDS in core and peripheral European countries: A comparative study during crisis and calm periods. (2024). Haddou, Samira. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:71:y:2024:i:c:s1062940824000111. Full description at Econpapers || Download paper |
| 2024 | The impact of COVID-19 on sovereign contagion. (2024). Moratis, Georgios ; Drakos, Anastasios. In: Journal of Financial Stability. RePEc:eee:finsta:v:70:y:2024:i:c:s157230892300089x. Full description at Econpapers || Download paper |
| 2024 | Mispricing of debt expansion in the eurozone sovereign credit market. (2024). Zenios, Stavros ; Lotfi, Somayyeh ; Milidonis, Andreas. In: Journal of Financial Stability. RePEc:eee:finsta:v:70:y:2024:i:c:s1572308923001158. Full description at Econpapers || Download paper |
| 2025 | The flight home effect during the COVID-19 pandemic: Evidence from syndicated loans. (2025). Bampinas, Georgios ; Politsidis, Panagiotis N ; Blomkvist, Magnus ; Demetriades, Elias. In: Journal of Financial Stability. RePEc:eee:finsta:v:76:y:2025:i:c:s1572308924001554. Full description at Econpapers || Download paper |
| 2024 | The effect of economic and political uncertainty on sovereign CDS spreads. (2024). Pan, Wei-Fong ; Xiao, Yaqing ; Wang, Xinjie ; Xu, Weike ; Zhang, Jinfan. In: International Review of Economics & Finance. RePEc:eee:reveco:v:89:y:2024:i:pa:p:143-155. Full description at Econpapers || Download paper |
| 2024 | Liquidity pressure and the sovereign-bank diabolic loop. (2024). Hassan, M. Kabir ; Janbaz, M ; Floreani, J ; Dreassi, A. In: International Review of Economics & Finance. RePEc:eee:reveco:v:93:y:2024:i:pa:p:1039-1057. Full description at Econpapers || Download paper |
| 2024 | The asymmetric response of sovereign credit default swaps spreads to risk aversion, investor sentiment and monetary policy shocks. (2024). Haddou, Samira. In: International Review of Economics & Finance. RePEc:eee:reveco:v:93:y:2024:i:pb:p:244-272. Full description at Econpapers || Download paper |
| 2025 | What is the impact of natural disasters on sovereign risk? Expect the unexpected!. (2025). Sousa, Ricardo ; Castro, Vtor ; Agnello, Luca ; Hammoudeh, Shawkat. In: LSE Research Online Documents on Economics. RePEc:ehl:lserod:128535. Full description at Econpapers || Download paper |
| 2024 | Quantities and Covered-Interest Parity. (2024). Moskowitz, Tobias J ; Ross, Sharon Y ; Vasudevan, Kaushik. In: Finance and Economics Discussion Series. RePEc:fip:fedgfe:2024-61. Full description at Econpapers || Download paper |
| 2025 | Dynamic linkages and determinants of sovereign CDS and exchange rates: evidence from G7 and BRICS. (2025). Su, Min ; Ren, Yixuan ; Niu, Yifang ; Wang, Zhen. In: Palgrave Communications. RePEc:pal:palcom:v:12:y:2025:i:1:d:10.1057_s41599-025-04985-8. Full description at Econpapers || Download paper |
| 2024 | The Impact of the Social Mood on the Italian Sovereign Debt Market: A Twitter Perspective. (2024). Carnazza, Giovanni. In: Italian Economic Journal: A Continuation of Rivista Italiana degli Economisti and Giornale degli Economisti. RePEc:spr:italej:v:10:y:2024:i:1:d:10.1007_s40797-022-00217-z. Full description at Econpapers || Download paper |
| 2024 | Back to the roots of internal credit risk models: Does risk explain why banks risk-weighted asset levels converge over time?. (2024). Ongena, Steven ; Bohnke, Victoria ; Paraschiv, Florentina ; Reite, Endre J. In: Discussion Papers. RePEc:zbw:bubdps:283007. Full description at Econpapers || Download paper |
| Year | Title | Type | Cited |
|---|---|---|---|
| 2023 | International portfolio frictions In: BIS Working Papers. [Full Text][Citation analysis] | paper | 1 |
| 2010 | An analysis of euro area sovereign CDS and their relation with government bonds In: Working Paper Series. [Full Text][Citation analysis] | paper | 250 |
| 2016 | An analysis of euro area sovereign CDS and their relation with government bonds.(2016) In: Journal of Banking & Finance. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 250 | article | |
| 2013 | House price cycles in Europe In: Working Paper Series. [Full Text][Citation analysis] | paper | 18 |
| 2019 | Impact of Variation Margining on EU Insurers’ Liquidity: An Analysis of Interest Rate Swaps Positions In: EIOPA Financial Stability Report - Thematic Articles. [Full Text][Citation analysis] | paper | 0 |
| 2019 | The Bank-Sovereign Loop and Financial Stability in the Euro Area In: JRC Working Papers in Economics and Finance. [Full Text][Citation analysis] | paper | 1 |
| 2016 | Reducing and sharing the burden of bank failures In: OECD Journal: Financial Market Trends. [Citation analysis] | article | 4 |
| 2010 | The Persistent Negative Cds-Bond Basis during the 2007/08 Financial Crisis In: Working Papers. [Full Text][Citation analysis] | paper | 12 |
CitEc is a RePEc service, providing citation data for Economics since 2001. Last updated December, 22 2025. Contact: CitEc Team