Marta Gómez-Puig

Economic Theory Department. University of Barcelona

Associate Professor

Diagonal 690

Barcelona, 08034

Spain

SCHOLARLY PAPERS

27

DOWNLOADS
Rank 44,663

SSRN RANKINGS

Top 44,663

in Total Papers Downloads

1,525

SSRN CITATIONS
Rank 19,957

SSRN RANKINGS

Top 19,957

in Total Papers Citations

24

CROSSREF CITATIONS

27

Scholarly Papers (27)

1.

Public Debt and Economic Growth: Further Evidence for the Euro Area

ICEI WP09/17
Number of pages: 33 Posted: 25 Sep 2017
Marta Gómez-Puig and Simon Sosvilla-Rivero
Economic Theory Department. University of Barcelona and UCM Institute for Economic Analysis
Downloads 230 (188,696)
Citation 8

Abstract:

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public debt, economic growth, bounds testing, euro area, peripheral euro area countries, central euro area countries

2.

Short-Run and Long-Run Effects of Public Debt on Economic Performance: Evidence from EMU Countries

Number of pages: 37 Posted: 15 Sep 2015
Marta Gómez-Puig and Simon Sosvilla-Rivero
Economic Theory Department. University of Barcelona and UCM Institute for Economic Analysis
Downloads 192 (222,852)
Citation 1

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Public debt, economic growth, bounds testing, euro area, peripheral EMU countries, central EMU countries.

3.

EMU Sovereign Debt Market Crisis: Fundamentals-Based or Pure Contagion?

Research Institute of Applied Economics Working Paper No. 2014/02
Number of pages: 31 Posted: 09 May 2014
Marta Gómez-Puig and Simon Sosvilla-Rivero
Economic Theory Department. University of Barcelona and UCM Institute for Economic Analysis
Downloads 113 (339,341)
Citation 6

Abstract:

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sovereign bond spreads, contagion, Granger-causality, time-varying approach, euro area, ordered logit model

4.

Causality and Contagion in Peripheral EMU Public Debt Markets: A Dynamic Approach

Research Institute of Applied Economics Working Paper 2011/16
Number of pages: 55 Posted: 24 Sep 2011
Marta Gómez-Puig and Simon Sosvilla-Rivero
Economic Theory Department. University of Barcelona and UCM Institute for Economic Analysis
Downloads 110 (345,611)
Citation 11

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Sovereign bond yields, causality, time-varying contagion, euro area, peripheral EMU countries

5.

On the Bi-Directional Causal Relationship between Public Debt and Economic Growth in EMU Countries

Number of pages: 32 Posted: 11 May 2015
Marta Gómez-Puig and Simon Sosvilla-Rivero
Economic Theory Department. University of Barcelona and UCM Institute for Economic Analysis
Downloads 97 (375,514)
Citation 7

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Public debt, economic growth, Granger-causality, euro area, peripheral EMU countries, central EMU countries.

6.

EMU and European Government Bond Market Integration

ECB Working Paper No. 1079
Number of pages: 33 Posted: 31 Aug 2009
Pilar Abad-Romero, Helena Chuliá and Marta Gómez-Puig
Universidad Rey Juan Carlos - Facultad de Ciencias Jurisdicas y Sociales, University of Barcelona - Faculty of Economic Science and Business Studies and Economic Theory Department. University of Barcelona
Downloads 88 (398,992)
Citation 2

Abstract:

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Monetary integration, sovereign securities markets, bond markets integration

7.

The Failure of the Monetary Model of Exchange Rate Determination

Number of pages: 31 Posted: 07 Apr 2015
Dinçer Afat, Marta Gómez-Puig and Simon Sosvilla-Rivero
University of Barcelona - Department of Economic Theory, Economic Theory Department. University of Barcelona and UCM Institute for Economic Analysis
Downloads 81 (419,190)

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exchange rate, flexible price monetary model, forward-looking monetary model, real interest differential model, money demand, purchasing power parity

8.

Sovereigns and Banks in the Euro Area: A Tale of Two Crises

Number of pages: 50 Posted: 13 Jan 2015
Marta Gómez-Puig, Simon Sosvilla-Rivero and Manish Singh
Economic Theory Department. University of Barcelona, UCM Institute for Economic Analysis and University of Barcelona
Downloads 66 (468,463)
Citation 3

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Sovereign debt crisis, banking crisis, Granger-causality, time-varying approach, “distance-to-default”, euro area.

9.

Volatility Spillovers in EMU Sovereigns Bond Markets

DEFI 15-03
Number of pages: 30 Posted: 12 Feb 2015
University of Las Palmas de Gran Canaria - Faculty of Economic Science, Economic Theory Department. University of Barcelona and UCM Institute for Economic Analysis
Downloads 55 (511,372)
Citation 3

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Sovereign debt crisis, Euro area, Market Linkages, Vector Autoregression, Variance Decomposition

10.

The Robustness of the Sovereign-Bank Interconnection: Evidence from Contingent Claims Analysis

IREA Working Paper 2018/04
Number of pages: 53 Posted: 07 Mar 2018
Marta Gómez-Puig, Manish Singh and Simon Sosvilla-Rivero
Economic Theory Department. University of Barcelona, University of Barcelona and UCM Institute for Economic Analysis
Downloads 51 (528,740)

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sovereign risk, bank risk, sovereign-bank nexus, contingent claims

11.

Heterogeneity in the Debt-Growth Nexus: Evidence from EMU Countries

BATH Economics Research Paper No. 61/17
Number of pages: 36 Posted: 03 Apr 2017
Marta Gómez-Puig and Simon Sosvilla-Rivero
Economic Theory Department. University of Barcelona and UCM Institute for Economic Analysis
Downloads 48 (542,374)
Citation 2

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Public Debt, Economic Growth, Heterogeneity, Euro Area, Peripheral EMU Countries, Central EMU Countries

12.

An Update on EMU Sovereign Yield Spread Drivers in Times of Crisis: A Panel Data Analysis

Number of pages: 38 Posted: 08 Mar 2014
Economic Theory Department. University of Barcelona, UCM Institute for Economic Analysis and Universidad Complutense de Madrid (UCM)
Downloads 45 (556,799)
Citation 2

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Sovereign bond spreads, Panel data, Eurozone

13.

Has the ECB’s Monetary Policy Prompted Companies to Invest or Pay Dividends?

Research Institute of Applied Economics Working Paper 2019/01 1/39 pág
Number of pages: 39 Posted: 23 Jan 2019
Lior Cohen, Marta Gómez-Puig and Simon Sosvilla-Rivero
University of Barcelona, Economic Theory Department. University of Barcelona and UCM Institute for Economic Analysis
Downloads 38 (592,939)

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ECB’s monetary policy, capital structure, leverage, quantitative easing, capital expenditure, dividend’s policy, shareholder yield

14.

Causality and Contagion in EMU Sovereign Debt Markets

Research Institute of Applied Economics Working Paper 2014/03
Number of pages: 34 Posted: 08 Mar 2014
Marta Gómez-Puig and Simon Sosvilla-Rivero
Economic Theory Department. University of Barcelona and UCM Institute for Economic Analysis
Downloads 37 (598,541)
Citation 2

Abstract:

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Sovereign bond yields, Granger-Causality, Contagion, Euro area.

15.

Debt-Growth Linkages in EMU Across Countries and Time Horizons

Number of pages: 38 Posted: 05 Jul 2016
Marta Gómez-Puig and Simon Sosvilla-Rivero
Economic Theory Department. University of Barcelona and UCM Institute for Economic Analysis
Downloads 36 (604,225)
Citation 3

Abstract:

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Public debt, economic growth, bounds testing, euro area, peripheral EMU countries, central EMU countries

16.

Financial Stress Transmission in EMU Sovereign Bond Market Volatility: A Connectedness Analysis

Number of pages: 36 Posted: 04 Feb 2015
University of Las Palmas de Gran Canaria - Faculty of Economic Science, Economic Theory Department. University of Barcelona and UCM Institute for Economic Analysis
Downloads 36 (604,225)
Citation 3

Abstract:

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Sovereign debt crisis, Euro area, Market Linkages, Vector Autoregression, Variance Decomposition

17.

Re-Examining the Debt-Growth Nexus: A Grouped Fixed-Effect Approach

Number of pages: 47 Posted: 09 Jul 2019
Economic Theory Department. University of Barcelona, UCM Institute for Economic Analysis and Jaume I University
Downloads 31 (634,395)

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public debt, economic growth, heterogeneity, grouped fixed-effects, debt-growth link, panel data, multinomial logit regression

18.

Forward Looking Banking Stress in EMU Countries

Number of pages: 30 Posted: 25 Sep 2014
Manish Singh, Marta Gómez-Puig and Simon Sosvilla-Rivero
University of Barcelona, Economic Theory Department. University of Barcelona and UCM Institute for Economic Analysis
Downloads 29 (647,449)
Citation 2

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contingent claim analysis, distance-to-default, systemic risk.

19.

Bank Risk Behavior and Connectedness in EMU Countries

Number of pages: 44 Posted: 19 Jun 2015
Manish Singh, Marta Gómez-Puig and Simon Sosvilla-Rivero
University of Barcelona, Economic Theory Department. University of Barcelona and UCM Institute for Economic Analysis
Downloads 28 (654,170)
Citation 1

Abstract:

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Contingent claim analysis, Distance-to-default, Banking risk

20.

'Incorporating Creditors' Seniority into Contingent Claim Models: Application to Peripheral Euro Area Countries'

IREA Working Paper 2018/03
Number of pages: 54 Posted: 07 Mar 2018
Marta Gómez-Puig, Manish Singh and Simon Sosvilla-Rivero
Economic Theory Department. University of Barcelona, University of Barcelona and UCM Institute for Economic Analysis
Downloads 25 (676,064)

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sovereign default risk, peripheral euro area countries, contingent claims, distance-to-default

21.

Increasing Contingent Guarantees: The Asymmetrical Effect on Sovereign Risk of Different Government Interventions

Research Institute of Applied Economics Working Paper 2019/14
Number of pages: 41 Posted: 25 Sep 2019
Manish Singh, Marta Gómez-Puig and Simon Sosvilla-Rivero
University of Barcelona, Economic Theory Department. University of Barcelona and UCM Institute for Economic Analysis
Downloads 22 (699,254)

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sovereign risk, financial assistance, fiscal capacity, bailout, contingent guarantee

22.

Incorporating Creditors' Seniority into Contingent Claim Models: Applicarion to Peripheral Euro Area Countries

Research Institute of Applied Economics, Working Paper 2018/03, 1/54 pág
Number of pages: 54 Posted: 29 Jan 2019
Marta Gómez-Puig, Manish Singh and Simon Sosvilla-Rivero
Economic Theory Department. University of Barcelona, University of Barcelona and UCM Institute for Economic Analysis
Downloads 20 (715,148)

Abstract:

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sovereign risk, bank risk, sovereign-bank nexus, contingent claims

23.

Nonfinancial Debt and Economic Growth in Euro-Area Countries

Institut de Recerca en Economia Aplicada Regional i Pública Document de Treball 2017/14 1/41 pág. - Research Institute of Applied Economics Working Paper 2017/14 1/41 pág.
Number of pages: 41 Posted: 20 Jul 2017
Marta Gómez-Puig and Simon Sosvilla-Rivero
Economic Theory Department. University of Barcelona and UCM Institute for Economic Analysis
Downloads 20 (715,148)
Citation 1

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public debt, household debt, nonfinancial corporate debt, economic growth, heterogeneity, euro area, peripheral EMU countries, central EMU countries

24.

The Relationship between Public Debt and Economic Growth in Advanced, Emerging and Developing Economies: Differences and Determining Factors

Instituto de Estudios Fiscales, Working Paper 2/2022
Number of pages: 29 Posted: 28 Mar 2022
Marta Gómez-Puig and Simon Sosvilla-Rivero
Economic Theory Department. University of Barcelona and UCM Institute for Economic Analysis
Downloads 19 (723,308)

Abstract:

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Public debt, Economic growth, Dynamic heterogeneity, Grouped fixed-effects, Panel data, Panel regression analysis

25.

Systemic and Idiosyncratic Risk in EU-15 Sovereign Yield Spreads after Seven Years of Monetary Union

European Financial Management, Vol. 15, Issue 5, pp. 971-1000, November 2009
Number of pages: 30 Posted: 21 Oct 2009
Marta Gómez-Puig
Economic Theory Department. University of Barcelona
Downloads 6 (848,994)
Citation 1

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26.

Dynamic Connectedness between Credit and Liquidity Risks in Emu Sovereign Debt Markets

Number of pages: 78 Posted: 29 Sep 2022
Economic Theory Department. University of Barcelona, Erasmus Research Institute of Management (ERIM) and UCM Institute for Economic Analysis
Downloads 2 (898,645)

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Liquidity risk, Credit Risk, Eurozone sovereign bonds, MTS bond market, Dynamic connectedness, Time-varying parameters

27.

Time‐Varying Integration in European Government Bond Markets

European Financial Management, Vol. 20, Issue 2, pp. 270-290, 2014
Number of pages: 21 Posted: 15 Mar 2014
Pilar Abad-Romero, Helena Chuliá and Marta Gómez-Puig
Universidad Rey Juan Carlos - Facultad de Ciencias Jurisdicas y Sociales, University of Barcelona - Faculty of Economic Science and Business Studies and Economic Theory Department. University of Barcelona
Downloads 0 (928,775)

Abstract:

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Monetary Union, sovereign securities markets, bond market integration