Marta Gómez-Puig

University of Barcelona - Department of Economic Theory

Full Professor

Diagonal 696

Barcelona, 08034

Spain

  • University of Barcelona - Department of Economic Theory

    • Email
    • Tel: 34-93-4020113
    • Fax: 34-93-4039082
SCHOLARLY PAPERS

27

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Top 37,117

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2,958

TOTAL CITATIONS
Rank 22,322

SSRN RANKINGS

Top 22,322

in Total Papers Citations

87

Scholarly Papers (27)

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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
University of Barcelona - Department of Economic Theory and UCM Institute for Economic Analysis
Downloads 375 (172,317)
Citation 14

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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
University of Barcelona - Department of Economic Theory and UCM Institute for Economic Analysis
Downloads 257 (257,628)
Citation 1

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

3.

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
University of Barcelona - Department of Economic Theory and UCM Institute for Economic Analysis
Downloads 218 (302,851)
Citation 15

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

4.

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
University of Barcelona - Department of Economic Theory and UCM Institute for Economic Analysis
Downloads 174 (372,935)
Citation 3

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

5.

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
University of Barcelona - Department of Economic Theory and UCM Institute for Economic Analysis
Downloads 150 (423,526)
Citation 2

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

6.

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
University of Barcelona - Department of Economic Theory and UCM Institute for Economic Analysis
Downloads 150 (423,526)
Citation 6

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

7.

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
University of Barcelona - Department of Economic Theory and UCM Institute for Economic Analysis
Downloads 144 (437,840)
Citation 11

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

8.

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, University of Barcelona - Department of Economic Theory and UCM Institute for Economic Analysis
Downloads 135 (461,182)

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

9.

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 University of Barcelona - Department of Economic Theory
Downloads 109 (544,056)
Citation 4

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Monetary integration, sovereign securities markets, bond markets integration

10.

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
University of Barcelona - Department of Economic Theory, UCM Institute for Economic Analysis and University of Barcelona
Downloads 99 (583,458)
Citation 3

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

11.

Volatility Spillovers in EMU Sovereigns Bond Markets

DEFI 15-03
Number of pages: 30 Posted: 12 Feb 2015
Fernando Fernández Rodríguez, Marta Gómez-Puig and Simon Sosvilla-Rivero
University of Las Palmas de Gran Canaria - Faculty of Economic Science, University of Barcelona - Department of Economic Theory and UCM Institute for Economic Analysis
Downloads 90 (619,975)
Citation 3

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

12.

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

Downloads 86 (637,606)

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

Number of pages: 78 Posted: 08 Dec 2022
Marta Gómez-Puig, Mary Pieterse-Bloem and Simon Sosvilla-Rivero
University of Barcelona - Department of Economic Theory, Erasmus Research Institute of Management (ERIM) and UCM Institute for Economic Analysis
Downloads 45 (913,611)

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

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

Number of pages: 78 Posted: 29 Sep 2022
Marta Gómez-Puig, Mary Pieterse-Bloem and Simon Sosvilla-Rivero
University of Barcelona - Department of Economic Theory, Erasmus Research Institute of Management (ERIM) and UCM Institute for Economic Analysis
Downloads 41 (951,721)

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

13.

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
University of Barcelona - Department of Economic Theory, University of Barcelona and UCM Institute for Economic Analysis
Downloads 85 (642,097)

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

14.

El Clasico of Housing: Bubbles in Madrid and Barcelona's Real Estate Markets

Downloads 78 (711,863)

El Clasico of Housing: Bubbles in Madrid and Barcelona's Real Estate Markets

Number of pages: 42 Posted: 07 May 2025
Adrian Fernandez-Perez, Marta Gómez-Puig and Simon Sosvilla-Rivero
University College Dublin (UCD) - Department of Banking & Finance, University of Barcelona - Department of Economic Theory and UCM Institute for Economic Analysis
Downloads 73 (753,329)

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Bubbles, Local Projections, Contagion, Real Estate Markets. JEL Classification Codes: R31

El Clasico of Housing: Bubbles in Madrid and Barcelona's Real Estate Markets

Number of pages: 42 Posted: 02 May 2025
Adrian Fernandez-Perez, Marta Gómez-Puig and Simon Sosvilla-Rivero
University College Dublin (UCD) - Department of Banking & Finance, University of Barcelona - Department of Economic Theory and UCM Institute for Economic Analysis
Downloads 5 (1,372,513)

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Bubbles, Local Projections, Contagion, Real Estate Markets.

15.

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

Number of pages: 38 Posted: 08 Mar 2014
Marta Gómez-Puig, Simon Sosvilla-Rivero and María del Carmen Ramos-Herrera
University of Barcelona - Department of Economic Theory, UCM Institute for Economic Analysis and Universidad Complutense de Madrid (UCM)
Downloads 78 (675,195)
Citation 2

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Sovereign bond spreads, Panel data, Eurozone

16.

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

Number of pages: 36 Posted: 04 Feb 2015
Fernando Fernández Rodríguez, Marta Gómez-Puig and Simon Sosvilla-Rivero
University of Las Palmas de Gran Canaria - Faculty of Economic Science, University of Barcelona - Department of Economic Theory and UCM Institute for Economic Analysis
Downloads 76 (685,284)
Citation 6

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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
Marta Gómez-Puig, Simon Sosvilla-Rivero and Inmaculada Martínez‐Zarzoso
University of Barcelona - Department of Economic Theory, UCM Institute for Economic Analysis and Jaume I University
Downloads 75 (690,400)
Citation 1

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

18.

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
Freelancer, University of Barcelona - Department of Economic Theory and UCM Institute for Economic Analysis
Downloads 69 (723,090)
Citation 3

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

19.

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
University of Barcelona - Department of Economic Theory and UCM Institute for Economic Analysis
Downloads 68 (728,813)
Citation 2

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

20.

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, University of Barcelona - Department of Economic Theory and UCM Institute for Economic Analysis
Downloads 64 (752,649)
Citation 4

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

21.

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, University of Barcelona - Department of Economic Theory and UCM Institute for Economic Analysis
Downloads 63 (758,913)
Citation 2

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

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
University of Barcelona - Department of Economic Theory, University of Barcelona and UCM Institute for Economic Analysis
Downloads 58 (791,666)
Citation 1

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

23.

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
University of Barcelona - Department of Economic Theory and UCM Institute for Economic Analysis
Downloads 58 (791,666)
Citation 3

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

24.

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
University of Barcelona - Department of Economic Theory and UCM Institute for Economic Analysis
Downloads 56 (805,726)
Citation 1

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

25.

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, University of Barcelona - Department of Economic Theory and UCM Institute for Economic Analysis
Downloads 51 (843,093)

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

26.

'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
University of Barcelona - Department of Economic Theory, University of Barcelona and UCM Institute for Economic Analysis
Downloads 50 (850,998)

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

27.

On the Transmission of Credit and Liquidity Risks a Network Analysis for Emu Sovereign Debt Markets

Number of pages: 41 Posted: 07 Dec 2023
Adrian Fernandez-Perez, Marta Gómez-Puig and Simon Sosvilla-Rivero
University College Dublin (UCD) - Department of Banking & Finance, University of Barcelona - Department of Economic Theory and UCM Institute for Economic Analysis
Downloads 42 (919,599)

Abstract:

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Liquidity, Credit risk, EMU sovereign bonds, MTS bond market, Dynamic connectedness