Marta Gómez-Puig

Economic Theory Department. University of Barcelona

Associate Professor

Diagonal 690

Barcelona, 08034

Spain

SCHOLARLY PAPERS

24

DOWNLOADS
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946

CITATIONS
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Top 10,985

in Total Papers Citations

49

Scholarly Papers (24)

1.

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 105 (253,313)

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

2.

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 100 (261,788)
Citation 2

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

3.

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 99 (263,556)
Citation 16

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

4.

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 81 (299,056)
Citation 15

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Monetary integration, sovereign securities markets, bond markets integration

5.

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 64 (340,944)

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

6.

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 53 (373,523)
Citation 3

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

7.

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 51 (380,017)
Citation 7

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

8.

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 48 (390,184)
Citation 2

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

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 47 (393,552)

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

10.

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 37 (431,013)
Citation 8

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Sovereign bond spreads, Panel data, Eurozone

11.

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 35 (439,199)
Citation 9

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

12.

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 32 (451,959)

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

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
Economic Theory Department. University of Barcelona, University of Barcelona and UCM Institute for Economic Analysis
Downloads 28 (471,028)

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

14.

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 27 (476,133)

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

15.

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 25 (486,855)
Citation 2

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

16.

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 24 (492,325)
Citation 5

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

17.

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 23 (497,826)
Citation 3

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

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
University of Barcelona, Economic Theory Department. University of Barcelona and UCM Institute for Economic Analysis
Downloads 21 (509,267)

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

19.

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 14 (549,912)

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

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 11 (568,049)

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

21.

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 10 (574,207)

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

22.

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 6 (599,362)

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

23.

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 5 (605,926)
Citation 9
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24.

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 (661,445)
Citation 5
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Monetary Union, sovereign securities markets, bond market integration