'Whatever It Takes' to Resolve the European Sovereign Debt Crisis? Bond Pricing Regime Switches and Monetary Policy Effects
António Afonso, Michael G. Arghyrou, Maria Dolores Gadea
Journal of International Money and Finance, vol. 86, 2018, p. 1-30.

On the Time-Varying Relationship between EMU Sovereign Spreads and Their Determinants
António Afonso, Michael G. Arghyrou, George Bagdatoglou, Alexandros Kontonikas
Economic Modelling, vol. 44, 2015, p. 363-371.

Pricing Sovereign Bond Risk in the European Monetary Union Area: An Empirical Investigation
António Afonso, Michael G. Arghyrou, Alexandros Kontonikas
International Journal Of Finance And Economics, vol. 19, 2014, p. 49-56.