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Government bond market linkages: evidence from Europe
16 references·1 citing·31 second hop
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References

  • 1987Co-Integration and Error Correction: Representation, Estimation, and Testing31,983 cited
  • 1982Autoregressive Conditional Heteroscedasticity with Estimates of the Variance of United Kingdom Inflation20,684 cited
  • 1980Macroeconomics and Reality12,826 cited
  • 1991Estimation and Hypothesis Testing of Cointegration Vectors in Gaussian Vector Autoregressive Models11,146 cited
  • 1998Generalized impulse response analysis in linear multivariate models6,129 cited
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  • 1992DETERMINATION OF COINTEGRATION RANK IN THE PRESENCE OF A LINEAR TREND1,011 cited
  • 1979Investment Analysis and Portfolio Management.985 cited
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  • 2003The structure of interdependence in international stock markets413 cited
  • 1997Generalised Impulse Response Analysis in Linear Multivariate Models412 cited
  • 2003Expected returns, risk and the integration of international bond markets

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155 cited
  • 2005Futures Trading Activity and Commodity Cash Price Volatility124 cited
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    • 2009Financial contagion among members of the EU‐825 cited