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Interest Rate Convergence in Euro-Candidate Countries: Volatility Dynamics of Sovereign Bond Yields
16 references·0 citing·47 second hop
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References

  • 1993Galton's Fallacy and Tests of the Convergence Hypothesis1,750 cited
  • 2004Trade, Finance, Specialization, and Synchronization764 cited
  • 1993Shocking aspects of European monetary integration566 cited
  • 2007The design of fiscal rules and forms of governance in European Union countries337 cited
  • 2009The Design of Fiscal Rules and Forms of Governance in European Union Countries296 cited
  • 2001Economic Transformation and Real Exchange Rates in the 2000s: The Balassa-Samuelson Connection186 cited
  • 2008Fiscal institutions, fiscal policy and sovereign risk premia in EMU166 cited
  • 2004The Balassa–Samuelson Effect in Central Europe: A Disaggregated Analysis150 cited
  • 2004Real and monetary convergence between the European Union’s core and recent member countries: A rolling cointegration approach103 cited
  • 2006Pilgrims to the Eurozone: How far, how fast?100 cited
  • 2006Exchange rate volatility and regime change: A Visegrad comparison98 cited
  • 2007The Balassa-Samuelson Effect in Central Europe: A Disaggregated Analysis85 cited
  • 2005Dynamics of bond market integration between established and accession European Union countries84 cited
  • 2005Real and nominal stochastic convergence: Are the new EU members ready to join the Euro zone?79 cited

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  • 2005Nominal Versus Real Convergence – EMU Entry Scenarios for the New Member States79 cited
  • 2008Measuring Financial Integration in New EU Member States75 cited
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