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EMU and European government bond market integration · Study

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ArticleEMU and European government bond market integration

Pilar Abad2009

OA

Articlegreen2009

EMU and European government bond market integration

Pilar Abad · Helena Chuliá · Marta Gómez‐Puig

135 citations·0/0 files stored·Journal of Banking & Finance

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Financial Markets and Investment Strategies Global Financial Crisis and Policies Financial Risk and Volatility Modeling

Abstract

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Citations in this library

Stored only when both papers are in the corpus — 135 citations exist upstream.

References

1985A Theory of the Term Structure of Interest Rates 1995Multivariate Simultaneous Generalized ARCH 1992Quasi-maximum likelihood estimation and inference in dynamic models with time-varying covariances 1988A Capital Asset Pricing Model with Time-Varying Covariances 1980On estimating the expected return on the market 1995Time‐Varying World Market Integration 1991Yield Spreads and Interest Rate Movements: A Bird's Eye View 2006Asymmetric Dynamics in the Correlations of Global Equity and Bond Returns

Cited by

2010Dynamic European stock market convergence: Evidence from rolling cointegration analysis in the first euro-decade 2019Financial cointegration and spillover effect of global financial crisis: a study of emerging Asian financial markets 2016Which market integration measure?2013Putting the “C” into crisis: Contagion, correlations and copulas on EMU bond markets 2010Financial integration and emerging markets capital structure 2013Heterogeneity of the determinants of euro-area sovereign bond spreads; what does it tell us about financial stability?2013Business cycle convergence in EMU: A second look at the second moment 2013Bond markets co-movement dynamics and macroeconomic factors: Evidence from emerging and frontier markets

Details

Year2009

Typearticle

Published2009-10-28

VenueJournal of Banking & Finance

ISSN-L0378-4266

Languageen

Citations135

Files0 public / 0

ShelfFinancial Markets and Investment Strategies

Identifiers

doi10.1016/j.jbankfin.2009.10.009

openalex_workW2148375692

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