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EUROPEAN FINANCIAL MARKET INTEGRATION: A CLOSER LOOK AT GOVERNMENT BONDS IN EUROZONE COUNTRIES
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EUROPEAN FINANCIAL MARKET INTEGRATION: A CLOSER LOOK AT GOVERNMENT BONDS IN EUROZONE COUNTRIES (2020)EUROPEAN FINANCIAL MARKET INTEGRATION: A …Measuring bilateral spillover and testing contagion on sovereign bond markets in Europe (2014)Measuring bilateral spillover…Sovereign bond yield spillovers in the Euro zone during the financial and debt crisis (2013)Sovereign bond yield spillove…The Euro Area Sovereign Debt Crisis: Safe Haven, Credit Rating Agencies and the Spread of the Fever from Greece, Ireland and Portugal (2012)The Euro Area Sovereign Debt …Sovereign spreads in the eurozone: which prospects for a Eurobond? (2012)Sovereign spreads in the euro…Sovereign bond yield spreads: A time-varying coefficient approach (2011)Sovereign bond yield spreads:…What drives spreads in the euro area government bond market? (2009)What drives spreads in the eu…Government risk premiums in the bond market: EMU and Canada (2009)Government risk premiums in t…EMU and European government bond market integration (2009)EMU and European government b…The dynamics of Central European equity market comovements (2006)The dynamics of Central Europ…Measuring European Financial Integration (2005)Measuring European Financial …Measuring European Financial Integration (2004)Measuring European Financial …Critical values for multiple structural change tests (2003)Critical values for multiple …Generalized impulse response analysis in linear multivariate models (1998)Generalized impulse response …Residual-based tests for cointegration in models with regime shifts (1996)Residual-based tests for coin…Impulse response analysis in nonlinear multivariate models (1996)Impulse response analysis in …Use of Cumulative Sums of Squares for Retrospective Detection of Changes of Variance (1994)Use of Cumulative Sums of Squ…Stochastic Simulation (1987)How Big Is the Random Walk in GNP? 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References

  • 1998Generalized impulse response analysis in linear multivariate models6,129 cited
  • 1996Impulse response analysis in nonlinear multivariate models5,071 cited
  • 1996Residual-based tests for cointegration in models with regime shifts2,528 cited
  • 1994Use of Cumulative Sums of Squares for Retrospective Detection of Changes of Variance1,237 cited
  • 2003Critical values for multiple structural change tests860 cited
  • 2009What drives spreads in the euro area government bond market?301 cited
  • 2011Sovereign bond yield spreads: A time-varying coefficient approach279 cited
  • 2004Measuring European Financial Integration242 cited
  • 2012The Euro Area Sovereign Debt Crisis: Safe Haven, Credit Rating Agencies and the Spread of the Fever from Greece, Ireland and Portugal240 cited
  • 2009Government risk premiums in the bond market: EMU and Canada192 cited
  • 2014Measuring bilateral spillover and testing contagion on sovereign bond markets in Europe187 cited
  • 2012Sovereign spreads in the eurozone: which prospects for a Eurobond?172 cited
  • 2013Sovereign bond yield spillovers in the Euro zone during the financial and debt crisis163 cited
  • 2005Measuring European Financial Integration139 cited
  • 2009

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EMU and European government bond market integration
135 cited
  • 2006The dynamics of Central European equity market comovements133 cited
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