Spillover effects on government bond yields in euro zone. Does full financial integration exist in European government bond markets?
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- Balli, Faruk, 2008. "Spillover Effects on Government Bond Yields in Euro Zone. Does Full Financial Integration Exist in European Government Bond Markets?," MPRA Paper 10162, University Library of Munich, Germany.
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More about this item
KeywordsFinancial Integration; Multivariate GARCH Models; Euro Bond Markets; Spillover Effects; Asset Pricing; F15; G12;
- F15 - International Economics - - Trade - - - Economic Integration
- G12 - Financial Economics - - General Financial Markets - - - Asset Pricing; Trading Volume; Bond Interest Rates
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