European Financial Market Integration: A Closer Look at Government Bonds in Eurozone Countries
Download full text from publisher
CitationsCitations are extracted by the CitEc Project, subscribe to its RSS feed for this item.
- Hubert Gabrisch & Lucjan T. Orlowski, 2010.
"Interest Rate Convergence in Euro-Candidate Countries: Volatility Dynamics of Sovereign Bond Yields,"
Emerging Markets Finance and Trade,
M.E. Sharpe, Inc., vol. 46(6), pages 69-85, November.
- Hubert Gabrisch & Lucjan T. Orlowski, 2010. "Interest Rate Convergence in Euro-Candidate Countries: Volatility Dynamics of Sovereign Bond Yields," Emerging Markets Finance and Trade, Taylor & Francis Journals, vol. 46(6), pages 69-85, November.
More about this item
KeywordsFinancial markets integration; euro area government bonds; stochastic Kernel-density estimates;
- C23 - Mathematical and Quantitative Methods - - Single Equation Models; Single Variables - - - Models with Panel Data; Spatio-temporal Models
- E44 - Macroeconomics and Monetary Economics - - Money and Interest Rates - - - Financial Markets and the Macroeconomy
- G15 - Financial Economics - - General Financial Markets - - - International Financial Markets
NEP fieldsThis paper has been announced in the following NEP Reports:
- NEP-ALL-2009-03-28 (All new papers)
- NEP-CBA-2009-03-28 (Central Banking)
- NEP-EEC-2009-03-28 (European Economics)
- NEP-MAC-2009-03-28 (Macroeconomics)
StatisticsAccess and download statistics
All material on this site has been provided by the respective publishers and authors. You can help correct errors and omissions. When requesting a correction, please mention this item's handle: RePEc:diw:diwwpp:dp864. See general information about how to correct material in RePEc.
For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: (Bibliothek). General contact details of provider: http://edirc.repec.org/data/diwbede.html .
We have no references for this item. You can help adding them by using this form .