Dynamics of Bond Market Integration between Existing And Accession EU Countries
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CitationsCitations are extracted by the CitEc Project, subscribe to its RSS feed for this item.
- Claire G.Gilmore & Brian Lucey & Ginette M.McManus, 2005. "The Dynamics of Central European Equity Market Integration," The Institute for International Integration Studies Discussion Paper Series iiisdp069, IIIS.
- Hassan, M. Kabir & Ngene, Geoffrey M. & Yu, Jung-Suk, 2015. "Credit default swaps and sovereign debt markets," Economic Systems, Elsevier, vol. 39(2), pages 240-252.
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- Anita Radman Peša & Mejra Festić, 2012. "Testing the “EU Announcement Effect” on Stock Market Indices and Macroeconomic Variables in Croatia Between 2000 and 2010," Prague Economic Papers, University of Economics, Prague, vol. 2012(4), pages 450-469.
- repec:prg:jnlpep:v:2013:y:2013:i:4:id:434:p:450-469 is not listed on IDEAS
More about this item
KeywordsBond Indices; Cointegration; GARCH Models; Integration; Kalman Filter;
NEP fieldsThis paper has been announced in the following NEP Reports:
- NEP-ALL-2005-04-30 (All new papers)
- NEP-EEC-2005-04-30 (European Economics)
- NEP-TRA-2005-04-30 (Transition Economics)
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