Dynamics of Bond Market Integration between Existing And Accession EU Countries
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- Bank for International Settlements, 2008. "Assessing the integration of Asia's equity and bond markets," BIS Papers chapters,in: Bank for International Settlements (ed.), Regional financial integration in Asia: present and future, volume 42, pages 1-37 Bank for International Settlements.
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- 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.
- repec:prg:jnlpep:v:2013:y:2013:i:4:id:434:p:450-469 is not listed on IDEAS
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KeywordsBond Indices; Cointegration; GARCH Models; Integration; Kalman Filter;
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