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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- 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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