“European government bond market integration in turbulent times”
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- Pilar Abad & Helena Chuliá, 2014. "European government bond market integration in turbulent times," Working Papers 2014-08, Universitat de Barcelona, UB Riskcenter.
References listed on IDEAS
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Cited by:
- Wohlmann, Monika, 2015. "Finanzmarktintegration in Mittelosteuropa: Eine empirische Analyse der integrativen Wirkung des Euro," Arbeitspapiere der FOM 55, FOM Hochschule für Oekonomie & Management.
- Mercedes Ayuso & Montserrat Guillen & Jens Perch Nielsen, 2019.
"Improving automobile insurance ratemaking using telematics: incorporating mileage and driver behaviour data,"
Transportation, Springer, vol. 46(3), pages 735-752, June.
- Mercedes Ayuso & Montserrat Guillén & Jens Perch Nielsen, 2016. "Improving automobile insurance ratemaking using telematics: incorporating mileage and driver behaviour data," Working Papers XREAP2016-08, Xarxa de Referència en Economia Aplicada (XREAP), revised Dec 2016.
- Mercedes Ayuso & Montserrat Guillén & Jens Perch Nielsen, 2017. "Improving automobile insurance ratemaking using telematics: incorporating mileage and driver behaviour data," Working Papers 2017-01, Universitat de Barcelona, UB Riskcenter.
- Sanjay Sehgal & Piyush Pandey & Florent Deisting, 2018. "Stock Market Integration Dynamics and its Determinants in the East Asian Economic Community Region," Journal of Quantitative Economics, Springer;The Indian Econometric Society (TIES), vol. 16(2), pages 389-425, June.
- Manuela Alcañiz & Aïda Solé-Auró, 2018. "Ageing and health-related quality of life: evidence from Catalonia (Spain)," Working Papers 2018-01, Universitat de Barcelona, UB Riskcenter.
- Estefanía Alaminos & Mercedes Ayuso, 2015. "Methodological Approach of a Multiple State Actuarial Model for the Married - Widower case for the assessment of retirement and widowhood pensions," Working Papers 2015-04, Universitat de Barcelona, UB Riskcenter.
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Keywords
Financial integration; European government bond markets; coexceedances; extreme returns; logistic regression. JEL classification: C25; F36; G15;JEL classification:
NEP fields
This paper has been announced in the following NEP Reports:- NEP-EEC-2014-11-12 (European Economics)
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