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• W2109809327 abstract "In this paper, we examine the integration of European government bond markets using daily returns over the 1998–2003 period with a set of complementary techniques to assess the time varying level of financial integration. We find evidence of strong contemporaneous and dynamic linkages between Euro zone bond markets with that of Germany. However, there is much weaker evidence outside of the Euro zone for the three accession markets of Czech Republic, Hungary and Poland, and the UK. In general, the degree of integration for these markets is weak and stable, with little evidence of further deepening despite the increased political integration associated with further enlargement of the European Union (EU)." @default.
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• W2109809327 date "2006-02-01" @default.
• W2109809327 modified "2023-09-27" @default.
• W2109809327 title "Dynamics of bond market integration between established and accession European Union countries" @default.
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• W2109809327 doi "https://doi.org/10.1016/j.intfin.2004.12.004" @default.
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