Wolff, Guntram B.; Schulz, Alexander - Directorate-General Economic and Financial Affairs, … - 2008
Study on sovereign bond market integration and the role of the euro, trading platforms and globalisation. We … disentangle different driving factors of sovereign bond market integration by studying yield co-movements of EMU countries, the UK …, the US and 16 German Lander in the last 15 years. At a low frequency of weeks, bond market integration has increased …