Spillover effects on government bond yields in euro zone. Does full financial integration exist in European government bond markets?
Year of publication: |
2009
|
---|---|
Authors: | Balli, Faruk |
Published in: |
Journal of Economics and Finance. - Springer, ISSN 1055-0925. - Vol. 33.2009, 4, p. 331-363
|
Publisher: |
Springer |
Subject: | Financial Integration | Multivariate GARCH Models | Euro Bond Markets | Spillover Effects | Asset Pricing |
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