Ehrmann, Michael; Fratzscher, Marcel; Gürkaynak, Refet S. - 2007
integration at daily frequency
thus represents a much stricter test for unification. Since Baele et al., a number of studies …, Favero et al. 2008).
1
Relative to
these studies, our contribution is to look at high-frequency, daily bond market data … available.
Our paper also studies the convergence and anchoring of long-term inflation expectations in
the euro area by …