Alonso Abad, Maria Pilar; Chuliá, Helena; Gómez-Puig, … - European Central Bank - 2009
integration of European Government bond markets. Weadopt the CAPM-based model of Bekaert and Harvey (1995) to compare, from … and Eurozone risk) on Governmentbond returns, in the two groups of countries (EMU and non-EMU) in EU-15. Ourempirical … evidence suggests that the impact of the introduction of the euro on thedegree of integration of European Government bond …