Abad, Pilar; Chuliá, Helena; Gómez Puig, Marta - 2009
integration of European Government bond markets. We adopt the CAPM-based model of Bekaert and Harvey (1995) to compare, from the … and Eurozone risk) on Government bond returns, in the two groups of countries (EMU and non-EMU) in EU-15. Our empirical … evidence suggests that the impact of the introduction of the euro on the degree of integration of European Government bond …