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 … evidence suggests that the impact of the introduction of the euro on thedegree of integration of European Government bond …
Working PaPer SerieS
no 1079 / auguSt 2009
eMu and euroPean
governMent Bond
Market integration
by Pilar Abad …