Philippas, Dionisis; Siriopoulos, Costas - In: Studies in Economics and Finance 31 (2014), pp. 156-167
Purpose – The authors aim to investigate the cointegrating relationship of the government bond yields, driven by the common money factors in European Monetary Union (EMU). Design/methodology/approach -By adopting a dynamic ARDL transformation, the paper provides short-/long-term estimates of...
