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The paper analyzes the integration of euro area sovereign bond markets during the European sovereign debt crisis. It … identification. The paper finds that euro area government bond markets were well integrated prior to the crisis, but saw a …
Persistent link: https://www.econbiz.de/10010508561
The paper analyzes the integration of euro area sovereign bond markets during the European sovereign debt crisis. It … identification. The paper finds that euro area government bond markets were well integrated prior to the crisis, but saw a …
Persistent link: https://www.econbiz.de/10010519824
The paper analyzes the integration of euro area sovereign bond markets during the European sovereign debt crisis. It … identification. The paper finds that euro area government bond markets were well integrated prior to the crisis, but saw a …
Persistent link: https://www.econbiz.de/10013023155
. Building on an uncovered interest rate parity condition to measure financial integration, a trivariate GARCH model with time …This paper analyzes the integration process of European equity markets since the 1980s. Its central focus is on the … role that EMU, and specifically, changes in exchange rate volatility, has played in this process of financial integration …
Persistent link: https://www.econbiz.de/10013320297
Persistent link: https://www.econbiz.de/10011752308
Persistent link: https://www.econbiz.de/10002125231
Persistent link: https://www.econbiz.de/10002635956
Persistent link: https://www.econbiz.de/10001749417
's prosperity. The paper focuses on political events in Italy over the past 35 years and asks whether the adoption of the euro in …'s financial markets throughout the 1970s, 1980s and 1990s. The introduction of the euro appears to have indeed played a major role …
Persistent link: https://www.econbiz.de/10013159357