Sovereign bond market integration in the euro area: a new empirical conceptualization
Author:
Funder
Agence Nationale de la Recherche
Publisher
Springer Science and Business Media LLC
Subject
Management Science and Operations Research,General Decision Sciences
Link
https://link.springer.com/content/pdf/10.1007/s10479-022-04847-5.pdf
Reference43 articles.
1. Abad, P., Chulia, H., & Gomez-Puig, M. (2014). Time varying integration in European government bond markets. European Financial Management, 20(2), 270–294.
2. Afonso, A., Arghyrou, M., Bagdatoglou, G., & Kontonikas, A. (2015). On the time-varying relationship between EMU sovereign spreads and their determinants. Economic Modelling, 44, 363–371.
3. Afonso, A., Jalles, J. T., & Kazemi, M. (2020). The effects of macroeconomic, fiscal and monetary policy announcements on sovereign bond spreads. International Review of Law and Economics, 63, 105924.
4. Afonso, A., & Nunes, A. S. (2015). Economic forecasts and sovereign yields. Economic Modelling, 44, 319–326.
5. Aizenman, J., Hutchison, M., & Jinjarak, Y. (2013). What is the risk of European sovereign debt defaults? Fiscal Space, CDS Spreads and Market Pricing of Risk. Journal of International Money and Finance, 34, 37–59.
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