Integration and disintegration of EMU government bond markets
Year of publication: |
2021
|
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Authors: | Leschinski, Christian ; Voges, Michelle ; Sibbertsen, Philipp |
Published in: |
Econometrics : open access journal. - Basel : MDPI, ISSN 2225-1146, ZDB-ID 2717594-7. - Vol. 9.2021, 1, Art.-No. 13, p. 1-17
|
Subject: | EMU | fractional cointegration | market integration | yield spreads | Öffentliche Anleihe | Public bond | Marktintegration | Market integration | Aktienmarkt | Stock market | Eurozone | Euro area | 1997-2017 |
Type of publication: | Article |
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Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
Language: | English |
Other identifiers: | 10.3390/econometrics9010013 [DOI] hdl:10419/247603 [Handle] |
Classification: | C32 - Time-Series Models ; C14 - Semiparametric and Nonparametric Methods ; c58 ; E43 - Determination of Interest Rates; Term Structure Interest Rates |
Source: | ECONIS - Online Catalogue of the ZBW |
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