Spillover effects on government bond yields in euro zone : does full financial integration exist in European government bond markets?
Year of publication: |
2009
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Authors: | Balli, Faruk |
Published in: |
Journal of economics and finance. - New York, NY : Springer, ISSN 1055-0925, ZDB-ID 1163091-7. - Vol. 33.2009, 4, p. 331-363
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Subject: | Öffentliche Anleihe | Public bond | Eurozone | Euro area | Spillover-Effekt | Spillover effect | ARCH-Modell | ARCH model | CAPM | Marktintegration | Market integration | EU-Staaten | EU countries |
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