Wolff, Guntram B.; Schulz, Alexander - 2008
We disentangle different driving factors of sovereign bond market integration by studying yield co-movements of EMU … countries, the UK, the US and 16 German Länder in the last 15 years. At a low frequency of weeks, bond market integration has … increased gradually in the course of the last 15 years in EMU countries, as well as the UK, the US and the German Länder. The …