Ehrmann, Michael; Fratzscher, Marcel; Gürkaynak, Refet S. - 2007
convergence of European bond markets and the anchoring of inflation
expectations in the euro area using high-frequency bond yield … macroeconomic announcements. Our findings also suggest a
substantial increase in the anchoring of long-term inflation expectations … integration of bond markets across euro area countries and the effects
it had on the anchoring of long-term inflation …