Christiansen, Charlotte - In: Journal of Banking & Finance 42 (2014) C, pp. 191-198
I investigate the time variation in the integration of EU government bond markets. The integration is measured by the … explanatory power of European factor portfolios for the individual bond markets for each year. The integration of the government … bond markets is stronger for EMU than non-EMU members and stronger for old than new EU members. For EMU countries, the …