Gurkaynak, Refet; Fratzscher, Marcel; Swanson, Eric; … - Society for Economic Dynamics - SED - 2009
We study the convergence of European bond markets and the anchoring of inflation expectations in the euro area using … high-frequency bond yield data for France, Germany, Italy, and Spain as well as smaller euro area countries and a control … convergence in euro area sovereign bond markets in terms of interest rate levels, unconditional daily fluctuations, and …