Cappiello, Lorenzo; Hördahl, Peter; Kadareja, Arjan; … - 2006
that were found to be important in explaining the dynamics of premia before the introduction of the euro continue to play a … correlations, and the other one on a regression quantile-based codependence measure. We document an overall increase in co …-movements in both equity and bond euro area markets, suggesting that integration has progressed since the introduction of the euro …