Search Results - subject:"Bond Market Integration"

Time-varying bond market integration and the impact of financial crises

Qin, Weiping; Cho, Sungjun; Hyde, Stuart - In: International review of financial analysis 90 (2023), pp. 1-19

Persistent link: https://www.econbiz.de/10014470586

Spillovers on sectoral sukuk returns : evidence from country level analysis

Syed Mabruk Billah; Balli, Faruk; Balli, Hatice Ozer - In: Applied economics 54 (2022) 38, pp. 4402-4432

Persistent link: https://www.econbiz.de/10013410976

The empirical evidence on government bond market integration in East Asia

Liu, Lian - In: Journal of East Asian economic integration 20 (2016) 1, pp. 37-65

This research intends to investigate the progress made in East Asian bond market integration thus far. Price … market integration process seems slow. The convergence of bond markets sped up in 2003 and after the 2008 world financial … crisis, implying the important role of government policies in integrating the regional bond markets. East Asian bond market …

Persistent link: https://www.econbiz.de/10011764933

“European Government Bond Markets and Monetary Policy Surprises: Returns, Volatility and Integration”

Abad, Pilar; Chuliá, Helena - Facultat d'Economia i Empresa, Universitat de Barcelona - 2013

In this paper we investigate the response of bond markets to euro area and US monetary policy shocks. Specifically, we analyze the effect of unexpected changes in interest rates implemented by the European Central Bank (ECB) and the Federal Open Market Committee (FOMC) not only on the returns,...

Persistent link: https://www.econbiz.de/10010721933

Government bond market integration and the EMU: Correlation based evidence

Missio, Sebastian - 2012

in January 1999. This paper analyses the development of the government bond market integration during the three stages of … market integration progress. Finally, a comparison of government bond market integration with equity market integration is … proposed in order to identify the particular reason for the bond market integration in Europe. The results demonstrate that the …

Persistent link: https://www.econbiz.de/10010294713