Philippas, Dionisis; Siriopoulos, Costas - In: Studies in Economics and Finance 31 (2014), pp. 156-167
Purpose – The authors aim to investigate the cointegrating relationship of the government bond yields, driven by the …, the paper provides short-/long-term estimates of bond yields convergence before the burst of the current debt crisis. It … also investigates how the degree of convergence between bond yields, driven by money factors, is affected in short …