This paper investigates whether comovements between euro area equity returns at national and industry level have … changed after the introduction of the euro. By adopting a regression quantile-based methodology, we find that after 1999 the … degree of comovements among euro area national equity markets has augmented. By explicitly controlling for the impact of …

We assess whether the euro had an impact first on the degree of integration of European financial markets, and, second …, on the euro area term structure. We propose two methodologies to measure integration: one relies on time-varying GARCH … movements in both equity and bond euro area markets, suggesting that integration has progressed since the introduction of the …

output for the Euro area, the United States, Sweden, Australia, and the United Kingdom. Particular attention is paid to time … United States, and especially for the Euro area, and smaller for Australia and the United Kingdom. Overall, natural rate …