The paper analyzes the integration of euro area sovereign bond markets during the European sovereign debt crisis. It … identification. The paper finds that euro area government bond markets were well integrated prior to the crisis, but saw a …

We study the convergence of European bond markets and the anchoring of inflation expectations in euro area countries …) has led to substantial convergence in euro area sovereign bond markets in terms of interest rate levels, unconditional … substantially across euro area countries and even been eliminated over time, thus underlining not only market integration but also …

The paper analyzes the integration of euro area sovereign bond markets during the European sovereign debt crisis. It … identification. The paper finds that euro area government bond markets were well integrated prior to the crisis, but saw a …