We investigate the contagion appetite generated by the current debt crisis in Greece by focusing on six European Monetary Union bond markets, namely the Netherlands, Germany, Italy, Spain, Portugal and France. We use a framework that contains two procedures, a spillover regime/switching model...

Purpose – The authors aim to investigate the cointegrating relationship of the government bond yields, driven by the common money factors in European Monetary Union (EMU). Design/methodology/approach -By adopting a dynamic ARDL transformation, the paper provides short-/long-term estimates of...

The paper examines the implications arising from the effect of two cognitive biases, representativeness and conservatism, for securities price behaviour on the London Stock Exchange. In a single- and multi-factor framework of abnormal returns, the aspects of trend and consistency in the...

By adopting a dynamic ARDL transformation, we investigate the cointegrating relationship of the government bond debt yields, driven by the common money market factors in Economic Monetary Union. The findings indicate that the introduction of the common currency has not a uniform effect on the...

We investigate the contagion appetite generated by the current debt crisis in Greece by focusing on six European Monetary Union bond markets, namely the Netherlands, Germany, Italy, Spain, Portugal and France. We use a framework that contains two procedures, a spillover regime/switching model...

The paper examines the evolution of trade openness implications in the Mediterranean basin countries with respect to the European Union's trade initiatives, using a series of unconditional and conditional convergence tests. Accounting the endogeneity and instrumenting the spatial geography,...