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Sovereign bond market integration: the euro, trading platforms and globalization
Schulz, Alexander (contributor);  … - 2008
We disentangle different driving factors of sovereign bond market integration by studying yield co-movements of EMU … countries, the UK, the US and 16 German Länder in the last 15 years. At a low frequency of weeks, bond market integration has … euro, as well as increasing international capital flows, appear to drive low frequency integration. In contrast, yield …
Persistent link: https://www.econbiz.de/10003721534
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Sovereign Bond Market Integration : The Euro, Trading Platforms and Globalization
Schulz, Alexander - 2016
We disentangle different driving factors of sovereign bond market integration by studying yield co-movements of EMU … countries, the UK, the US and 16 German Länder in the last 15 years. At a low frequency of weeks, bond market integration has … euro, as well as increasing international capital flows, appear to drive low frequency integration. In contrast, yield …
Persistent link: https://www.econbiz.de/10012991124
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Sovereign bond market integration : the euro, trading platforms and globalisation
Wolff, Guntram B.; Schulz, Alexander - 2008
Persistent link: https://www.econbiz.de/10013445866
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Interdependence between the bond markets of CEEC-3 and Germany : a wavelet coherence analysis
Yang, Lu; Hamori, Shigeyuki - In: The North American journal of economics and finance : a … 32 (2015), pp. 124-138
Persistent link: https://www.econbiz.de/10011514450
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How did the capital market evaluate Germany's prospects for winning World War I? : evidence from the Amsterdam market for government bonds
Jopp, Tobias Alexander - In: Jahrbuch für Wirtschaftsgeschichte (2014) 2, pp. 159-184
Persistent link: https://www.econbiz.de/10010488355
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Linkages in the term structure of interest rates across sovereign bond markets
Sowmya, Subramaniam; Prasanna, Krishna; Bhaduri, Saumitra N. - In: Emerging markets review 27 (2016), pp. 118-139
Persistent link: https://www.econbiz.de/10011670958
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Re-examination of international bond market dependence : evidence from a pair copula approach
Abakah, Emmanuel Joel Aikins; Addo, Emmanuel; … - In: International review of financial analysis 74 (2021), pp. 1-35
Persistent link: https://www.econbiz.de/10012803932
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Estimating the effects of the "flight to quality", with an application to German bond yields and interest payments
Boeing-Reicher, Claire; Boysen-Hogrefe, Jens - 2017
Recent calculations have suggested that the German federal government has saved roughly EUR 90-100 billion, cumulatively, due to low bond yields since the onset of the Euro crisis. In order to determine the contribution of the "flight to quality" to this sum, we define the flight to quality as a...
Persistent link: https://www.econbiz.de/10011685448
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Dependence structure between CEEC-3 and German government securities markets
Yang, Lu; Hamori, Shigeyuki - In: Journal of international financial markets, … 29 (2014), pp. 109-125
Persistent link: https://www.econbiz.de/10010411545
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Multiscale financial risk contagion between international stock markets : evidence from EMD-Copula-CoVaR analysis
Changqing, Luo; Liu, Lan; Wang, Da - In: The North American journal of economics and finance : a … 58 (2021), pp. 1-24
Persistent link: https://www.econbiz.de/10013187623