financial integration (and greater portfolio diversification opportunities), during the Covid-19 period, though this is likely …

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 …