Please use this identifier to cite or link to this item:
http://hdl.handle.net/2445/106982Full metadata record
| DC Field | Value | Language |
|---|---|---|
| dc.contributor.author | Abad, Pilar | - |
| dc.contributor.author | Chuliá Soler, Helena | - |
| dc.contributor.author | Gómez-Puig, Marta | - |
| dc.date.accessioned | 2017-02-15T10:10:40Z | - |
| dc.date.available | 2017-02-15T10:10:40Z | - |
| dc.date.issued | 2010-12 | - |
| dc.identifier.issn | 0378-4266 | - |
| dc.identifier.uri | http://hdl.handle.net/2445/106982 | - |
| dc.description.abstract | In this study we adopt the CAPM-based model of Bekaert and Harvey (1995) to compare the differences in the relative importance of two sources of systemic risk (world and Eurozone) on Government bond returns, in two groups of countries in EU-15. Results show that euro markets are less vulnerable to the influence of world risk factors, and more vulnerable to EMU risk factors. However, they are only partially integrated. For their part, the markets of the countries that decided to stay out of the Monetary Union present a higher vulnerability to external risk factors. | - |
| dc.format.extent | 10 p. | - |
| dc.format.mimetype | application/pdf | - |
| dc.language.iso | eng | - |
| dc.publisher | Elsevier B.V. | - |
| dc.relation.isformatof | Versió postprint del document publicat a: https://doi.org/10.1016/j.jbankfin.2009.10.009 | - |
| dc.relation.ispartof | Journal of Banking & Finance, 2010, vol. 34, num. 12, p. 2851-2860 | - |
| dc.relation.uri | https://doi.org/10.1016/j.jbankfin.2009.10.009 | - |
| dc.rights | (c) Elsevier B.V., 2010 | - |
| dc.source | Articles publicats en revistes (Economia) | - |
| dc.subject.classification | Unions monetàries | - |
| dc.subject.classification | Borsa de valors | - |
| dc.subject.classification | Bons | - |
| dc.subject.classification | Mercat financer | - |
| dc.subject.other | Monetary unions | - |
| dc.subject.other | Stock-exchange | - |
| dc.subject.other | Bonds | - |
| dc.subject.other | Financial market | - |
| dc.title | EMU and European government bond market integration | - |
| dc.type | info:eu-repo/semantics/article | - |
| dc.type | info:eu-repo/semantics/acceptedVersion | - |
| dc.identifier.idgrec | 597239 | - |
| dc.date.updated | 2017-02-15T10:10:41Z | - |
| dc.rights.accessRights | info:eu-repo/semantics/openAccess | - |
| Appears in Collections: | Articles publicats en revistes (Economia) Articles publicats en revistes (Econometria, Estadística i Economia Aplicada) | |
Files in This Item:
| File | Description | Size | Format | |
|---|---|---|---|---|
| 597239.pdf | 738.67 kB | Adobe PDF | View/Open |
Items in DSpace are protected by copyright, with all rights reserved, unless otherwise indicated.