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http://hdl.handle.net/2445/54183Full metadata record
| DC Field | Value | Language |
|---|---|---|
| dc.contributor.author | Chuliá Soler, Helena | - |
| dc.contributor.author | Gómez-Puig, Marta | - |
| dc.contributor.author | Abad, Pilar | - |
| dc.date.accessioned | 2014-05-19T12:15:35Z | - |
| dc.date.available | 2016-04-01T22:01:18Z | - |
| dc.date.issued | 2014-03-14 | - |
| dc.identifier.issn | 1354-7798 | - |
| dc.identifier.uri | http://hdl.handle.net/2445/54183 | - |
| dc.description.abstract | Bond market integration clearly changes in response to economic and financial conditions, since the level of risk aversion changes and investors require time-varying compensation for accepting a risky payoff from financial assets. In this paper we examine the dynamic behaviour of European Government bond market integration using an asset pricing model based on that of Bekaert and Harvey. | - |
| dc.format.extent | 21 p. | - |
| dc.format.mimetype | application/pdf | - |
| dc.language.iso | eng | - |
| dc.publisher | John Wiley & Sons | - |
| dc.relation.isformatof | Versió postprint del document publicat a: http://dx.doi.org/10.1111/j.1468-036X.2011.00633.x | - |
| dc.relation.ispartof | European Financial Management, 2014, vol. 2, num. 2, p. 270-290 | - |
| dc.relation.uri | http://dx.doi.org/10.1111/j.1468-036X.2011.00633.x | - |
| dc.rights | (c) John Wiley & Sons, 2014 | - |
| dc.source | Articles publicats en revistes (Economia) | - |
| dc.subject.classification | Països de la Unió Europea | - |
| dc.subject.classification | Bancs d'inversió | - |
| dc.subject.classification | Capitalistes | - |
| dc.subject.classification | Risc (Economia) | - |
| dc.subject.classification | Bons | - |
| dc.subject.classification | Gestió d'actius i passius | - |
| dc.subject.classification | Actius financers derivats | - |
| dc.subject.other | European Union countries | - |
| dc.subject.other | Investment banking | - |
| dc.subject.other | Capitalists | - |
| dc.subject.other | Risk | - |
| dc.subject.other | Bonds | - |
| dc.subject.other | Asset-liability management | - |
| dc.subject.other | Derivative securities | - |
| dc.title | Time-varying integration in european government bond markets | eng |
| dc.type | info:eu-repo/semantics/article | - |
| dc.type | info:eu-repo/semantics/acceptedVersion | - |
| dc.identifier.idgrec | 598619 | - |
| dc.date.updated | 2014-05-12T08:33:56Z | - |
| dc.rights.accessRights | info:eu-repo/semantics/openAccess | - |
| Appears in Collections: | Articles publicats en revistes (Econometria, Estadística i Economia Aplicada) Articles publicats en revistes (Economia) | |
Files in This Item:
| File | Description | Size | Format | |
|---|---|---|---|---|
| 598619.pdf | 689.66 kB | Adobe PDF | View/Open |
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