Time-varying integration in european government bond markets

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dc.contributor.authorChuliá Soler, Helena
dc.contributor.authorGómez-Puig, Marta
dc.contributor.authorAbad, Pilar
dc.date.accessioned2014-05-19T12:15:35Z
dc.date.available2016-04-01T22:01:18Z
dc.date.issued2014-03-14
dc.date.updated2014-05-12T08:33:56Z
dc.description.abstractBond 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.extent21 p.
dc.format.mimetypeapplication/pdf
dc.identifier.idgrec598619
dc.identifier.issn1354-7798
dc.identifier.urihttps://hdl.handle.net/2445/54183
dc.language.isoeng
dc.publisherJohn Wiley & Sons
dc.relation.isformatofVersió postprint del document publicat a: http://dx.doi.org/10.1111/j.1468-036X.2011.00633.x
dc.relation.ispartofEuropean Financial Management, 2014, vol. 2, num. 2, p. 270-290
dc.relation.urihttp://dx.doi.org/10.1111/j.1468-036X.2011.00633.x
dc.rights(c) John Wiley & Sons, 2014
dc.rights.accessRightsinfo:eu-repo/semantics/openAccess
dc.sourceArticles publicats en revistes (Economia)
dc.subject.classificationPaïsos de la Unió Europea
dc.subject.classificationBancs d'inversió
dc.subject.classificationCapitalistes
dc.subject.classificationRisc (Economia)
dc.subject.classificationBons
dc.subject.classificationGestió d'actius i passius
dc.subject.classificationActius financers derivats
dc.subject.otherEuropean Union countries
dc.subject.otherInvestment banking
dc.subject.otherCapitalists
dc.subject.otherRisk
dc.subject.otherBonds
dc.subject.otherAsset-liability management
dc.subject.otherDerivative securities
dc.titleTime-varying integration in european government bond marketseng
dc.typeinfo:eu-repo/semantics/article
dc.typeinfo:eu-repo/semantics/acceptedVersion

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