Chuliá Soler, HelenaGómez-Puig, MartaAbad, Pilar2014-05-192016-04-012014-03-141354-7798https://hdl.handle.net/2445/54183Bond 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.21 p.application/pdfeng(c) John Wiley & Sons, 2014Països de la Unió EuropeaBancs d'inversióCapitalistesRisc (Economia)BonsGestió d'actius i passiusActius financers derivatsEuropean Union countriesInvestment bankingCapitalistsRiskBondsAsset-liability managementDerivative securitiesinfo:eu-repo/semantics/article5986192014-05-12info:eu-repo/semantics/openAccess