Spillover effects on government bond yields in euro zone. Does full financial integration exist in European government bond markets?

Faruk Balli

Journal of Economics and Finance, 2009, vol. 33, issue 4, 363 pages

Keywords: Financial Integration; Multivariate GARCH Models; Euro Bond Markets; Spillover Effects; Asset Pricing; F15; G12 (search for similar items in EconPapers)
Date: 2009
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Citations: View citations in EconPapers (31)

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Working Paper: Spillover Effects on Government Bond Yields in Euro Zone. Does Full Financial Integration Exist in European Government Bond Markets? (2008)
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DOI: 10.1007/s12197-008-9029-3

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