Integration of international bond markets: did anything change with EMU?

Nicola Lamedica and Roberto Renò

Applied Economics Letters, 2007, vol. 14, issue 11, 829-832

Abstract: In a recent article, Barr and Priestley (2004) show that using a conditional asset pricing model that allows variation in the price of, and exposure to, risk, there is strong evidence that national markets are partially integrated into world markets. This letter extends their analysis to the European monetary union period. We show that the level of integration raised in all countries except in Japan, which experienced a deflation period.

Date: 2007
References: Add references at CitEc
Citations: View citations in EconPapers (6)

Downloads: (external link)
http://www.informaworld.com/openurl?genre=article& ... 40C6AD35DC6213A474B5 (text/html)
Access to full text is restricted to subscribers.

Related works:
This item may be available elsewhere in EconPapers: Search for items with the same title.

Export reference: BibTeX RIS (EndNote, ProCite, RefMan) HTML/Text

Persistent link: https://EconPapers.repec.org/RePEc:taf:apeclt:v:14:y:2007:i:11:p:829-832

Ordering information: This journal article can be ordered from
http://www.tandfonline.com/pricing/journal/RAEL20

DOI: 10.1080/13504850600592689

Access Statistics for this article

Applied Economics Letters is currently edited by Anita Phillips

More articles in Applied Economics Letters from Taylor & Francis Journals
Bibliographic data for series maintained by Chris Longhurst ().