Dynamics of bond market integration between established and new European Union countries Kim, Suk-Joong en_US Lucey, Brian en_US Wu, Eliza en_US 2021-11-25T13:37:38Z 2021-11-25T13:37:38Z 2006 en_US
dc.description.abstract In this paper, we examine the integration of European government bond markets using daily returns over the 1998–2003 period with a set of complementary techniques to assess the time varying level of financial integration. We find evidence of strong contemporaneous and dynamic linkages between Euro zone bond markets with that of Germany. However, there is much weaker evidence outside of the Euro zone for the three accession markets of Czech Republic, Hungary and Poland, and the UK. In general, the degree of integration for these markets is weak and stable, with little evidence of further deepening despite the increased political integration associated with further enlargement of the European Union (EU). en_US
dc.identifier.issn 1042-4431 en_US
dc.language English
dc.language.iso EN en_US
dc.rights CC BY-NC-ND 3.0 en_US
dc.rights.uri en_US
dc.source Legacy MARC en_US
dc.title Dynamics of bond market integration between established and new European Union countries en_US
dc.type Journal Article en
dcterms.accessRights open access
dspace.entity.type Publication en_US
unsw.identifier.doiPublisher en_US
unsw.relation.faculty Business
unsw.relation.ispartofissue 1 en_US
unsw.relation.ispartofjournal Journal of International Financial Markets Institutions and Money en_US
unsw.relation.ispartofpagefrompageto 41-56 en_US
unsw.relation.ispartofvolume 16 en_US
unsw.relation.originalPublicationAffiliation Kim, Suk-Joong, Banking & Finance, Australian School of Business, UNSW en_US
unsw.relation.originalPublicationAffiliation Lucey, Brian en_US
unsw.relation.originalPublicationAffiliation Wu, Eliza en_US School of Banking & Finance *
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