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Is there a Long-Term Relationship among European Sovereign Bond Yields?. (2017). Ramirez, Miguel ; Schaeffer, Ian .
In: Business and Economic Research.
RePEc:mth:ber888:v:7:y:2017:i:1:p:68-86.

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  7. Clare, A., Maras, M., & Thomas, S. (1995) The Integration and Efficiency of International Bond Markets. Journal of Business Finance & Accounting, 22(2), 313-322. https://doi.org/10.1111/j.1468-5957.1995.tb00687.x De Santis, R. (2012). The Euro Area Sovereign Debt Crisis: Safe Haven, Credit Rating Agencies and the Spread of the Fecer from Greece, Ireland and Portugal. European Central Bank Working Paper Series. No. 1419.
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  8. European Central Bank (ECB). Statistical Data Warehouse. http://sdw.ecb.europa.eu/ Ehrmann, M., Fratzscher, M., Gurkaynak, R. S., & Swanson, E. T. (2011). Covergence and Anchoring of Yield Curves in the Euro Area. The Review of Economics and Statistics, 93(1), 350-364. https://doi.org/10.1162/REST_a_00055 Engle, R. F., & Granger, W. J. (1987). Co-Integration and Error Correction: Representation, Estimation, and Testing. Econometrica, 55(2), 251-276. https://doi.org/10.2307/1913236 FRED Economic Data, Federal Reserve Bank of St. Louis. https://fred.stlouisfed.org/ Gandolfo, G. (2002). International Finance and Open-Economy Macroeconomics. Springer.

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  10. Hatzigeorgiou, A. (2014). The Greek Economic Crisis – Is the Euro to Blame? World Economics, 15(3), 143-162.

  11. https://doi.org/10.1016/S0304-4076(01)00098-7 Maddala, G. S., & Wu, S. (1999). A Comparative Study of Unit Root Tests with Panel Data and A New Simple Test, Oxford Bulletin of Economics and Statistics, 61, 631-52. https://doi.org/10.1111/1468-0084.61.s1.13 Mills, T. C., & Mills, A. G. (1991). The International Transmission of Bond Market Movements. Bulletin of Economic Research, 43(3), 273-281. https://doi.org/10.1111/j.1467-8586.1991.tb00496.x Moghadam, R. (2014). Europe’s Road to Integration. Finance & Development. March 2014, pp. 8-13.

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Cocites

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  2. Is there a Long-Term Relationship among European Sovereign Bond Yields?. (2017). Ramirez, Miguel ; Schaeffer, Ian .
    In: Working Papers.
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    Full description at Econpapers || Download paper

  3. Is there a Long-Term Relationship among European Sovereign Bond Yields?. (2017). Ramirez, Miguel ; Schaeffer, Ian .
    In: Business and Economic Research.
    RePEc:mth:ber888:v:7:y:2017:i:1:p:68-86.

    Full description at Econpapers || Download paper

  4. Integration of Government Bond Market in the Euro Area and Monetary Policy. (2016). Luki, Velimir .
    In: Journal of Central Banking Theory and Practice.
    RePEc:cbk:journl:v:5:y:2016:i:1:p:71-97.

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  5. Measuring Financial Integration: Lessons from the Correlation. (2015). Paradiso, Antonio ; Donadelli, Michael ; Billio, Monica ; Riedel, Max .
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  7. Currency competition between the dollar and euro: Evidence from exchange rate behaviors. (2015). Eun, Cheol S. ; Kim, Soo-Hyun ; Lee, Kyuseok.
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  8. Less is more: increasing retirement gains by using an upside terminal wealth constraint. (2015). Guillen, Montserrat ; Donnelly, Catherine ; Gerrard, Russell ; Nielsen, Jens Perch.
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  9. The use of flexible quantile-based measures in risk assessment. (2015). Guillen, Montserrat ; Belles-Sampera, Jaume ; Santolino, Miguel.
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  10. Credit risk-free sovereign bonds under Solvency II: a cointegration analysis with consistently estimated structural breaks. (2014). Ludwig, Alexander.
    In: Applied Financial Economics.
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  11. “An Update on EMU Sovereign Yield Spread Drivers in Times of Crisis: A Panel Data Analysis”. (2014). Sosvilla-Rivero, Simon ; Gómez-Puig, Marta ; Maria del Carmen Ramos-Herrera, ; Gomez-Puig, Marta.
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  12. Heterogeneity of the determinants of euro-area sovereign bond spreads; what does it tell us about financial stability?. (2013). Migiakis, Petros ; Georgoutsos, Dimitris.
    In: Journal of Banking & Finance.
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  13. Integracja finansowa w Europie po wprowadzeniu euro. Przegląd literatury. (2012). Rogowski, Wojciech ; Pawłowska, Małgorzata ; Olszewski, Krzysztof.
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  14. The time-varying integration of euro area government bond markets. (2012). Wolswijk, Guido ; Pozzi, Lorenzo.
    In: European Economic Review.
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  15. Heterogeneity of the determinants of euro-area sovereign bond spreads; what does it tell us about financial stability?. (2012). Migiakis, Petros ; Georgoutsos, Dimitris.
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  16. Theory of financial integration and achievements in the European Union. (2011). Stavarek, Daniel ; Palečková (Řepková), Iveta ; Repkova, Iveta ; Gajdosova, Katarina .
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  17. Causality and contagion in peripheral EMU public debt markets: a dynamic approach. (2011). Sosvilla-Rivero, Simon ; Gómez-Puig, Marta ; Gomez-Puig, Marta.
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  18. Diversifying market and default risk in high grade sovereign bond portfolios. (2011). Kobor, Adam ; Rustaman, Vidhya ; Brennan, Myles .
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