Sovereign bond market integration in the euro area: a new empirical conceptualization

DOI10.1007/S10479-022-04847-5zbMath1505.91363OpenAlexW4285025483MaRDI QIDQ2095910

Zied Ftiti, Fredj Jawadi, Gilles Dufrénot

Publication date: 15 November 2022

Published in: Annals of Operations Research (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s10479-022-04847-5

zbMATH Keywords

financial integrationeuro areafundamentalssovereign bonds

Mathematics Subject Classification ID

Applications of statistics to actuarial sciences and financial mathematics (62P05) Financial markets (91G15)

Cites Work

• Computing stock price comovements with a three-regime panel smooth transition error correction model
• Sovereign risk zones in Europe during and after the debt crisis

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