create a website

Does membership of the EMU matter for economic and financial outcomes?. (2024). Song, Suyong ; Kishor, N ; Ardakani, Omid M.
In: Contemporary Economic Policy.
RePEc:bla:coecpo:v:42:y:2024:i:3:p:416-447.

Full description at Econpapers || Download paper

Cited: 0

Citations received by this document

Cites: 90

References cited by this document

Cocites: 50

Documents which have cited the same bibliography

Coauthors: 0

Authors who have wrote about the same topic

Citations

Citations received by this document

    This document has not been cited yet.

References

References cited by this document

  1. Abad, P., Chuliá, H. & Gómez‐Puig, M. (2010) EMU and European government bond market integration. Journal of Banking & Finance, 34(12), 2851–2860. Available from: https://doi.org/10.1016/j.jbankfin.2009.10.009.

  2. Abadie, A. & Garderazabal, J. (2003) The economic costs of conflict: a case study of the Basque country. American Economic Review, 93(1), 113–132. Available from: https://doi.org/10.1257/000282803321455188.

  3. Abadie, A. & Imbens, G.W. (2006) Large sample properties of matching estimators for average treatment effects. Econometrica, 74(1), 235–267. Available from: https://doi.org/10.1111/j.1468‐0262.2006.00655.x.

  4. Abadie, A. & Imbens, G.W. (2016) Matching on the estimated propensity score. Econometrica, 84(2), 781–807. Available from: https://doi.org/10.3982/ecta11293.

  5. Abadie, A., Diamond, A. & Hainmueller, J. (2010) Synthetic control methods for comparative case studies: estimating the effect of California’s tobacco control program. Journal of the American Statistical Association, 105(490), 493–505. Available from: https://doi.org/10.1198/jasa.2009.ap08746.

  6. Acemoglu, D. & Robinson, J.A. (2015) The rise and decline of general laws of capitalism. Journal of Economic Perspectives, 29(1), 3–28. Available from: https://doi.org/10.1257/jep.29.1.3.

  7. Alesina, A. & Barro, R. (2002) Currency unions. Quarterly Journal of Economics, 117(2), 409–436. Available from: https://doi.org/10.1162/003355302753650283.
    Paper not yet in RePEc: Add citation now
  8. Angeloni, I., Aucremanne, L. & Ciccarelli, M. (2014) Price setting and inflation persistence: did EMU matter? Economic Policy, 21(46), 354–387. Available from: https://doi.org/10.1111/j.1468‐0327.2006.00161.x.
    Paper not yet in RePEc: Add citation now
  9. Apeti, A.E., Combes, J.‐L. & Minea, A. (2023) Inflation targeting and the composition of public expenditure: evidence from developing countries. Journal of Macroeconomics, 76, 103523. Available from: https://doi.org/10.1016/j.jmacro.2023.103523.

  10. Ardakani, O.M. & Kishor, N.K. (2018) Examining the success of the central banks in Inflation Targeting countries: the dynamics of the inflation gap and institutional characteristics. Studies in Nonlinear Dynamics and Econometrics, 22(1). Available from: https://doi.org/10.1515/snde‐2016‐0085.

  11. Ardakani, O.M., Kishor, N.K. & Song, S. (2018) Re‐evaluating the effectiveness of inflation targeting. Journal of Economic Dynamics and Control, 90, 76–97. Available from: https://doi.org/10.1016/j.jedc.2018.01.045.
    Paper not yet in RePEc: Add citation now
  12. Auerbach, A.J. & Gorodnichenko, Y. (2017) Fiscal stimulus and fiscal sustainability. NBER Working Paper No. w23789.

  13. Baele, L., Ferrando, A., Hordahl, P., Krylova, E. & Monnet, C. (2004) Measuring European financial integration. Oxford Review of Economic Policy, 20(4), 509–530. Available from: https://doi.org/10.1093/oxrep/grh030.

  14. Barbier‐Gauchard, A., Baret, K. & Minea, A. (2021) National fiscal rules and fiscal discipline in the European Union. Applied Economics, 53(20), 2337–2359. Available from: https://doi.org/10.1080/00036846.2020.1859453.

  15. Bayoumi, T. & Eichengreen, B. (2020) Aftershocks of monetary unification: hysteresis with a financial twist. Journal of Banking & Finance, 113(55), 105365. Available from: https://doi.org/10.5089/9781475586220.001.

  16. Beblavy, M., Cobham, D. & Odor, L.U. (Eds.) (2011) The Euro area and the financial crisis. Cambridge University Press.

  17. Beetsma, R. & Giuliodori, M. (2010) The macroeconomic costs and benefits of the EMU and other monetary unions: an overview of recent research. Journal of Economic Literature, 48(3), 603–641. Available from: https://doi.org/10.1257/jel.48.3.603.

  18. Belke, A., Domnick, l. & Gros, D. (2017) Business cycle synchronization in the EMU: core vs. periphery. Open Economies Review, 28(5), 863–892. Available from: https://doi.org/10.1007/s11079‐017‐9465‐9.

  19. Bernanke, B., Gertler, M. & Watson, M.W. (2004) Oil shocks and aggregate macroeconomic behavior: the role of monetary policy: a reply. Journal of Money, Credit, and Banking, 36(2), 287–291. Available from: https://doi.org/10.1353/mcb.2004.0010.

  20. Bhatt, V., Kishor, N.K. & Ma, J. (2017) The impact of EMU on bond yield convergence: evidence from a time‐varying dynamic factor model. Journal of Economic Dynamics and Control, 82, 206–222. Available from: https://doi.org/10.1016/j.jedc.2017.06.008.

  21. Black, D.A. & Smith, J.A. (2004) How robust is the evidence on the effects of college quality? Evidence from matching. Journal of Econometrics, 121(1‐2), 99–124. Available from: https://doi.org/10.1016/j.jeconom.2003.10.006.

  22. Brada, J.C., Kutan, A.M. & Zhou, S. (2005) Real and monetary convergence between the European Union’s core and recent member countries: a rolling cointegration approach. Journal of Banking & Finance, 29(1), 249–270. Available from: https://doi.org/10.1016/j.jbankfin.2004.06.024.
    Paper not yet in RePEc: Add citation now
  23. Busetti, F., Forni, L., Harvey, A. & Venditti, F. (2006) Inflation convergence and divergence within the European Monetary Union. ECB Working Paper No, 574, 1–38.

  24. Calderon, C. & Liu, L. (2003) The direction of causality between financial development and economic growth. Journal of Development Economics, 72(1), 321–334. Available from: https://doi.org/10.1016/s0304‐3878(03)00079‐8.

  25. Caliendo, M. & Kopeinig, S. (2008) Some practical guidance for the implementation of propensity score matching. Journal of Economic Surveys, 22(1), 31–72. Available from: https://doi.org/10.1111/j.1467‐6419.2007.00527.x.

  26. Calmfors, L. (2001) Unemployment, labor market reform, and monetary union. Journal of Labor Economics, 19(2), 265–289. Available from: https://doi.org/10.1086/319561.

  27. Campos, N.F., Coricelli, F. & Moretti, L. (2019) Institutional integration and economic growth in Europe. Journal of Monetary Economics, 103, 88–104. Available from: https://doi.org/10.1016/j.jmoneco.2018.08.001.

  28. Caporale, G.M. & Kontonikas, A. (2009) The euro and inflation uncertainty in the European Monetary Union. Journal of International Money and Finance, 28(6), 954–971. Available from: https://doi.org/10.1016/j.jimonfin.2008.09.004.

  29. Carare, A. & Stone, M.R. (2006) Inflation targeting in emerging market and transition economies: lessons after a decade. European Economic Review, 50(5), 1297–1315. Available from: https://doi.org/10.1016/j.euroecorev.2005.02.003.
    Paper not yet in RePEc: Add citation now
  30. Caselli, F. & Wingender, P. (2021) Heterogeneous effects of fiscal rules: the Maastricht fiscal criterion and the counterfactual distribution of government deficits. European Economic Review, 136, 103748. Available from: https://doi.org/10.1016/j.euroecorev.2021.103748.
    Paper not yet in RePEc: Add citation now
  31. Costantini, M., Fragetta, M. & Giovanni, M. (2014) Determinants of sovereign bond yield spreads in the EMU. An optimal currency area perspective. European Economic Review, 70, 337–349. Available from: https://doi.org/10.1016/j.euroecorev.2014.06.004.

  32. De Grauwe, P. & Ji, Y. (2014) How much fiscal discipline in a monetary union. Journal of Macroeconomics, 39(PB), 348–360. Available from: https://doi.org/10.1016/j.jmacro.2013.08.016.

  33. de Mendonca, H.F. & de Guimaraes, G.J. (2012) Is inflation targeting a good remedy to control inflation? Journal of Development Economics, 98(2), 178–191. Available from: https://doi.org/10.1016/j.jdeveco.2011.06.011.
    Paper not yet in RePEc: Add citation now
  34. Dehejia, R.H. & Wahba, S. (2002) Propensity score‐matching methods for nonexperimental causal studies. Review of Economics and Statistics, 84(1), 151–161. Available from: https://doi.org/10.1162/003465302317331982.
    Paper not yet in RePEc: Add citation now
  35. Deravi, M.K. & Metghalchi, M. (1988) The european monetary system. Journal of Banking & Finance, 12(3), 505–512. Available from: https://doi.org/10.1016/0378‐4266(88)90012‐x.
    Paper not yet in RePEc: Add citation now
  36. Ehigiamusoe, K.U. & Lean, H.H. (2019) Do economic and financial integration stimulate economic growth? A critical survey. Economics, 13(1), 20190004. Available from: https://doi.org/10.5018/economics‐ejournal.ja.2019‐4.

  37. Ehrmann, M., Fratzscher, M., Gurkaynak, R.S. & Swanson, E.T. (2011) Convergence and anchoring of yield curves in the euro area. The Review of Economics and Statistics, 93(1), 350–364. Available from: https://doi.org/10.1162/rest_a_00055.

  38. Ehrmann, M., Gambacorta, L., Martinez‐Pages, J., Sevestre, P. & Worms, A. (2003) The effects of monetary policy in the euro area. Oxford Review of Economic Policy, 19(1), 58–72. Available from: https://doi.org/10.1093/oxrep/19.1.58.

  39. Faini, R., Duranton, G. & Hau, H. (2006) Fiscal policy and interest rates in Europe. Economic Policy, 21(47), 443–489.

  40. Fatas, A., Hagen, J.V., Hallett, A.H., Sibert, A. & Strauch, R. (2003) Stability and growth in Europe: towards a better pact. Centre for Economic Policy Research.
    Paper not yet in RePEc: Add citation now
  41. Fernández, C. & Garcia‐Perea, P. (2015) The impact of the euro on euro area GDP per capita. Banco de Espana Working Paper No, 1530, 1–33.
    Paper not yet in RePEc: Add citation now
  42. Fjelstul, J.C. (2022) Explaining public opinion on the enforcement of the stability and growth pact during the European sovereign debt crisis. European Union Politics, 23(2), 192–211. Available from: https://doi.org/10.1177/14651165221075940.

  43. Fratzscher, M. (2002) Financial market integration in Europe: on the effects of EMU on stock markets. International Journal of Finance & Economics, 7(3), 165–193. Available from: https://doi.org/10.1002/ijfe.187.

  44. Furceri, D., Loungani, P. & Pizzuto, P. (2020) Moving closer? Comparing regional adjustments to shocks in EMU and the United States. Journal of International Money and Finance, 120, 102282. Available from: https://doi.org/10.1016/j.jimonfin.2020.102282.
    Paper not yet in RePEc: Add citation now
  45. Gomez‐Puig, M. (2009) The immediate effect of monetary union on EU‐15 sovereign debt yield spreads. Applied Economics, 41(7), 929–939. Available from: https://doi.org/10.1080/00036840802345584.
    Paper not yet in RePEc: Add citation now
  46. Guo, S. & Fraser, M.W. (2015) Propensity score analysis: statistical methods and applications. In: Number 11 in advanced quantitative techniques in the social sciences series, 2nd edition SAGE Publications.
    Paper not yet in RePEc: Add citation now
  47. Gyoerk, E. (2017) Economic costs and benefits of EMU membership from the perspective of a non‐member. Open Economies Review, 28(5), 893–921. Available from: https://doi.org/10.1007/s11079‐017‐9466‐8.

  48. Heckman, J. & Navarro‐Lozano, S. (2004) Using matching, instrumental variables and control functions to estimate economic choice models. Review of Economics and Statistics, 86(1), 30–57. Available from: https://doi.org/10.1162/003465304323023660.

  49. Heinemann, F., Osterloh, S. & Kalb, A. (2014) Sovereign risk Premia: the link between fiscal rules and stability culture. Journal of International Money and Finance, 41(C), 110–127. Available from: https://doi.org/10.1016/j.jimonfin.2013.11.002.

  50. Herwartz, H. & Theilen, B. (2022) Effectiveness and counter‐cyclicality of fiscal consolidation under compliance regulation: the case of the stability and growth pact. Economics & Politics, 1–25. Available from: https://doi.org/10.1111/ecpo.12234.
    Paper not yet in RePEc: Add citation now
  51. Holland, P.W. (1986) Statistics and causal inference. Journal of the American Statistical Association, 81(396), 945–960. Available from: https://doi.org/10.1080/01621459.1986.10478354.
    Paper not yet in RePEc: Add citation now
  52. Hope, D. (2016) Estimating the effect of the EMU on current account balances: a synthetic control approach. European Journal of Political Economy, 44(C), 20–40. Available from: https://doi.org/10.1016/j.ejpoleco.2016.05.002.

  53. Ioannou, D. & Stracca, L. (2022) Have the euro area and EU governance worked? Just the facts. European Journal of Political Economy, 34, 1–17. Available from: https://doi.org/10.1016/j.ejpoleco.2013.11.009.
    Paper not yet in RePEc: Add citation now
  54. Jappelli, T. & Pagano, M. (2008) Financial market integration under EMU. CEPR Discussion Paper No. DP, pp. 1–47.

  55. Jordà, Ò. & Taylor, A.M. (2016) The time for austerity: estimating the average treatment effect of fiscal policy. The Economic Journal, 126(590), 219–255. Available from: https://doi.org/10.1111/ecoj.12332.

  56. Kalbaska, A. & Gątkowski, M. (2012) Eurozone sovereign contagion: evidence from the CDS market (2005–2010). Journal of Economic Behavior & Organization, 83(3), 657–673. Available from: https://doi.org/10.1016/j.jebo.2012.05.010.

  57. Kellogg, M., Mogstad, M., Pouliot, G.A. & Torgovitsky, A. (2021) Combining matching and synthetic control to tradeoff biases from extrapolation and interpolation. Journal of the American Statistical Association, 116(536), 1804–1816. Available from: https://doi.org/10.1080/01621459.2021.1979562.

  58. Kerstin, B. & Burcu, E. (2012) Sovereign bond yield spreads: a time‐varying coefficient approach. Journal of International Money and Finance, 31(3), 639–656. Available from: https://doi.org/10.1016/j.jimonfin.2011.10.006.
    Paper not yet in RePEc: Add citation now
  59. Kilponen, J., Laakkonen, H. & Vilmunen, J. (2015) Sovereign risk, European crisis‐resolution policies, and bond spreads. International Journal of Central Banking, 11(2), 285–323.

  60. Kim, S.J., Moshirian, F. & Wu, E. (2004) Evolution of international stock and bond market integration: influence of the European Monetary Union. Journal of Banking & Finance, 30(5), 1507–1534. Available from: https://doi.org/10.1016/j.jbankfin.2005.05.007.
    Paper not yet in RePEc: Add citation now
  61. Koehler, S. & König, T. (2015) Fiscal governance in the Eurozone: how effectively does the stability and growth pact limit governmental debt in the euro countries? Political Science Research and Methods, 3(2), 329–351. Available from: https://doi.org/10.1017/psrm.2014.26.

  62. Lane, P.R. (2006) The real effects of European Monetary Union. Journal of Economic Perspectives, 20(4), 47–66. Available from: https://doi.org/10.1257/jep.20.4.47.

  63. Lane, P.R. (2012) The European sovereign debt crisis. Journal of Economic Perspectives, 26(3), 49–68. Available from: https://doi.org/10.1257/jep.26.3.49.

  64. Levin, A.T., Natalucci, F.M. & Piger, J.M. (2004) The macroeconomic effects of inflation targeting. Review‐Federal Reserve Bank of Saint Louis, 86(4), 51–58. Available from: https://doi.org/10.20955/r.86.51‐80.
    Paper not yet in RePEc: Add citation now
  65. Lin, S. & Ye, H. (2007) Does inflation targeting really make a difference? Evaluating the treatment effect of inflation targeting in seven industrial countries. Journal of Monetary Economics, 54(8), 2521–2533. Available from: https://doi.org/10.1016/j.jmoneco.2007.06.017.

  66. McKinnon, R. (1963) Optimum currency areas. American Economic Review, 53(4), 717–725.
    Paper not yet in RePEc: Add citation now
  67. Meller, B. & Nautz, D. (2012) Inflation persistence in the euro area before and after the European Monetary Union. Economic Modelling, 29(4), 1170–1176. Available from: https://doi.org/10.1016/j.econmod.2012.03.016.

  68. Michalopoulos, C., Bloom, H.S. & Hill, C.J. (2004) Can propensity‐score methods match the findings from a random assignment evaluation of mandatory welfare‐to‐work programs? Review of Economics and Statistics, 86(1), 156–179. Available from: https://doi.org/10.1162/003465304323023732.

  69. Minea, A. & Tapsoba, R. (2014) Does inflation targeting improve fiscal discipline? Journal of International Money and Finance, 40, 185–203. Available from: https://doi.org/10.1016/j.jimonfin.2013.10.002.

  70. Mody, A. & Sandri, D. (2012) The Eurozone crisis: how banks and sovereigns came to be joined at the hip. Economic Policy, 11(269), 199–230. Available from: https://doi.org/10.5089/9781463925215.001.

  71. Mundell, R.A. (1961) A theory of optimum currency areas. The American Economic Review, 51, 657–665.
    Paper not yet in RePEc: Add citation now
  72. Orlowski, L.T. (2005) Monetary convergence of the EU accession countries to the eurozone: a theoretical framework and policy implications. Journal of Banking & Finance, 29(1), 203–225. Available from: https://doi.org/10.1016/j.jbankfin.2004.06.022.

  73. Pagano, M. & von Thadden, E. (2004) The European bond markets under EMU. Oxford Review of Economic Policy, 20(4), 531–554. Available from: https://doi.org/10.1093/oxrep/grh031.

  74. Pappa, E. (2004) Do the ECB and the fed really need to cooperate? Optimal monetary policy in a two‐country world. Journal of Monetary Economics, 51(4), 753–779. Available from: https://doi.org/10.1016/j.jmoneco.2003.06.006.

  75. Pozzi, L. & Wolswijk, G. (2012) The time‐varying integration of euro area government bond markets. European Economic Review, 56(1), 36–53. Available from: https://doi.org/10.1016/j.euroecorev.2011.05.006.

  76. Puzzello, L. & Gomis‐Porqueras, P. (2018) Winners and losers from the euro. European Economic Review, 108, 129–152. Available from: https://doi.org/10.1016/j.euroecorev.2018.06.011.

  77. Rogers, J.H. (2007) Monetary union, price level convergence, and inflation: how close is Europe to the USA? Journal of Monetary Economics, 54(3), 785–796. Available from: https://doi.org/10.1016/j.jmoneco.2006.01.004.

  78. Rose, A.K. & Engel, C. (2002) Currency unions and international integration. Journal of Money, Credit, and Banking, 34(4), 1067–1089. Available from: https://doi.org/10.1353/mcb.2002.0058.

  79. Rosenbaum, P.R. (1987) Sensitivity analysis for certain permutation inferences in matched observational studies. Biometrika, 74(1), 13–26. Available from: https://doi.org/10.1093/biomet/74.1.13.
    Paper not yet in RePEc: Add citation now
  80. Rosenbaum, P.R. (2005) Observational study. Encyclopedia of Statistics in Behavioral Science.
    Paper not yet in RePEc: Add citation now
  81. Rosenbaum, P.R. & Rubin, D.B. (1983) The central role of the propensity score in observational studies for causal effects. Biometrika, 70(1), 41–55. Available from: https://doi.org/10.1093/biomet/70.1.41.
    Paper not yet in RePEc: Add citation now
  82. Rosenbaum, P.R., Rosenbaum, P.B. & Briskman (2010) Design of observational studies. New York: Springer.

  83. Rubin, D.B. (1997) Estimating causal effects from large data sets using propensity scores. Annals of Internal Medicine, 127(8), 757–763. Available from: https://doi.org/10.7326/0003‐4819‐127‐8_part_2‐199710151‐00064.
    Paper not yet in RePEc: Add citation now
  84. Santis, R.A.D. (2012) The Euro area sovereign debt crisis: safe haven, credit rating agencies and the spread of the fever from Greece, Ireland and Portugal. ECB Working Paper No. 1419.
    Paper not yet in RePEc: Add citation now
  85. Spolaore, E. (2013) What is European integration really about? A political guide for economists. Journal of Economic Perspectives, 27(3), 125–144. Available from: https://doi.org/10.1257/jep.27.3.125.

  86. Taylor, J.B. (1999) The robustness and efficiency of monetary policy rules as guidelines for interest rate setting by the European central bank. Journal of Monetary Economics, 43(3), 655–679. Available from: https://doi.org/10.1016/s0304‐3932(99)00008‐2.

  87. Vinturis, C. (2022) A multi‐speed fiscal Europe? Fiscal rules and fiscal performance in the EU former communist countries. Post‐communist Economies, 34(2), 149–172. Available from: https://doi.org/10.1080/14631377.2020.1867432.

  88. von Hagen, J. (1999) Macroeconomic consequences of the EMU. Empirica, 26(4), 359–374. Available from: https://doi.org/10.1023/a:1007038809484.

  89. White, H. (1980) A heteroskedasticity‐consistent covariance matrix estimator and a direct test for heteroskedasticity. Econometrica, 48(4), 817–838. Available from: https://doi.org/10.2307/1912934.
    Paper not yet in RePEc: Add citation now
  90. Wyplosz, C. (1997) EMU: why and how it might happen. Journal of Economic Perspectives, 11(4), 3–22. Available from: https://doi.org/10.1257/jep.11.4.3.

Cocites

Documents in RePEc which have cited the same bibliography

  1. Dynamic integration and network structure of the EMU sovereign bond markets. (2019). Sensoy, Ahmet ; Nguyen, Duc Khuong ; Hacihasanoglu, Erk ; Rostom, Ahmed.
    In: Annals of Operations Research.
    RePEc:spr:annopr:v:281:y:2019:i:1:d:10.1007_s10479-018-2831-1.

    Full description at Econpapers || Download paper

  2. An Exposure of Commercial Banks in the Terms of an Impact of Government Bondholding with the Context of Its Risks and Implications. (2019). Rozsa, Zoltan ; Gvozdiak, Vladimir ; Ashiqur, Rahman ; Chovancova, Bozena.
    In: Montenegrin Journal of Economics.
    RePEc:mje:mjejnl:v:15:y:2019:i:1:173-188.

    Full description at Econpapers || Download paper

  3. Co-movement between equity and bond markets. (2018). Sakemoto, Ryuta.
    In: International Review of Economics & Finance.
    RePEc:eee:reveco:v:53:y:2018:i:c:p:25-38.

    Full description at Econpapers || Download paper

  4. Future directions in international financial integration research - A crowdsourced perspective. (2018). Zaghini, Andrea ; Yarovaya, Larisa ; Urquhart, Andrew ; Piljak, Vanja ; lucey, brian ; Loncarski, Igor ; Lindblad, Annika ; Larkin, Charles ; Kearney, Fearghal ; Fernandez, Viviana ; Brzeszczynski, Janusz ; Goodell, John W ; Vu, Anh N ; Helbing, Pia ; Lonarski, Igor ; Sheng, Xin ; Carchano, Oscar ; McGroarty, Frank ; Dimic, Nebojsa ; Gonzalez-Urteaga, Ana ; Marin, Matej ; Gogolin, Fabian ; Wolfe, Simon ; Sevic, Aleksandar ; Ohagan-Luff, Martha ; Laing, Elaine ; Vigne, Samuel A ; Barbopoulos, Leonidas ; Stafylas, Dimitrios ; Versteeg, Roald ; Ballester, Laura ; Neville, Conor ; Ichev, Riste ; McGee, Richard J ; Ly, Kim Cuong.
    In: International Review of Financial Analysis.
    RePEc:eee:finana:v:55:y:2018:i:c:p:35-49.

    Full description at Econpapers || Download paper

  5. Local currency systemic risk. (2018). Borri, Nicola.
    In: Emerging Markets Review.
    RePEc:eee:ememar:v:34:y:2018:i:c:p:111-123.

    Full description at Econpapers || Download paper

  6. Return, shock and volatility spillovers between the bond markets of Turkey and developed countries. (2018). Bayraci, Seluk.
    In: Theoretical and Applied Economics.
    RePEc:agr:journl:v:3(616):y:2018:i:3(616):p:135-144.

    Full description at Econpapers || Download paper

  7. Investor sentiment, flight-to-quality, and corporate bond comovement. (2017). Bethke, Sebastian ; Gehde-Trapp, Monika ; Kempf, Alexander.
    In: Journal of Banking & Finance.
    RePEc:eee:jbfina:v:82:y:2017:i:c:p:112-132.

    Full description at Econpapers || Download paper

  8. Which market integration measure?. (2017). Riedel, Max ; Paradiso, Antonio ; Donadelli, Michael ; Billio, Monica.
    In: Journal of Banking & Finance.
    RePEc:eee:jbfina:v:76:y:2017:i:c:p:150-174.

    Full description at Econpapers || Download paper

  9. Frontier and emerging government bond markets. (2017). Swinkels, Laurens ; Piljak, Vanja.
    In: Emerging Markets Review.
    RePEc:eee:ememar:v:30:y:2017:i:c:p:232-255.

    Full description at Econpapers || Download paper

  10. The windowed scalogram difference: A novel wavelet tool for comparing time series. (2017). Bolos, V J ; Jammazi, R ; Ferrer, R ; Benitez, R.
    In: Applied Mathematics and Computation.
    RePEc:eee:apmaco:v:312:y:2017:i:c:p:49-65.

    Full description at Econpapers || Download paper

  11. Examining the Developed and Emerging Bond Market Interactions: A VAR Analysis. (2017). Eyuboglu, Sinem.
    In: Acta Universitatis Danubius. OEconomica.
    RePEc:dug:actaec:y:2017:i:2:p:139-156.

    Full description at Econpapers || Download paper

  12. Which market integration measure?. (2016). Riedel, Max ; Paradiso, Antonio ; Donadelli, Michael ; Billio, Monica.
    In: SAFE Working Paper Series.
    RePEc:zbw:safewp:159.

    Full description at Econpapers || Download paper

  13. Breaking up Is Hard to Do: Why the Eurozone Will Survive. (2016). Aslett, Kevin ; Caporaso, James .
    In: Economies.
    RePEc:gam:jecomi:v:4:y:2016:i:4:p:21-:d:79795.

    Full description at Econpapers || Download paper

  14. Time-varying integration of the sovereign bond markets in European post-transition economies. (2016). Vizek, Maruška ; Tkalec, Marina ; Posedel Šimović, Petra ; Lee, Junsoo.
    In: Journal of Empirical Finance.
    RePEc:eee:empfin:v:36:y:2016:i:c:p:30-40.

    Full description at Econpapers || Download paper

  15. Finanzmarktintegration in Mittelosteuropa: Eine empirische Analyse der integrativen Wirkung des Euro. (2015). Wohlmann, Monika.
    In: Arbeitspapiere der FOM.
    RePEc:zbw:fomarb:55.

    Full description at Econpapers || Download paper

  16. Investor sentiment, flight-to-quality, and corporate bond comovement. (2015). Bethke, Sebastian ; Gehde-Trapp, Monika ; Kempf, Alexander.
    In: CFR Working Papers.
    RePEc:zbw:cfrwps:1306r3.

    Full description at Econpapers || Download paper

  17. The European sovereign debt market: from integration to segmentation. (2015). Coakley, Jerry ; cipollini, andrea ; Lee, Hyunchul.
    In: The European Journal of Finance.
    RePEc:taf:eurjfi:v:21:y:2015:i:2:p:111-128.

    Full description at Econpapers || Download paper

  18. Time-Varying Bond Market Integration in EMU. (2015). Gupta, Priyanshi ; Deisting, Florent ; Sehgal, Sanjay.
    In: Journal of Economic Integration.
    RePEc:ris:integr:0674.

    Full description at Econpapers || Download paper

  19. Return, shock and volatility co-movements between the bond markets of Turkey and developed countries. (2015). Bayracı, Selçuk.
    In: MPRA Paper.
    RePEc:pra:mprapa:65758.

    Full description at Econpapers || Download paper

  20. Time-varying integration in European post-transition sovereign bond market. (2015). Vizek, Maruška ; Tkalec, Marina ; Posedel Šimović, Petra ; Simovic, Petra Posedel.
    In: Working Papers.
    RePEc:iez:wpaper:1501.

    Full description at Econpapers || Download paper

  21. Interdependence between the bond markets of CEEC-3 and Germany: A wavelet coherence analysis. (2015). Yang, Lu ; Hamori, Shigeyuki.
    In: The North American Journal of Economics and Finance.
    RePEc:eee:ecofin:v:32:y:2015:i:c:p:124-138.

    Full description at Econpapers || Download paper

  22. On the distribution of government bond returns: evidence from the EMU. (2014). Lau, Christian ; Gabriel, Christian .
    In: Financial Markets and Portfolio Management.
    RePEc:kap:fmktpm:v:28:y:2014:i:2:p:181-203.

    Full description at Econpapers || Download paper

  23. “European government bond market integration in turbulent times”. (2014). Chuliá, Helena ; Abad, Pilar ; Chulia, Helena.
    In: IREA Working Papers.
    RePEc:ira:wpaper:201424.

    Full description at Econpapers || Download paper

  24. Dependence and extreme dependence of crude oil and natural gas prices with applications to risk management. (2014). Nguyen, Duc Khuong ; BEN AISSA, Mohamed ; Hammoudeh, Shawkat ; Aloui, Riadh.
    In: Working Papers.
    RePEc:ipg:wpaper:2014-590.

    Full description at Econpapers || Download paper

  25. Money factors and EMU government bond markets convergence. (2014). Siriopoulos, Costas ; Philippas, Dionisis.
    In: Studies in Economics and Finance.
    RePEc:eme:sefpps:v:31:y:2014:i:2:p:156-167.

    Full description at Econpapers || Download paper

  26. Integration of European bond markets. (2014). Christiansen, Charlotte.
    In: Journal of Banking & Finance.
    RePEc:eee:jbfina:v:42:y:2014:i:c:p:191-198.

    Full description at Econpapers || Download paper

  27. Testing for a break in the persistence in yield spreads of EMU government bonds. (2014). Wegener, Christoph ; Sibbertsen, Philipp ; Basse, Tobias.
    In: Journal of Banking & Finance.
    RePEc:eee:jbfina:v:41:y:2014:i:c:p:109-118.

    Full description at Econpapers || Download paper

  28. Dependence structure between CEEC-3 and German government securities markets. (2014). Yang, Lu ; Hamori, Shigeyuki.
    In: Journal of International Financial Markets, Institutions and Money.
    RePEc:eee:intfin:v:29:y:2014:i:c:p:109-125.

    Full description at Econpapers || Download paper

  29. Dependence and extreme dependence of crude oil and natural gas prices with applications to risk management. (2014). Nguyen, Duc Khuong ; BEN AISSA, Mohamed ; Hammoudeh, Shawkat ; Aloui, Riadh.
    In: Energy Economics.
    RePEc:eee:eneeco:v:42:y:2014:i:c:p:332-342.

    Full description at Econpapers || Download paper

  30. An update on EMU sovereign yield spread drivers in times of crisis: A panel data analysis. (2014). Sosvilla-Rivero, Simon ; Ramos Herrera, Maria del Carmen ; Gómez-Puig, Marta ; Ramos-Herrera, Maria del Carmen, ; Gomez-Puig, Marta.
    In: The North American Journal of Economics and Finance.
    RePEc:eee:ecofin:v:30:y:2014:i:c:p:133-153.

    Full description at Econpapers || Download paper

  31. Frontier stock market integration and the global financial crisis. (2014). Lee, Chien-Chiang ; Chen, Pei-Fen.
    In: The North American Journal of Economics and Finance.
    RePEc:eee:ecofin:v:29:y:2014:i:c:p:84-103.

    Full description at Econpapers || Download paper

  32. European government bond market integration in turbulent times. (2014). Chuliá, Helena ; Abad, Pilar ; Chulia, Helena.
    In: Working Papers.
    RePEc:bak:wpaper:201408.

    Full description at Econpapers || Download paper

  33. An update on EMU sovereign yield spread drivers in time of crisis: A panel data analysis. (2014). Sosvilla-Rivero, Simon ; Ramos Herrera, Maria del Carmen ; Gómez-Puig, Marta ; Gomez-Puig, Marta ; Maria del Carmen Ramos-Herrera, .
    In: Working Papers.
    RePEc:bak:wpaper:201404.

    Full description at Econpapers || Download paper

  34. An update on EMU sovereign yield spread drivers in times of crisis: A panel data analysis. (2014). Sosvilla-Rivero, Simon ; Ramos Herrera, Maria del Carmen ; Gómez-Puig, Marta ; Gmez-Puig, Marta ; María del Carmen Ramos-Herrera, .
    In: Working Papers.
    RePEc:aee:wpaper:1407.

    Full description at Econpapers || Download paper

  35. “European Government Bond Markets and Monetary Policy Surprises: Returns, Volatility and Integration”. (2013). Chuliá, Helena ; Abad, Pilar ; Chulia, Helena.
    In: IREA Working Papers.
    RePEc:ira:wpaper:201325.

    Full description at Econpapers || Download paper

  36. Is the EMU government bond market a playground for asymmetries?. (2013). Philippas, Dionisis ; Dragomirescu-Gaina, Catalin.
    In: The Journal of Economic Asymmetries.
    RePEc:eee:joecas:v:10:y:2013:i:1:p:21-31.

    Full description at Econpapers || Download paper

  37. Business cycle convergence in EMU: A second look at the second moment. (2013). Fernández-Amador, Octavio ; Crespo Cuaresma, Jesus ; Fernandez-Amador, Octavio ; Crespo-Cuaresma, Jesus.
    In: Journal of International Money and Finance.
    RePEc:eee:jimfin:v:37:y:2013:i:c:p:239-259.

    Full description at Econpapers || Download paper

  38. Measuring time-varying financial market integration: An unobserved components approach. (2013). Berger, Tino ; Pozzi, Lorenzo.
    In: Journal of Banking & Finance.
    RePEc:eee:jbfina:v:37:y:2013:i:2:p:463-473.

    Full description at Econpapers || Download paper

  39. Granger-causality in peripheral EMU public debt markets: A dynamic approach. (2013). Sosvilla-Rivero, Simon ; Gómez-Puig, Marta ; Gomez-Puig, Marta.
    In: Journal of Banking & Finance.
    RePEc:eee:jbfina:v:37:y:2013:i:11:p:4627-4649.

    Full description at Econpapers || Download paper

  40. Putting the “C” into crisis: Contagion, correlations and copulas on EMU bond markets. (2013). Siriopoulos, Costas ; Philippas, Dionisis.
    In: Journal of International Financial Markets, Institutions and Money.
    RePEc:eee:intfin:v:27:y:2013:i:c:p:161-176.

    Full description at Econpapers || Download paper

  41. Bond markets co-movement dynamics and macroeconomic factors: Evidence from emerging and frontier markets. (2013). Piljak, Vanja.
    In: Emerging Markets Review.
    RePEc:eee:ememar:v:17:y:2013:i:c:p:29-43.

    Full description at Econpapers || Download paper

  42. Sovereign default Risk in the Euro-Periphery and the Euro-Candidate Countries. (2012). Pusch, Toralf ; Orlowski, Lucjan ; Gabrisch, Hubert.
    In: MPRA Paper.
    RePEc:pra:mprapa:41265.

    Full description at Econpapers || Download paper

  43. Government bond market integration and the EMU: Correlation based evidence. (2012). Missio, Fabricio.
    In: Working Papers.
    RePEc:bav:wpaper:125_missio.

    Full description at Econpapers || Download paper

  44. Foreign exchange risk pricing and equity market segmentation in Africa. (2011). Ojah, Kalu ; Kodongo, Odongo.
    In: Journal of Banking & Finance.
    RePEc:eee:jbfina:v:35:y:2011:i:9:p:2295-2310.

    Full description at Econpapers || Download paper

  45. Dependence structure and extreme comovements in international equity and bond markets. (2011). Garcia, René ; Tsafack, Georges.
    In: Journal of Banking & Finance.
    RePEc:eee:jbfina:v:35:y:2011:i:8:p:1954-1970.

    Full description at Econpapers || Download paper

  46. Financial integration and emerging markets capital structure. (2011). lucey, brian ; Zhang, Qiyu.
    In: Journal of Banking & Finance.
    RePEc:eee:jbfina:v:35:y:2011:i:5:p:1228-1238.

    Full description at Econpapers || Download paper

  47. Dynamics of international integration of government securities markets. (2011). Okimoto, Tatsuyoshi ; Kumar, Manmohan S..
    In: Journal of Banking & Finance.
    RePEc:eee:jbfina:v:35:y:2011:i:1:p:142-154.

    Full description at Econpapers || Download paper

  48. Global financial crisis, extreme interdependences, and contagion effects: The role of economic structure?. (2011). Nguyen, Duc Khuong ; BEN AISSA, Mohamed ; Aloui, Riadh.
    In: Journal of Banking & Finance.
    RePEc:eee:jbfina:v:35:y:2011:i:1:p:130-141.

    Full description at Econpapers || Download paper

  49. Causality and contagion in peripheral EMU public debt markets: A dynamic approach. (2011). Sosvilla-Rivero, Simon ; Gómez-Puig, Marta ; Gomez-Puig, Marta.
    In: Working Papers.
    RePEc:aee:wpaper:1106.

    Full description at Econpapers || Download paper

  50. Volatility in EMU sovereign bond yields: Permanent and transitory components. (2011). Sosvilla-Rivero, Simon ; Morales-Zumaquero, Amalia.
    In: Working Papers.
    RePEc:aee:wpaper:1103.

    Full description at Econpapers || Download paper

Coauthors

Authors registered in RePEc who have wrote about the same topic

Report date: 2025-09-21 10:19:10 || Missing content? Let us know

CitEc is a RePEc service, providing citation data for Economics since 2001. Last updated August, 3 2024. Contact: Jose Manuel Barrueco.