1. Dynamics of the public-debt-to-gdp ratio: can it explain the risk premium of treasury bonds?. (2022). Bhimjee, Diptes ; Lagoa, Sergio C ; Leo, Emanuel R.
   In: Empirica.
   RePEc:kap:empiri:v:49:y:2022:i:4:d:10.1007_s10663-022-09547-8.

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2. Price distortions and municipal bonds premiums: evidence from Switzerland. (2021). Vuković, Darko ; Rincon, Carlos ; Maiti, Moinak ; Vukovic, Darko B.
   In: Financial Innovation.
   RePEc:spr:fininn:v:7:y:2021:i:1:d:10.1186_s40854-021-00276-8.

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3. The talkative variables of the hybrid Heston model: Yields’ maturity and economic (in)stability. (2021). Tedeschi, Gabriele ; Recchioni, Maria Cristina ; Campigli, Francesco.
   In: Working Papers.
   RePEc:jau:wpaper:2021/03.

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4. The Degree of Integration of the Bulgarian and Croatian Government Bond Markets into the Eurozone Government Bond Market. (2021). Bukowska, Joanna.
   In: European Research Studies Journal.
   RePEc:ers:journl:v:xxiv:y:2021:i:special4:p:412-420.

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5. The Degree of Integration of the Bulgarian and Croatian Government Bond Markets into the Eurozone Government Bond Market. (2021). Bukowska, Joanna.
   In: European Research Studies Journal.
   RePEc:ers:journl:v:xxiv:y:2021:i:special2-part2:p:412-420.

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6. An analysis of network filtering methods to sovereign bond yields during COVID-19. (2021). Pang, Raymond Ka-Kay ; Granados, Oscar M ; Chhajer, Harsh ; Fille, Erika.
   In: Physica A: Statistical Mechanics and its Applications.
   RePEc:eee:phsmap:v:574:y:2021:i:c:s0378437121002673.

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7. An analysis of network filtering methods to sovereign bond yields during COVID-19. (2021). Pang, Raymond Ka-Kay ; Granados, Oscar ; Chhajer, Harsh ; Legara, Erika Fille.
   In: Papers.
   RePEc:arx:papers:2009.13390.

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8. Interest rate volatility and macroeconomic dynamics: Heterogeneity matters. (2020). Velic, Adnan ; Curran, Michael.
   In: Review of International Economics.
   RePEc:bla:reviec:v:28:y:2020:i:4:p:957-975.

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9. Unraveling the Financial Contagion in European Stock Markets During Financial Crises: Multi-Timescale Analysis. (2018). Masih, Abul ; Dewandaru, Ginanjar.
   In: Emerging Markets Finance and Trade.
   RePEc:mes:emfitr:v:54:y:2018:i:4:p:859-880.

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10. Financial connectedness of BRICS and global sovereign bond markets. (2018). Mishra, Anil ; Ahmad, Wasim ; Daly, Kevin J.
    In: Emerging Markets Review.
    RePEc:eee:ememar:v:37:y:2018:i:c:p:1-16.

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11. CONTAGION AND DIVERGENCE ON SOVEREIGN BOND MARKETS. (2017). Jaworski, Piotr ; Liberadzki, Marcin.
    In: Copernican Journal of Finance & Accounting.
    RePEc:cpn:umkcjf:v:6:y:2017:i:4:p:39-68.

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12. What can wavelets unveil about the vulnerabilities of monetary integration? A tale of Eurozone stock markets. (2016). Masih, Abul ; Dewandaru, Ginanjar ; Mansur, A.
    In: Economic Modelling.
    RePEc:eee:ecmode:v:52:y:2016:i:pb:p:981-996.

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13. Public debt, population ageing and medium-term growth. (2015). Rodano, Lisa ; Papadopoulou, Niki ; Marchiori, Luca ; Kilponen, Juha ; Guarda, Paolo ; Gonzalez Pandiella, Alberto ; Gordo, Esther ; Dieppe, Alistair ; Vogel, Edgar ; Kulikov, Dmitry ; Sideris, Dimitris ; Grech, Owen ; Irac, Delphine ; Contributors, Other ; Albani, Maria ; Felix, Ricardo Mourinho ; Mora, Esther Gordo.
    In: Occasional Paper Series.
    RePEc:ecb:ecbops:2015165.

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14. Public debt, population ageing and medium-term growth. (2015). Vogel, Edgar ; Kulikov, Dmitry ; Sideris, Dimitris ; Felix, Ricardo Mourinho ; Irac, Delphine ; Guarda, Paolo ; Dieppe, Alistair ; Grech, Owen ; Pandiella, Alberto Gonzalez ; Albani, Maria ; Marchiori, Luca ; Rodano, Lisa ; Kilponen, Juha ; Mora, Esther Gordo.
    In: Occasional Paper Series.
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15. Diversification across ASEAN-wide sectoral and national equity returns. (2014). Balli, Hatice ; Luu, Mong Ngoc .
    In: Economic Modelling.
    RePEc:eee:ecmode:v:41:y:2014:i:c:p:398-407.

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16. Sovereign Borrowing for Dubious Reforms: A model with applications on the EMU. (2013). Ludwig, Maximilian.
    In: Working Papers.
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17. International Income Risk-Sharing and the Global Financial Crisis of 2008--2009. (2013). Balli, Hatice ; Basher, Syed.
    In: MPRA Paper.
    RePEc:pra:mprapa:43720.

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18. International Income Risk-Sharing and the Global Financial Crisis of 2008- 2009. (2013). Balli, Hatice ; Basher, Syed.
    In: CAMA Working Papers.
    RePEc:een:camaaa:2013-02.

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19. International income risk-sharing and the global financial crisis of 2008–2009. (2013). Balli, Hatice ; Basher, Syed.
    In: Journal of Banking & Finance.
    RePEc:eee:jbfina:v:37:y:2013:i:7:p:2303-2313.

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20. Sovereign bond yield spillovers in the Euro zone during the financial and debt crisis. (2013). Antonakakis, Nikolaos ; Vergos, Konstantinos.
    In: Journal of International Financial Markets, Institutions and Money.
    RePEc:eee:intfin:v:26:y:2013:i:c:p:258-272.

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21. Sectoral equity returns and portfolio diversification opportunities across the GCC region. (2013). Balli, Faruk ; Basher, Syed ; Louis, Rosmy Jean.
    In: Journal of International Financial Markets, Institutions and Money.
    RePEc:eee:intfin:v:25:y:2013:i:c:p:33-48.

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22. Time-Varying Spillover Effects on Sectoral Equity Returns. (2013). Balli, Hatice ; Louis, Rosmy Jean.
    In: International Review of Finance.
    RePEc:bla:irvfin:v:13:y:2013:i:1:p:67-91.

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23. Sovereign Bond Yield Spillovers in the Euro Zone During the Financial and Debt Crisis. (2012). Antonakakis, Nikolaos ; Vergos, Konstantinos.
    In: MPRA Paper.
    RePEc:pra:mprapa:43284.

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24. Sectoral equity returns in the Euro region: Is there any room for reducing portfolio risk?. (2011). Balli, Hatice.
    In: Journal of Economics and Business.
    RePEc:eee:jebusi:v:63:y::i:2:p:89-106.

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25. Sectoral equity returns in the Euro region: Is there any room for reducing portfolio risk?. (2011). Balli, Hatice.
    In: Journal of Economics and Business.
    RePEc:eee:jebusi:v:63:y:2011:i:2:p:89-106.

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26. 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.

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27. Financial integration and currency risk premium in CEECs: Evidence from the ICAPM. (2011). Guillaumin, Cyriac ; Boubakri, Salem.
    In: Emerging Markets Review.
    RePEc:eee:ememar:v:12:y:2011:i:4:p:460-484.

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28. Income insurance and the determinants of income insurance via foreign asset revenues and foreign liability payments. (2011). Balli, Hatice ; Basher, Syed.
    In: Economic Modelling.
    RePEc:eee:ecmode:v:28:y:2011:i:5:p:2296-2306.

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29. From Home Bias to Euro Bias: Disentangling the Effects of Monetary Union on the European Financial Markets. (2010). Balli, Hatice ; Basher, Syed ; Ozer-Balli, Hatice.
    In: MPRA Paper.
    RePEc:pra:mprapa:22430.

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30. From home bias to Euro bias: Disentangling the effects of monetary union on the European financial markets. (2010). Balli, Hatice ; Basher, Syed ; Ozer-Balli, Hatice.
    In: Journal of Economics and Business.
    RePEc:eee:jebusi:v:62:y::i:5:p:347-366.

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31. Income smoothing and foreign asset holdings.. (2009). Balli, Faruk ; Louis, Rosmy Jean ; Osman, Mohammad .
    In: MPRA Paper.
    RePEc:pra:mprapa:34004.

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1. Equity market linkages across Latin American countries. (2025). Guidi, Francesco ; Madonia, Giuseppina ; Sarwar, Sohan.
   In: Global Finance Journal.
   RePEc:eee:glofin:v:65:y:2025:i:c:s1044028325000341.

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2. Relation between ISE 30 index and ISE 30 index futures markets: Evidence from recursive and rolling cointegration. (2016). Ates, Aysegul.
   In: Journal of Economic and Financial Studies (JEFS).
   RePEc:lrc:lareco:v:4:y:2016:i:1:p:35-42.

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3. EUROPEAN STOCK MARKETS CORRELATIONS IN A MARKOV SWITCHING FRAMEWORK. (2015). Lupu, Iulia.
   In: Journal for Economic Forecasting.
   RePEc:rjr:romjef:v::y:2015:i:3:p:103-119.

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4. Regional integration of the East Asian stock markets: An empirical assessment. (2015). Guillaumin, Cyriac ; Boubakri, Salem.
   In: Journal of International Money and Finance.
   RePEc:eee:jimfin:v:57:y:2015:i:c:p:136-160.

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5. Credit default swaps and sovereign debt markets. (2015). Hassan, M. Kabir ; Yu, Jung-Suk ; Ngene, Geoffrey M..
   In: Economic Systems.
   RePEc:eee:ecosys:v:39:y:2015:i:2:p:240-252.

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6. An empirical examination of stock market integration in EMU. (2014). Matei, Florin.
   In: MPRA Paper.
   RePEc:pra:mprapa:60717.

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7. Further evidence on the determinants of regional stock market integration in Latin America. (2014). GUESMI, Khaled ; Nguyen, Duc Khuong.
   In: Working Papers.
   RePEc:ipg:wpaper:2014-415.

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8. Integration versus segmentation in Middle East North Africa equity market: Time variations and currency risk. (2014). Teulon, Frédéric ; Moisseron, Jean-Yves ; Guesmi, Khaled.
   In: Working Papers.
   RePEc:ipg:wpaper:2014-293.

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9. The determinants of regional stock market integration in Middle East: A Conditional ICAPM Approach. (2014). Teulon, Frédéric ; Guesmi, Khaled.
   In: Working Papers.
   RePEc:ipg:wpaper:2014-214.

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10. 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.

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11. 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.

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12. Integration versus segmentation in Middle East North Africa Equity Market: Time variations and currency risk. (2014). Teulon, Frédéric ; Moisseron, Jean-Yves ; Guesmi, Khaled.
    In: Journal of International Financial Markets, Institutions and Money.
    RePEc:eee:intfin:v:28:y:2014:i:c:p:204-212.

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13. Financial networks and trading in bond markets. (2014). Zhang, Harold ; Gurun, Umit ; Booth, Geoffrey G..
    In: Journal of Financial Markets.
    RePEc:eee:finmar:v:18:y:2014:i:c:p:126-157.

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14. Country and industry convergence of equity markets: International evidence from club convergence and clustering. (2014). Miller, Stephen ; Apergis, Nicholas ; Christou, Christina.
    In: The North American Journal of Economics and Finance.
    RePEc:eee:ecofin:v:29:y:2014:i:c:p:36-58.

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15. Stock Market Integration in West African Monetary Zone: A Linear and Nonlinear Cointegration Approach. (2014). Agyapong, Daniel.
    In: Asian Economic and Financial Review.
    RePEc:asi:aeafrj:2014:p:563-587.

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16. EU Accession, Financial Integration, and Contagion Effects: Dynamic Correlation Analysis of CEEC-3 Bond Markets. (2013). Yang, Lu ; Hamori, Shigeyuki.
    In: Transition Studies Review.
    RePEc:spr:trstrv:v:20:y:2013:i:2:p:179-189.

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17. Carry. (2013). Vrugt, Evert ; Pedersen, Lasse ; koijen, ralph ; Moskowitz, Tobias J. ; Ralph S. J. Koijen, .
    In: NBER Working Papers.
    RePEc:nbr:nberwo:19325.

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18. Further evidence on the determinants of regional stock market integration in Latin America. (2013). Teulon, Frédéric ; Nguyen, Duc Khuong ; Guesmi, Khaled.
    In: European Journal of Comparative Economics.
    RePEc:liu:liucej:v:10:y:2013:i:3:p:397-413.

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19. Financial market integration, stock markets and exchange rate dynamics in Eastern Europe. (2013). Welfens, Paul ; Islami, Mevlud.
    In: International Economics and Economic Policy.
    RePEc:kap:iecepo:v:10:y:2013:i:1:p:47-79.

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20. Regional integration of stock markets in Southeast Europe. (2013). GUESMI, Khaled.
    In: Working Papers.
    RePEc:ipg:wpaper:2013-022.

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21. 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.

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22. International Bond Risk Premia. (2013). Dahlquist, Magnus ; Hasseltoft, Henrik.
    In: Journal of International Economics.
    RePEc:eee:inecon:v:90:y:2013:i:1:p:17-32.

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23. 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.

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24. Carry. (2013). Pedersen, Lasse ; Moskowitz, Tobias J ; Koijen, Ralph ; Vrugt, Evert B..
    In: CEPR Discussion Papers.
    RePEc:cpr:ceprdp:9771.

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25. Pricing currency risk in the stock market: Evidence from Finland and Sweden 1970–2009. (2012). Vaihekoski, Mika ; Antell, Jan.
    In: Journal of International Financial Markets, Institutions and Money.
    RePEc:eee:intfin:v:22:y:2012:i:1:p:120-136.

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26. The time-varying integration of euro area government bond markets. (2012). Wolswijk, Guido ; Pozzi, Lorenzo.
    In: European Economic Review.
    RePEc:eee:eecrev:v:56:y:2012:i:1:p:36-53.

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27. Debt, interest rates, and integration of financial markets. (2012). Suriñach, Jordi ; Moreno, Rosina ; Claeys, Peter ; Suriach, Jordi.
    In: Economic Modelling.
    RePEc:eee:ecmode:v:29:y:2012:i:1:p:48-59.

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28. Integration of European Bond Markets. (2012). Christiansen, Charlotte.
    In: CREATES Research Papers.
    RePEc:aah:create:2012-33.

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29. Pricing currency risk in the stock market: Empirical evidence from Finland and Sweden 1970-2009. (2011). Vaihekoski, Mika ; Antell, Jan.
    In: Discussion Papers.
    RePEc:tkk:dpaper:dp63.

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30. A new model-based approach to measuring time-varying financial market integration. (2011). Berger, Tino ; Pozzi, L..
    In: Working Papers of Faculty of Economics and Business Administration, Ghent University, Belgium.
    RePEc:rug:rugwps:11/714.

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31. Global trends in real risk free rates. (2011). Locke, Peter ; He, Hui.
    In: Research in International Business and Finance.
    RePEc:eee:riibaf:v:25:y:2011:i:1:p:53-63.

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32. 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.

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33. Financial integration and currency risk premium in CEECs: Evidence from the ICAPM. (2011). Guillaumin, Cyriac ; Boubakri, Salem.
    In: Emerging Markets Review.
    RePEc:eee:ememar:v:12:y:2011:i:4:p:460-484.

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34. Diversifying market and default risk in high grade sovereign bond portfolios. (2011). Rustaman, Vidhya ; Brennan, Myles ; Kobor, Adam.
    In: BIS Papers chapters.
    RePEc:bis:bisbpc:58-04.

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35. Ex post and ex ante returns and risks under different maturities of treasury bonds: evidence from developed and emerging markets. (2010). Hassanein, Medhat ; Azzam, Islam.
    In: Macroeconomics and Finance in Emerging Market Economies.
    RePEc:taf:macfem:v:3:y:2010:i:1:p:103-118.

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36. Linkages between Excess Currency and Stock Market Returns:Granger Causality in Mean and Variance. (2010). Syngelaki, Eirini .
    In: Economics Department Working Paper Series.
    RePEc:may:mayecw:n209-10.pdf.

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37. Stock-bond co-movements and cross-country linkages. (2010). Baur, Dirk.
    In: International Journal of Banking, Accounting and Finance.
    RePEc:ids:injbaf:v:2:y:2010:i:2:p:111-129.

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38. Stock Market Co-Movement in the Caribbean. (2010). Moore, Winston ; Harrison, B.
    In: Economic Issues Journal Articles.
    RePEc:eis:articl:110harrison.

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39. Monetary policy surprises and international bond markets. (2010). O'Reilly, Gerard ; Hyde, Stuart ; Bredin, Don.
    In: Journal of International Money and Finance.
    RePEc:eee:jimfin:v:29:y:2010:i:6:p:988-1002.

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40. Risk factor and industry effects in the cross-country comovement of momentum returns. (2010). Porter, Burt ; Naranjo, Andy.
    In: Journal of International Money and Finance.
    RePEc:eee:jimfin:v:29:y:2010:i:2:p:275-299.

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41. EMU and European government bond market integration. (2010). Gómez-Puig, Marta ; Chuliá, Helena ; Abad, Pilar ; Gomez-Puig, Marta ; Chulia, Helena.
    In: Journal of Banking & Finance.
    RePEc:eee:jbfina:v:34:y:2010:i:12:p:2851-2860.

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42. How important is liquidity risk for sovereign bond risk premia? Evidence from the London stock exchange. (2010). Alquist, Ron.
    In: Journal of International Economics.
    RePEc:eee:inecon:v:82:y:2010:i:2:p:219-229.

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43. Have Euro Area Government Bond Risk Premia Converged To Their Common State?. (2009). Wolswijk, Guido ; Pozzi, Lorenzo.
    In: Tinbergen Institute Discussion Papers.
    RePEc:tin:wpaper:20080042.

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44. What tames the Celtic Tiger? Portfolio implications from a Multivariate Markov Switching model. (2009). Hyde, Stuart ; Guidolin, Massimo.
    In: Applied Financial Economics.
    RePEc:taf:apfiec:v:19:y:2009:i:6:p:463-488.

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45. Spillover effects on government bond yields in euro zone. Does full financial integration exist in European government bond markets?. (2009). Balli, Faruk.
    In: Journal of Economics and Finance.
    RePEc:spr:jecfin:v:33:y:2009:i:4:p:331-363.

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46. Global Yield Curves and Sovereign Bond Market Integration. (2009). Xiaoneng, ZHU ; Rahman, Shahidur.
    In: Economic Growth Centre Working Paper Series.
    RePEc:nan:wpaper:0902.

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47. EMU and European government bond market integration. (2009). Gómez-Puig, Marta ; Chuliá, Helena ; Abad, Pilar ; Gomez-Puig, Marta ; Chulia, Helena.
    In: Working Paper Series.
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48. Sovereign bond market integration: the euro, trading platforms and globalization. (2008). Wolff, Guntram ; Schulz, Alexander.
    In: Discussion Paper Series 1: Economic Studies.
    RePEc:zbw:bubdp1:7339.

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49. Estimates of foreign exchange risk premia: a pricing kernel approach. (2008). Panigirtzoglou, Nikolaos ; Cappiello, Lorenzo.
    In: Empirical Economics.
    RePEc:spr:empeco:v:35:y:2008:i:3:p:475-495.

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50. Spillover Effects on Government Bond Yields in Euro Zone. Does Full Financial Integration Exist in European Government Bond Markets?. (2008). Balli, Faruk.
    In: MPRA Paper.
    RePEc:pra:mprapa:10162.

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51. The dynamics among G7 government bond and equity markets and the implications for international capital market diversification. (2008). Swanson, Peggy E. ; Smith, Kenneth L..
    In: Research in International Business and Finance.
    RePEc:eee:riibaf:v:22:y:2008:i:2:p:222-245.

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52. Short-term patterns in government bond returns following market shocks: International evidence. (2008). Spyrou, Spyros ; Kassimatis, Konstantinos ; Galariotis, Emilios.
    In: International Review of Financial Analysis.
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53. Regime Change and the Role of International Markets on the Stock Returns of Small Open Economies. (2008). Hyde, Stuart ; Bredin, Don.
    In: European Financial Management.
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54. Assessing the integration of Asias equity and bond markets. (2008). Bank for International Settlements, .
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55. What tames the Celtic tiger? portfolio implications from a multivariate Markov switching model. (2007). Hyde, Stuart ; Guidolin, Massimo.
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56. Why common factors in international bond returns are not so common. (2007). Smith, Daniel ; Perignon, Christophe ; Villa, Christophe.
    In: Journal of International Money and Finance.
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57. The comovement of US and German bond markets. (2007). Tanggaard, Carsten ; Engsted, Tom.
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58. Integration Of Smaller European Equity Markets : A Time-Varying Integration Score Analysis. (2006). lucey, brian ; Birg, Gregory.
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59. Are Stock Markets Integrated? Evidence from a Partially Segmented ICAPM with Asymmetric Effects.. (2006). AROURI, Mohamed.
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60. Evolution of international stock and bond market integration: Influence of the European Monetary Union. (2006). Wu, Eliza ; Kim, Suk-Joong ; Moshirian, Fariborz.
    In: Journal of Banking & Finance.
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61. Dynamics of bond market integration between established and accession European Union countries. (2006). Wu, Eliza ; lucey, brian ; Kim, Suk-Joong.
    In: Journal of International Financial Markets, Institutions and Money.
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62. Measuring and assessing the effects and extent of international bond market integration. (2006). Steeley, James ; lucey, brian.
    In: Journal of International Financial Markets, Institutions and Money.
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63. Government bond market linkages: evidence from Europe. (2005). Yang, Jian.
    In: Applied Financial Economics.
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64. Free trade agreements and equity market integration: the case of the US and Jordan. (2005). Maghyereh, Aktham ; Al-Zoubi, Haitham ; Al-Zuobi, Hiatham.
    In: Applied Financial Economics.
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65. The Dynamics of Central European Equity Market Integration. (2005). lucey, brian ; McManus, Ginette M. ; Gilmore, Claire G..
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66. Dynamics of Bond Market Integration between Existing And Accession EU Countries. (2005). Wu, Eliza ; lucey, brian ; Kim, Suk-Joong.
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67. Explaining exchange rate dynamics: the uncovered equity return parity condition. (2005). De Santis, Roberto ; Cappiello, Lorenzo.
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68. International equity market integration: Theory, evidence and implications. (2004). lucey, brian.
    In: International Review of Financial Analysis.
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69. Too much cocited documents. This list is not complete

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