Integration of international bond markets: Did anything change with EMU?

Applied Economics Letters

Volumn 14, Issue 11, 2007, Pages 829-832

  Lamedica, Nicola ^a   Reno, Roberto ^a  

^a UNIVERSITY OF SIENA   (Italy)

Author keywords

[No Author keywords available]

Indexed keywords

DEFLATION; ECONOMIC INTEGRATION; EUROPEAN MONETARY UNION; FINANCIAL MARKET;

EID: 34548752248     PISSN: 13504851     EISSN: 14664291     Source Type: Journal    
DOI: 10.1080/13504850600592689     Document Type: Article

References (5)

1. Barr, DG and Priestley, R. (2004) Expected returns, risk and the integration of international bond markets. Journal of International Money and Finance, 23, pp. 71-97.
2. Bekaert, G. and Harvey, CR (1995) Time-varying world market integration. Journal of Finance, 50, p. 403.
3. Campbell, JY (1987) Stock returns and the term structure. Journal of Financial Economics, 18, pp. 373-399.
4. Fama, EF and French, KR (1988) Dividend yields and expected stock returns. Journal of Financial Economics, 22, pp. 3-25.
5. Illmanen, A. (1995) Time-varying expected returns in international bond markets. Journal of Finance, 50, pp. 481-506.