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Volumn 41, Issue 7, 2009, Pages 929-939

The immediate effect of monetary union on EU-15 sovereign debt yield spreads

Author keywords

[No Author keywords available]

Indexed keywords

CURRENCY MARKET; DEBT; ECONOMIC INTEGRATION; ESTIMATION METHOD; EUROPEAN UNION; EXCHANGE RATE; MONETARY UNION; SOVEREIGNTY;

EID: 62249112857     PISSN: 00036846     EISSN: 14664283     Source Type: Journal    
DOI: 10.1080/00036840802345584     Document Type: Article
Times cited : (16)

References (10)
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    • Do central banks act asymmetrically? Empirical evidence from the ECB and the Bank of England
    • Altavilla, C. and Landolfo, L. (2005) Do central banks act asymmetrically? Empirical evidence from the ECB and the Bank of England. Applied Economics, 37, pp. 507-519.
    • (2005) Applied Economics , vol.37 , pp. 507-519
    • Altavilla, C.1    Landolfo, L.2
  • 2
    • 33745318017 scopus 로고    scopus 로고
    • Asymmetric monetary policy effects in EMU
    • Clausen, V. and Hayo, B. (2006) Asymmetric monetary policy effects in EMU. Applied Economics, 11, pp. 1123-1134.
    • (2006) Applied Economics , vol.11 , pp. 1123-1134
    • Clausen, V.1    Hayo, B.2
  • 3
    • 4644228523 scopus 로고    scopus 로고
    • Sovereign empirical estimates of the impact of the euro on the corporate bond market in the euro area
    • De Bondt, G. and Lichtenberger, J-D (2004) Sovereign empirical estimates of the impact of the euro on the corporate bond market in the euro area. Applied Economics, 11, pp. 675-678.
    • (2004) Applied Economics , vol.11 , pp. 675-678
    • De Bondt, G.1    Lichtenberger, J.-D.2
  • 4
    • 0000406104 scopus 로고
    • The division of markets is limited by the extent of liquidity (spatial competition with externalities)
    • Economides, N. and Siow, A. (1988) The division of markets is limited by the extent of liquidity (spatial competition with externalities). American Economic Review, 78, pp. 1719-1734.
    • (1988) American Economic Review , vol.78 , pp. 1719-1734
    • Economides, N.1    Siow, A.2
  • 5
    • 0000688045 scopus 로고    scopus 로고
    • High yields: The spread on German interest rate
    • Favero, C., Giavazzi, F. and Spaventa, L. (1997) High yields: The spread on German interest rate. The Economic Journal, 107, pp. 956-985.
    • (1997) The Economic Journal , vol.107 , pp. 956-985
    • Favero, C.1    Giavazzi, F.2    Spaventa, L.3
  • 6
    • 31344438932 scopus 로고    scopus 로고
    • Size matters for liquidity: Evidence from EMU sovereign yield spreads
    • Gómez-Puig, M. (2006) Size matters for liquidity: Evidence from EMU sovereign yield spreads. Economics Letters, 9, pp. 156-162.
    • (2006) Economics Letters , vol.9 , pp. 156-162
    • Gómez-Puig, M.1
  • 8
    • 0036765059 scopus 로고    scopus 로고
    • Too big to fail in banking: What remains?
    • Kaufman, GG (2002) Too big to fail in banking: What remains?. The Quarterly Journal of Finance, 42, pp. 423-436.
    • (2002) The Quarterly Journal of Finance , vol.42 , pp. 423-436
    • Kaufman, G.G.1
  • 9
    • 0242345444 scopus 로고    scopus 로고
    • Size and liquidity of government bond markets
    • McCauley, R. and Remolona, E. (2000) Size and liquidity of government bond markets. BIS Quarterly Review, pp. 1-9.
    • (2000) BIS Quarterly Review , pp. 1-9
    • McCauley, R.1    Remolona, E.2


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