THE INTEGRATION OF BOND MARKETS

被引:0
|
作者
Cernohorska, Libena [1 ]
Cernohorsky, Jan [1 ]
Kynclova, Lucie [1 ]
机构
[1] Univ Pardubice, Pardubice, Czech Republic
关键词
integration; bond market; ANOVA; European Union; government bond;
D O I
暂无
中图分类号
F8 [财政、金融];
学科分类号
0202 ;
摘要
The integration of financial market is actual topic in the context of integrating tendencies within the European Union. We focused on bond markets in this paper. The aim of the paper is to assess the integration of bond markets in the European Union. To do this, we used mathematical-statistical one-factor analysis of variance ANOVA. We applied data about the yield of government ten years' bonds of selected countries of the International Monetary Fund. The result is an opinion that the integration of bond markets in the European Union has been deepened.
引用
收藏
页码:157 / 164
页数:8
相关论文
共 50 条
  • [1] Integration of European bond markets
    Christiansen, Charlotte
    [J]. JOURNAL OF BANKING & FINANCE, 2014, 42 : 191 - 198
  • [2] European and International Bond Markets Integration
    Georgoutsos, Dimitris
    Migiakis, Petros M.
    [J]. PROCEEDINGS OF WORLD ACADEMY OF SCIENCE, ENGINEERING AND TECHNOLOGY, VOL 24, 2007, 24 : 52 - +
  • [3] A theory of stochastic integration for bond markets
    De Donno, M
    Pratelli, M
    [J]. ANNALS OF APPLIED PROBABILITY, 2005, 15 (04): : 2773 - 2791
  • [4] International financial integration in Asian bond markets
    Xuan Vinh Vo
    [J]. RESEARCH IN INTERNATIONAL BUSINESS AND FINANCE, 2009, 23 (01) : 90 - 106
  • [5] On international integration of emerging sovereign bond markets
    Agur, Itai
    Chan, Melissa
    Goswami, Mangal
    Sharma, Sunil
    [J]. EMERGING MARKETS REVIEW, 2019, 38 : 347 - 363
  • [6] An empirical illustration of the integration of sovereign bond markets
    Inaba, Kei-Ichiro
    [J]. JOURNAL OF MULTINATIONAL FINANCIAL MANAGEMENT, 2021, 61
  • [7] Integration and Disintegration of EMU Government Bond Markets
    Leschinski, Christian
    Voges, Michelle
    Sibbertsen, Philipp
    [J]. ECONOMETRICS, 2021, 9 (01)
  • [8] Expected returns, risk and the integration of international bond markets
    Barr, DG
    Priestley, R
    [J]. JOURNAL OF INTERNATIONAL MONEY AND FINANCE, 2004, 23 (01) : 71 - 97
  • [9] The integration of bank syndicated loan and junk bond markets
    Thomas, H
    Wang, ZQ
    [J]. JOURNAL OF BANKING & FINANCE, 2004, 28 (02) : 299 - 329
  • [10] THE INTEGRATION OF THE EUROPEAN GOVERNMENT BOND MARKETS DURING THE CRISIS
    Panfil, Przemyslaw
    [J]. EKONOMIA I PRAWO-ECONOMICS AND LAW, 2012, 9 (02): : 13 - 25