Time-varying integration in european government bond markets

Bond market integration clearly changes in response to economic and financial conditions, since the level of risk aversion changes and investors require time-varying compensation for accepting a risky payoff from financial assets. In this paper we examine the dynamic behaviour of European Government...

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Detalles Bibliográficos
Autores: Chuliá Soler, Helena, Gómez-Puig, Marta, Abad, Pilar
Tipo de recurso: artículo
Estado:Versión aceptada para publicación
Fecha de publicación:2014
País:España
Institución:Varias* (Consorci de Biblioteques Universitáries de Catalunya, Centre de Serveis Científics i Acadèmics de Catalunya)
Repositorio:Recercat. Dipósit de la Recerca de Catalunya
OAI Identifier:oai:recercat.cat:2445/54183
Acceso en línea:https://hdl.handle.net/2445/54183
Access Level:acceso abierto
Palabra clave:Països de la Unió Europea
Bancs d'inversió
Capitalistes
Risc (Economia)
Bons
Gestió d'actius i passius
Actius financers derivats
European Union countries
Investment banking
Capitalists
Risk
Bonds
Asset-liability management
Derivative securities
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oai_identifier_str oai:recercat.cat:2445/54183
network_acronym_str ES
network_name_str España
repository_id_str
spelling Time-varying integration in european government bond marketsChuliá Soler, HelenaGómez-Puig, MartaAbad, PilarPaïsos de la Unió EuropeaBancs d'inversióCapitalistesRisc (Economia)BonsGestió d'actius i passiusActius financers derivatsEuropean Union countriesInvestment bankingCapitalistsRiskBondsAsset-liability managementDerivative securitiesBond market integration clearly changes in response to economic and financial conditions, since the level of risk aversion changes and investors require time-varying compensation for accepting a risky payoff from financial assets. In this paper we examine the dynamic behaviour of European Government bond market integration using an asset pricing model based on that of Bekaert and Harvey.John Wiley & Sons2014201620142014info:eu-repo/semantics/articleinfo:eu-repo/semantics/acceptedVersion21 p.application/pdfhttps://hdl.handle.net/2445/54183Articles publicats en revistes (Economia)reponame:Recercat. Dipósit de la Recerca de Catalunyainstname:Varias* (Consorci de Biblioteques Universitáries de Catalunya, Centre de Serveis Científics i Acadèmics de Catalunya)InglésVersió postprint del document publicat a: http://dx.doi.org/10.1111/j.1468-036X.2011.00633.xEuropean Financial Management, 2014, vol. 2, num. 2, p. 270-290http://dx.doi.org/10.1111/j.1468-036X.2011.00633.x(c) John Wiley & Sons, 2014info:eu-repo/semantics/openAccessoai:recercat.cat:2445/541832026-05-29T05:05:01Z
dc.title.none.fl_str_mv Time-varying integration in european government bond markets
title Time-varying integration in european government bond markets
spellingShingle Time-varying integration in european government bond markets
Chuliá Soler, Helena
Països de la Unió Europea
Bancs d'inversió
Capitalistes
Risc (Economia)
Bons
Gestió d'actius i passius
Actius financers derivats
European Union countries
Investment banking
Capitalists
Risk
Bonds
Asset-liability management
Derivative securities
title_short Time-varying integration in european government bond markets
title_full Time-varying integration in european government bond markets
title_fullStr Time-varying integration in european government bond markets
title_full_unstemmed Time-varying integration in european government bond markets
title_sort Time-varying integration in european government bond markets
dc.creator.none.fl_str_mv Chuliá Soler, Helena
Gómez-Puig, Marta
Abad, Pilar
author Chuliá Soler, Helena
author_facet Chuliá Soler, Helena
Gómez-Puig, Marta
Abad, Pilar
author_role author
author2 Gómez-Puig, Marta
Abad, Pilar
author2_role author
author
dc.subject.none.fl_str_mv Països de la Unió Europea
Bancs d'inversió
Capitalistes
Risc (Economia)
Bons
Gestió d'actius i passius
Actius financers derivats
European Union countries
Investment banking
Capitalists
Risk
Bonds
Asset-liability management
Derivative securities
topic Països de la Unió Europea
Bancs d'inversió
Capitalistes
Risc (Economia)
Bons
Gestió d'actius i passius
Actius financers derivats
European Union countries
Investment banking
Capitalists
Risk
Bonds
Asset-liability management
Derivative securities
description Bond market integration clearly changes in response to economic and financial conditions, since the level of risk aversion changes and investors require time-varying compensation for accepting a risky payoff from financial assets. In this paper we examine the dynamic behaviour of European Government bond market integration using an asset pricing model based on that of Bekaert and Harvey.
publishDate 2014
dc.date.none.fl_str_mv 2014
2014
2014
2016
dc.type.none.fl_str_mv info:eu-repo/semantics/article
info:eu-repo/semantics/acceptedVersion
format article
status_str acceptedVersion
dc.identifier.none.fl_str_mv https://hdl.handle.net/2445/54183
url https://hdl.handle.net/2445/54183
dc.language.none.fl_str_mv Inglés
language_invalid_str_mv Inglés
dc.relation.none.fl_str_mv Versió postprint del document publicat a: http://dx.doi.org/10.1111/j.1468-036X.2011.00633.x
European Financial Management, 2014, vol. 2, num. 2, p. 270-290
http://dx.doi.org/10.1111/j.1468-036X.2011.00633.x
dc.rights.none.fl_str_mv (c) John Wiley & Sons, 2014
info:eu-repo/semantics/openAccess
rights_invalid_str_mv (c) John Wiley & Sons, 2014
eu_rights_str_mv openAccess
dc.format.none.fl_str_mv 21 p.
application/pdf
dc.publisher.none.fl_str_mv John Wiley & Sons
publisher.none.fl_str_mv John Wiley & Sons
dc.source.none.fl_str_mv Articles publicats en revistes (Economia)
reponame:Recercat. Dipósit de la Recerca de Catalunya
instname:Varias* (Consorci de Biblioteques Universitáries de Catalunya, Centre de Serveis Científics i Acadèmics de Catalunya)
instname_str Varias* (Consorci de Biblioteques Universitáries de Catalunya, Centre de Serveis Científics i Acadèmics de Catalunya)
reponame_str Recercat. Dipósit de la Recerca de Catalunya
collection Recercat. Dipósit de la Recerca de Catalunya
repository.name.fl_str_mv
repository.mail.fl_str_mv
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score 15,812429

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