Para acceder a los documentos con el texto completo, por favor, siga el siguiente enlace: http://hdl.handle.net/2445/54183

Time-varying integration in european government bond markets
Chuliá Soler, Helena; Gómez-Puig, Marta; Abad, Pilar
Universitat de Barcelona
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.
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
(c) John Wiley & Sons, 2014
Artículo
info:eu-repo/semantics/acceptedVersion
John Wiley & Sons
         

Mostrar el registro completo del ítem

Documentos relacionados

Otros documentos del mismo autor/a

Abad, Pilar; Chuliá Soler, Helena; Gómez-Puig, Marta
Chuliá Soler, Helena; Gómez-Puig, Marta; Abad, Pilar