Convergence of the Bond Yields in Dependence on the EU Accession and Financial Crisis: The Case of Visegrad Group
The result's identifiers
Result code in IS VaVaI
<a href="https://www.isvavai.cz/riv?ss=detail&h=RIV%2F00216224%3A14560%2F14%3A00075770" target="_blank" >RIV/00216224:14560/14:00075770 - isvavai.cz</a>
Result on the web
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DOI - Digital Object Identifier
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Alternative languages
Result language
angličtina
Original language name
Convergence of the Bond Yields in Dependence on the EU Accession and Financial Crisis: The Case of Visegrad Group
Original language description
The aim of this paper is to analyse the influence of the EU accession and financial crisis to convergence and integration of the bond yields and bond markets. The results show the deepening of bond market convergence after the EU accession and the integration has continued until the end of the observed period. The chosen indicators are monthly mid-term bond yields (10-year bond yields). The period of 1/2000 to 2/2014 was chosen in order to show the impacts of the changes. The time period was divided into periods 1/2000 - 4/2004 (before the EU accession), 5/2004 - 7/2007 (after the accession and before financial crisis), 8/2007 - 3/2009 (period of the deepest financial crisis), 4/2009 - 2/2014 (period after financial crisis). Used methods are 1) spreadbetween the 10-year bond yields of countries V4 (Czech Republic, Slovakia, Poland and Hungary) and German 10-year bond yield, 2) analysis of alignment, 3) Beta-convergence.
Czech name
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Czech description
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Classification
Type
D - Article in proceedings
CEP classification
AE - Management, administration and clerical work
OECD FORD branch
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Result continuities
Project
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Continuities
S - Specificky vyzkum na vysokych skolach
Others
Publication year
2014
Confidentiality
S - Úplné a pravdivé údaje o projektu nepodléhají ochraně podle zvláštních právních předpisů
Data specific for result type
Article name in the collection
Proceedings of the 2nd International Conference on European Integration 2014
ISBN
9788024833880
ISSN
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e-ISSN
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Number of pages
8
Pages from-to
272-279
Publisher name
VŠB - Technical University of Ostrava
Place of publication
Ostrava
Event location
Ostrava
Event date
Jan 1, 2014
Type of event by nationality
EUR - Evropská akce
UT code for WoS article
000346144900029