Integration of Markets for Sovereign Bonds in the European Union

Result code in IS VaVaI
<a href="https://www.isvavai.cz/riv?ss=detail&h=RIV%2F62156489%3A43110%2F16%3A43908286" target="_blank" >RIV/62156489:43110/16:43908286 - isvavai.cz</a>
Result on the web
<a href="http://icfb.rs.opf.slu.cz/sites/icfb.rs.opf.slu.cz/files/kajurova.pdf" target="_blank" >http://icfb.rs.opf.slu.cz/sites/icfb.rs.opf.slu.cz/files/kajurova.pdf</a>
DOI - Digital Object Identifier
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Result language
angličtina
Original language name
Integration of Markets for Sovereign Bonds in the European Union
Original language description
Financial integration is a complex process which has been taking part in the European Union for decades. In this paper, the attention is paid to the integration of markets for sovereign bonds in the European Union. The aim of the paper is to find out if markets for sovereign bonds are integrated in the European Union, if the financial crisis, sovereign debt crisis and the banking union announcement had the impact on the government bond market integration. The co-integration approach is used to assess theintegration of sovereign bond marketsin the European Union separately for the euro area member countries and other EU member countries. The results suggest that both crises had the significant impact on market integration process. The situation improved a bit after the banking union announcement in 2012, although the level of the integration did not reach pre-crises level.
Czech name
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Czech description
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Project
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Continuities
I - Institucionalni podpora na dlouhodoby koncepcni rozvoj vyzkumne organizace

Publication year
2016
Confidentiality
S - Úplné a pravdivé údaje o projektu nepodléhají ochraně podle zvláštních právních předpisů

Article name in the collection
Proceedings of the 15th International Conference on Finance and Banking
ISBN
978-80-7510-186-0
ISSN
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e-ISSN
neuvedeno
Number of pages
8
Pages from-to
146-153
Publisher name
Slezská univerzita v Opavě
Place of publication
Opava
Event location
Praha
Event date
Oct 13, 2015
Type of event by nationality
WRD - Celosvětová akce
UT code for WoS article
000447679800016

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