The time-varying integration of euro area government bond markets

2012 ◽  
Vol 56 (1) ◽  
pp. 36-53 ◽  
Author(s):  
Lorenzo Pozzi ◽  
Guido Wolswijk
Keyword(s):  
Euro Area ◽  
Bond Markets ◽  
Time Varying ◽  
Government Bond ◽  
Government Bond Markets

Euro-area risks remain despite Greek breakthrough

2015 ◽  
Keyword(s):  
Financial Markets ◽  
Euro Area ◽  
Bond Markets ◽  
Government Bond ◽  
Fiscal Union ◽  
Content Type ◽  
Government Bond Markets

Significance Impacts Despite a dramatic deterioration in Greece's relations with its creditors, financial markets have remained relatively unconcerned. The sharp sell-off in government bond markets since mid-April stems almost entirely from exaggerated fears about deflation, not Greece. Tensions over Greece reflect broader weaknesses in the euro-area stemming from a lack of support for political and fiscal union.

scholarly journals Time-varying Integration in European Government Bond Markets

2014 ◽  
Vol 20 (2) ◽  
pp. 270-290 ◽  
Author(s):  
Pilar Abad ◽  
Helena Chuliá ◽  
Marta Gómez-Puig
Keyword(s):  
Bond Markets ◽  
Time Varying ◽  
Government Bond ◽  
Government Bond Markets

Momentum in Government-Bond Markets

CFA Digest ◽  
2013 ◽  
Vol 43 (1) ◽  
pp. 105-108
Author(s):  
Servaas Houben
Keyword(s):  
Bond Markets ◽  
Government Bond ◽  
Government Bond Markets

Country-specific euro area government bond yield reactions to ECB’s non-standard monetary policy program announcements

2020 ◽  
Vol 21 (4) ◽  
pp. 417-474 ◽  
Author(s):  
Ralf Fendel ◽  
Frederik Neugebauer
Keyword(s):  
Monetary Policy ◽  
Euro Area ◽  
Yield Reduction ◽  
Government Bond ◽  
Bond Yields ◽  
Bond Yield ◽  
Current Spread ◽  
Policy Program ◽  
Government Bond Markets ◽  
Country Specific

AbstractThis paper employs event study methods to evaluate the effects of ECB’s non-standard monetary policy program announcements on 10-year government bond yields of 11 euro area member states. Measurable effects of announcements arise with a one-day delay meaning that government bond markets take some time to react to ECB announcements. The country-specific extent of yield reduction seems inversely related to the solvency rating of the corresponding countries. The spread between core and periphery countries reduces because of a stronger decrease in the latter. This result is confirmed by letting the announcement variable interact with the current spread level.

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