The Degree of Integration of the Bulgarian and Croatian Government Bond Markets into the Eurozone Government Bond Market
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More about this item
Keywords
Degree of integration; government bond market; model of beta coefficient evolution; GARCH.;All these keywords.
JEL classification:
- G10 - Financial Economics - - General Financial Markets - - - General (includes Measurement and Data)
- F15 - International Economics - - Trade - - - Economic Integration
- C10 - Mathematical and Quantitative Methods - - Econometric and Statistical Methods and Methodology: General - - - General
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