Citations (19)
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Tobias Basse, Christoph Wegener & Frederik Kunze. (2018) Government bond yields in Germany and Spain—empirical evidence from better days. Quantitative Finance 18:5, pages 827-835.
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Alexander Ludwig. (2016) On the usability of the fluctuation test statistic to identify multiple cointegration break points. Journal of Applied Statistics 43:9, pages 1604-1624.
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Alexander Ludwig. (2014) Credit risk-free sovereign bonds under Solvency II: a cointegration analysis with consistently estimated structural breaks. Applied Financial Economics 24:12, pages 811-823.
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DeLisle Worrell, Roland Craigwell & Travis Mitchell. (2008) The behaviour of a small foreign exchange market with a long-term peg–Barbados. Applied Financial Economics 18:8, pages 673-682.
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Adnan Kasman, Saadet Kirbas-Kasman & Evrim Turgutlu. (2005) Nominal and real convergence between the CEE countries and the EU: a fractional cointegration analysis. Applied Economics 37:21, pages 2487-2500.
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Sonila Beliu
& Matthew L. Higgins. (2004) Fractional cointegration analysis of EU convergence. Applied Economics 36:14, pages 1607-1611.
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Articles from other publishers (13)
Tobias Basse. (2020) Solvency II and sovereign credit risk: Additional empirical evidence and some thoughts about implications for regulators and lawmakers. International Review of Law and Economics 64, pages 105933.
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Mariam Camarero, Juan Sapena & Cecilio Tamarit. (2019) Modelling Time-Varying Parameters in Panel Data State-Space Frameworks: An Application to the Feldstein–Horioka Puzzle. Computational Economics 56:1, pages 87-114.
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Minoas Koukouritakis. (2017) Eurozone debt crisis and bond yields convergence: evidence from the new EU countries. Economic Change and Restructuring 50:3, pages 239-258.
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Tobias Basse. (2014) Searching for the EMU core member countries. European Journal of Political Economy 34, pages S32-S39.
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Philipp Sibbertsen, Christoph Wegener & Tobias Basse. (2014) Testing for a break in the persistence in yield spreads of EMU government bonds. Journal of Banking & Finance 41, pages 109-118.
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Tobias Basse, Meik Friedrich & Anne Kleffner. (2012) Italian government debt and sovereign credit risk: an empirical exploration and some thoughts about consequences for European insurers. Zeitschrift für die gesamte Versicherungswissenschaft 101:5, pages 571-579.
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Giorgio Canarella, Stephen M. Miller & Stephen K. Pollard. (2011) The Global Financial Crisis and Stochastic Convergence in the Euro Area. International Advances in Economic Research 17:3, pages 315-333.
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Pierre L. Siklos. (2010) Meeting Maastricht: Nominal convergence of the new member states toward EMU. Economic Modelling 27:2, pages 507-515.
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Thushyanthan Baskaran. (2009) Did the Maastricht treaty matter for macroeconomic performance? A difference-in-difference investigation. Kyklos 62:3, pages 331-358.
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Adnan Kasman, Saadet Kirbas-Kasman & Evrim Turgutlu. (2008) Monetary policy convergence of potential EMU accession countries: A cointegration analysis with shifting regimes. Economic Modelling 25:2, pages 340-350.
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Kang H. Park. (2005) A Test of Financial Integration in East Asia. Multinational Business Review 13:1, pages 75-95.
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Stefano Schiavo. (2005) Euro Bonds: In Search of Financial Spillovers. SSRN Electronic Journal.
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Tinfah Chung & M. Ariff. (2015) ASEAN Financial Market Integration -- A Rainbow on the Horizon?. SSRN Electronic Journal.
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