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@inproceedings{1446659,
author = {Hvozdenská, Jana},
address = {Brno},
booktitle = {Proceedings of the 15th International Scientific conference European Financial Systems 2018},
editor = {Nešleha Josef, Hampl Filip, Svoboda Miroslav},
keywords = {beta-convergence; bond yields; integration of bond markets},
howpublished = {elektronická verze "online"},
language = {eng},
location = {Brno},
isbn = {978-80-210-8980-8},
pages = {196-201},
publisher = {Masarykova Univerzita},
title = {Convergence of the Government Bond Yields in Estonia, Latvia and Lithuania},
url = {https://is.muni.cz/do/econ/sborniky/2018/Proceedings_finalni_verze_September_3.pdf},
year = {2018}
}
TY - JOUR
ID - 1446659
AU - Hvozdenská, Jana
PY - 2018
TI - Convergence of the Government Bond Yields in Estonia, Latvia and Lithuania
PB - Masarykova Univerzita
CY - Brno
SN - 9788021089808
KW - beta-convergence
KW - bond yields
KW - integration of bond markets
UR - https://is.muni.cz/do/econ/sborniky/2018/Proceedings_finalni_verze_September_3.pdf
N2 - The aim of this paper is to analyse the influence of the European Union 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 European U nion 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 12/2017 was chosen in order to show the impacts of the changes. The time period was divided into periods 1/2000 - 4/2004 (before the European Union accession), 5/2004 - 7/2007 (after the accession and before financial crisis), 8/2007 - 3/2009 (period of the deepest financial crisis), 4/2009 - 12/2016 (period after the financial crisis). Used methods are 1) spread between the 10-year bond yields of countries of Estonia, Latvia, Lithuania and German 10-year bond yield, 2) analysis of alignment, 3) beta-convergence. These findings can be beneficial for the financial market observers.
ER -
HVOZDENSKÁ, Jana. Convergence of the Government Bond Yields in Estonia, Latvia and Lithuania. Online. In Nešleha Josef, Hampl Filip, Svoboda Miroslav. \textit{Proceedings of the 15th International Scientific conference European Financial Systems 2018}. Brno: Masarykova Univerzita, 2018, s.~196-201. ISBN~978-80-210-8980-8.
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