Article ID Journal Published Year Pages File Type
981151 Procedia Economics and Finance 2015 10 Pages PDF
Abstract

The global integration of the Central and Eastern European countries (CEECs’) sovereign bond markets was investigated in this paper. Summarizing the results of this study it can be stated that the global and regional integration of the CEECs sovereign bond markets is stronger in terms of sovereign bond CDS spreads volatilities comparing the sovereign bond CDS spreads changes and regional integration of CEECs bond markets is higher than global integration.

Related Topics
Social Sciences and Humanities Economics, Econometrics and Finance Economics and Econometrics