European Economic and Monetary Union Sovereign Debt Markets

This paper focuses on developments in the European Economic and Monetary Union sovereign debt markets in the past decade. The first part analyzes the integration and segmentation structure of the bond markets of the Economic and Monetary Union befo...

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Bibliographic Details
Main Authors:	Sensoy, Ahmet, Hacihasanoglu, Erk, Rostom, Ahmed
Format:	Policy Research Working Paper
Language:	English en_US
Published:	World Bank Group, Washington, DC 2015
Subjects:	ASSET CLASS BASIS POINTS BENCHMARK GOVERNMENT BOND BENCHMARK YIELD BOND BOND MARKET BOND MARKETS BOND SPREADS BOND YIELD BOND YIELDS BUDGET DEFICIT BUSINESS DEVELOPMENT CAPITAL FLOWS CAPITAL OUTFLOWS CENTRAL BANK CENTRAL BANK INDEPENDENCE CENTRAL BANKS COMMODITY CONNECTIVITY CONTAGION COVARIANCE MATRIX CREDITORS CROSS-BORDER CAPITAL CURRENCY DEBT CRISIS DEBT MARKET DEBT-SERVICE DEFICITS DEPRECIATIONS ECONOMIC POLICY ECONOMICS EMERGING MARKETS EMU EQUILIBRIA EQUITY MARKETS EXCESS LIQUIDITY FEDERAL RESERVE FINANCIAL CRISIS FINANCIAL MARKETS FINANCIAL SECTOR FINANCIAL STABILITY FINANCIAL STUDIES FINANCIAL SYSTEMS FISCAL IMBALANCES FISCAL POLICIES FISCAL POSITIONS FOREIGN EXCHANGE GLOBAL BANKING GOVERNMENT BOND GOVERNMENT BOND MARKET GOVERNMENT BOND YIELDS GOVERNMENT BONDS INFLATION INTEREST RATES INTERNATIONAL BANK INTERNATIONAL MONEY LEVERAGE LIQUIDITY LIQUIDITY RISKS MACROECONOMIC MODELS MARKET DYNAMICS MARKET INTEGRATION MARKET PLAYERS MONETARY POLICY MONETARY UNION MONEY MARKET OPTIMAL ALLOCATION POLICY RESPONSES POLITICAL ECONOMY PORTFOLIO RANDOM VARIABLES RISK PREMIUMS SERIAL CORRELATION SINGLE ASSET SINGLE CURRENCY SOVEREIGN BOND SOVEREIGN BONDS SOVEREIGN DEBT SOVEREIGN DEBT MARKET SOVEREIGN DEBT MARKETS SOVEREIGN RISK SOVEREIGN YIELDS STANDARD DEVIATION STOCK MARKET STOCK MARKET VOLATILITY STRUCTURAL REFORMS SYSTEMIC RISK UPWARD PRESSURE VOLATILITIES YIELD CURVES YIELD MOVEMENTS YIELD SPREADS
Online Access:	http://hdl.handle.net/10986/21146

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http://hdl.handle.net/10986/21146

European Economic and Monetary Union Sovereign Debt Markets

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