Investigation of Global Integration of the Central and Eastern European Countries Sovereign Bond Markets

Vilma Deltuvaitė
2015 Procedia Economics and Finance  
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.
doi:10.1016/s2212-5671(15)00643-7 fatcat:gvg62oxa75en7epolcc4yzic2m