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Type of publication: Straipsnis konferencijos medžiagoje kitose duomenų bazėse / Article in conference proceedings in other databases (P1c)
Field of Science: Ekonomika / Economics (S004)
Author(s): Levišauskaitė, Kristina;Aleknevičienė, Vilija;Aleknevičiūtė, Eglė
Title: Relationship between government bond markets in EU countries
Is part of: Theoretical and applied economics. Bucharest : General Association of Economists from Romania, 2014, vol. 6 (595), suppl
Extent: p. 40-56
Date: 2014
Note: International finance and banking conference FIBA 2014, Bucharest, Romania
Keywords: Government bond markets;Bond market indices;Diversificationn;European Union
Abstract: This article is evaluating the relationship between government bond markets in EU countries in 1993-2013. The results show that government bond markets in EU countries during the research period were not as strongly related as they were expected to be leaving some place for benefiting from portfolio diversification. The biggest differences were obtained between the old and new EU member state government markets and also the ones that suffered major financial difficulties during the research period. Despite of that, some EU government bond market indices were almost linearly and statistically significantly related with each other, indicating that diversification between those markets could not be beneficial
Affiliation(s): Ekonomikos ir vadybos fakultetas
Finansų katedra
Vytauto Didžiojo universitetas
Žemės ūkio akademija
Appears in Collections:Universiteto mokslo publikacijos / University Research Publications

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