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econ.GN2015
Time-scale analysis of co-movement in EU sovereign bond markets
Filip Smolik, Lukas Vacha
We study the co-movement of the 10-year sovereign bond yields of 11 EU countries. Our analysis is focused mainly on changes in co-movement during the financial crisis period, espec…
econ.GN2015
Business cycle synchronization within the European Union: A wavelet cohesion approach
Lubos Hanus, Lukas Vacha
In this paper, we map the process of business cycle synchronization across the European Union. We study this synchronization by applying wavelet techniques, particularly the cohesi…