Digitální knihovnaUPCE
 

The Impact of the financial crisis on integration of bond markets in the European Union

Konferenční objektOmezený přístuppeer-reviewedpostprint
Náhled

Datum publikování

2014

Vedoucí práce

Oponent

Název časopisu

Název svazku

Vydavatel

Silesian University in Opava

Abstrakt

The aim of the paper is to evaluate the impact of the financial crisis on the integration of bond markets in the European Union (EU). The initial indicator is the average yield of medium-term government bonds in individual EU countries. Consequently, the 2005 – 2011 time period has been divided into two periods - before the financial crisis and during the financial crisis, and after the financial crisis. Furthermore, we have used the one-factor analysis of variance ANOVA and then compared the mean values in the indicated periods. In order for ANOVA to be carried out, first the assumptions of normality and homogeneity of variances of survey data have to be tested. Here we apply Shapiro-Wilk test for testing the normality and Bartlett's test for testing the homogeneity of variances. The result of the procedure is a statement that the integration of bond markets in the EU has been deepened, despite the financial crisis.

Rozsah stran

p. 62-72

ISSN

Trvalý odkaz na tento záznam

Projekt

Zdrojový dokument

Financial regulation and supervision in the after-crisis period: Proceedings of 14th International Conference on Finance and Banking (edited by Stanislav Polouček and Daniel Stavárek)

Vydavatelská verze

Přístup k e-verzi

pouze v rámci univerzity

Název akce

Financial regulation and supervision in the after-crisis period (14th International Conference on Finance and Banking, 16-17 October 2013, Ostrava, Czech Republic)

ISBN

978-80-7248-892-6

Studijní obor

Studijní program

Signatura tištěné verze

Umístění tištěné verze

Přístup k tištěné verzi

Klíčová slova

integrace dluhopisových trhů, finanční krize, Evropská unie, ANOVA, integration of bond markets, financial crisis, European Union

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