Are Eurozone Fixed Income Markets Integrated? An Analysis Based on Wavelet Multiple Correlation and Cross Correlation

<table>Wavelet multiple correlations for the Eurozone bond market at different time scales. The coloured lines correspond to the upper and lower bounds of the 95% confidence interval.</table>

Economics Research International

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Figure 1

Figure 1: Are Eurozone Fixed Income Markets Integrated? An Analysis Based on Wavelet Multiple Correlation and Cross Correlation 